博弈论与信息经济学前沿2.ppt

上一章小结： 什么是博弈论？ 什么是信息经济学？ 对新古典经济学的影响 一、博弈:互动环境下的理性选择 Game theory is the formal study of conflict and cooperation. Game theoretic concepts apply whenever the actions of several agents are interdependent. These agents may be individuals, groups, firms, or any combination of these. The concepts of game theory provide a language to formulate, structure, analyze, and understand strategic scenarios. 博弈论的定义与分类 定义：研究决策主体的行为发生相互作用时的决策以及这种决策的均衡问题。 分类之一：有无一个有约束力的协议，博弈可以分为合作博弈和非合作博弈，现在的经济学家谈到的博弈一般指的是非合作博弈。 分类之二：非合作博弈可以从两个角度划分：一是参与人行动的先后顺序，分为静态博弈（static game）和动态博弈（dynamic game）；二是参与人对其他参与人的特征、战略空间及支付函数的知识，可以分为完全信息博弈和不完全信息博弈。 微观经济学的教科书一般是从“消费”开始。 消费理论的简单性在于只考虑面临约束条件下的一个人的偏好最大化问题,也即“单人决策问题”。 现实中,人们的许多决策之间是相互依赖的,你的最优决策依赖于别人的决策，别人的最优决策依赖于你的决策,你的决策还依赖于别人认为你怎么决策,你怎么认为别人认为你将怎么决策、、、如此等等。 Prisoner’s dilemma - the classic game Opening Experiment： Each of you give me one buck; Each of you pick one number between 1 and 100. Then we take the average of all the numbers you pick, and multiple it by 60% and get number X; Whoever picks the number that is closest to this number X will get all the money. Rationality is a foundation assumption for Game Theory. If one is rational, he would assume everyone start with 50, the average between 1 and 100. So he will further reason that the final number will be 30 - however, if every one is thinking the same way, everyone will pick 30, so the final number should be 18… then he continue to think in this way again and again until he picks zero - the equilibrium point! However, that’s never the case in reality - in group experiments, the final number that appears most often is around 17, given a large enough sample size. Actual outcome depends on how smart the group is, or how smart (stupid) the group thinks their peers are; 博弈的分类及对应的均衡 二、完全信息静态博弈及其解法 （一）博弈的解与纳什均衡 囚徒困境博弈体现了非合作博弈的基础，称（招，招)为 “纳什均衡”。纳什均衡是局中人战略选择上构成的一种“僵局”：给定其他局中人的选择不变，任何一个局中人的选择是最好的,他也不会改变其战略选择,所以,可以预期（招，招）是甲乙最终完成的稳定的选择。 同时囚徒困境也是西方经济学中个人理性与集体理性冲突的一个例证。 表1 囚徒困境博弈 王