第六章博弈论初步.ppt

第六章 博弈论初步 内容提要 概述 完全信息静态博弈 完全信息动态博弈 不完全信息静态博弈 不完全信息动态博弈 博弈论（Game Theory） Game theory models strategic behavior by agents who understand that their actions affect the actions of other agents. J.Von.Neumann(1903-1957) 计算机之父； 天才的数学家； 数理经济学奠基人。 代表作品：《博弈论与经济行为，经济学领域的革命》，（与摩根斯坦合著，1944） John.Nash(1928_) 1948年进入普林斯顿大学攻读数学博士学位； 1950-51年提出纳什均衡； 1958年患精神分裂症； 1994年获诺贝尔经济学奖。 Some Applications of Game Theory The study of oligopolies (industries containing only a few firms) The study of cartels; e.g. OPEC The study of externalities; e.g. using a common resource such as a fishery. The study of military strategies. 一、博弈的三要素 A game consists of a set of players a set of strategies for each player the payoffs to each player for every possible list of strategy choices by the players. Two-Player Games A game with just two players is a two-player game. We will study only games in which there are two players, each of whom can choose between only two strategies. An Example of a Two-Player Game The players are called A and B. Player A has two strategies, called “Up” and “Down”. Player B has two strategies, called “Left” and “Right”. The table showing the payoffs to both players for each of the four possible strategy combinations is the game’s payoff matrix. An Example of a Two-Player Game 二、博弈的分类 以结果为依据： 零和博弈（zero sum game） 正和博弈（positive sum game） 负和博弈（negative sum game） 是否能达成协议 合作博弈（cooperative game） 非合作博弈（noncooperative game） 博弈的分类 博弈的次数 重复博弈 非重复博弈 博弈的次序 静态博弈（static game） 动态博弈（dynamic game） 拥有的信息 完全信息 不完全信息 三、均衡解 最大最小均衡 纳什均衡 An Example of a Two-Player Game Nash Equilibrium A play of the game where each strategy is a best reply to the other is a Nash equilibrium. Our example has two Nash equilibria; (U,L) and (D,R). An Example of a Two-Player Game An example Different results According to maxmin principle, the equilibria solution is (D,R); While the nash equilibria solution of this example is (D,L) Which is better? The Prisoner’s Dilemma To see if Pareto-preferred ou