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MIT博弈论课件GT_fall2003_lecture_1
Knowledge and Common Knowledge
Copyright 2003 by Drew Fudenberg.
Do not post or redistribute
We will represent player i’s knowledge using a
partition H of a “state space” Ω:
i
When the true state is ω, player i knows that is in the
element of his partition that contains ω; the elements
of the partition are the states i considers possible.
Call this set h (ω) .
i
Implicit : the state space Ω all relevant uncertainty:
the player’s information/uncertainty about the state of
nature, his information about others information etc.
Note also that since by definition ω∈h (ω) , player i
i
always thinks that the true state is possible.
Assume: Ω is finite, there is a common prior p on Ω,
all states have positive probability. (drop zero-
probability states.)
Assuming finiteness makes the math a lot easier, but
later we will need to deal with larger state spaces if
only to understand how restrictive the finiteness
assumption is.
Definition: “Player i knows E at ω” if h (ω) ⊆E .
i
K (E ) ≡{ω| h (ω) ⊆E }:
i i
this is the set of states where i knows E.
This definition satisfies the following properties.
(proof is HW)
Necessitation: K (Ω) Ω :
i
Player i always knows the state space. As a
consequence, player i knows all statements that are
true for every point in the state space, i.e. all
tautologies.
K (E ) K K (E )
i i i
(i knows E if and only if she knows that she knows
it. Implicitly players know their own information
structure.)
Introspection: −K (−K (E )) ⊆K (E )
i i i
If you don’t know that you don’t know E, you know
E. So players can’t be unaware of any possibilities.
Now define the event “everyone knows E”
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