博弈论chapter2概要.ppt

动态博弈的表述 在策略空间A1, A2和支付u1, u2的基础上，考虑行动顺序（Perfect Information）： 1. 参与人1选择a1∈{L, R}； 2. 参与人2观察到a1，然后选择a2∈{L’, R’}； 3. 实现支付u1(a1, a2)和u2(a1, a2)如矩阵。 利用博弈树（Game Tree），能够很方便地得到博弈的倒推法均衡(R, L’)。运用博弈树描述参与人集合、策略空间、支付、行动顺序和信息结构的方法，称为博弈的扩展表述（Extensive Form Representation）。 Extensive Form Representation The extensive form representation of a game specifies: (1) the player set, (2a) when each player moves, (2b) all possible moves from each position, (2c) what each player knows when he moves, (3) the payoff received by each player for each combination of moves available to the players. Information Set An information set for a player is a collection of decision nodes satisfying: (i) the player has the move at every node in the information set, and (ii) when the play of the game reaches a node in the information set, the player with the move does not know which node in the information set has (or has not) been reached. Textbook page 119 Bank Runs 每个投资者 i = 1, 2在银行有存款D，银行把存款2D投资到一个项目。在时期1，项目（未竣工）的价值为2r；在时期2，项目（竣工）的价值为2R，其中， D 2r 2D 2R。 把上述模型构造成完全（非完美）信息动态博弈。不考虑资金的时间价值。 每个投资者都有权利在时期1或时期2向银行要求撤回存款；最先提出要求的投资者，在债权补偿上拥有优先权；在每个时期，只要有一个投资者要求撤回存款，则博弈结束。 Subgame Perfectness A Nash equilibrium is subgame-perfect if the players’ strategies constitute a Nash equilibrium in every subgame. Textbook page 124 例子Bank Runs只有一个子博弈（第2阶段的博弈），子博弈的Nash均衡为 (Withdraw, Withdraw)2 原博弈的第二个倒推法均衡： ((Don’t1, Withdraw2), (Don’t1, Withdraw2)) 既是原博弈的子博弈均衡（Subgame Perfect Outcome, page 75），也是原博弈的Backwards-Induction Nash Equilibrium (textbook page 127)。 在某种意义上，((Withdraw1, – ), (Withdraw1, – ))是退化和平凡（Degenerated and Trivial）的子博弈均衡。 Finitely Repeated Game Given a stage game G, let G(T) denote the finitely repeated game in which G is played T times, with the outcomes of all preceding plays observed before the next play begins. The payoffs for G(T) are simply the sum of the payoffs from the T stage games. Textbook page 84 博弈G(2)的倒推法Nash均衡为 ((B1, T2