第五讲 完美信息动态博弈.pptVIP

第五讲 Extensive games with perfect information 一、An example：entry game 二、Strategies 在静态博弈中，博弈方一次性同时选择的行为就是博弈方的策略，这些策略的策略组合，以及所对应的各方得益，就是博弈的结果。 动态博弈方决策，不是博弈方在单个阶段的行为，而是各博弈方在整个博弈中轮到选择的每个阶段，针对前面阶段的各种情况作相应选择和行为的完整计划，以及由不同博弈方的这种计划构成的组合。动态博弈的结果包括双方（或多方）采用的策略组合，实现的博弈路径和各博弈方的得益。 二（1）Example 1 In entry game， the strategies is： Challenger：in，out Incumbent：acquiesce，fight 二（2）Example 2 二（2）Example 2 Play 1 has two strategies：C and D； Play 2 has four strategies：EG，EH，FG，FH； And the outcome of the strategy pair (C,EG) and (C,EH) is (C,E)，……. 二（3） Example 3 二（3） Example 3 Player 1 has four strategies：CG,CH,DG and DH (In particular, each strategy specifies an action after the history (C,E) even if it specifies the action D at the beginning of the game, in which case the history (C,E) does not occur!) Player 2 has two strategies：E and F. The outcome of the strategy pair (DG,E) is the terminal history D, and the outcome of (CH,E) is the terminal history (C,E,H). 三、Nash equilibrium Definition (Nash equilibrium of extensive game with perfect information) The strategy profile s* in an extensive game with perfect information is a Nash equilibrium if，for every player i and every strategy ri of player i，the terminal history O(s*) generated by s* is as least as good according to player i’s preferences as the terminal history O(ri, s*-i) generated by the strategy profile (ri, s *-i) in which player i chooses ri while every other player j chooses s*j. Equivalently, for each player i, for every strategy ri of player i, Where ui is a payoff function that represents player i’s preference and O is the outcome function of the game. 三（1） Example 1:The strategic form of the entry game and its Nash equilibrium 三（2） Example 2 三（3） Example 3 四、Commitment and credibility：example 1（开金矿博弈） 四、Commitment and credibility：example 2（有法律保障的开金矿博弈） 四、Commitment and credibility：example 2（法律保障不足的开金矿博弈） 四、Conclusion 纳什均衡在动态博弈可能缺乏稳定性的根源，正是在于它不能排除博弈方策略中所包含的