博弈论课后作业lecture1.docxVIP

1 1, ?1 ?2, 2 ?3, 3 4, ?4 3 3, 3 0, 4 4, 0 1, 1 G??? T?????: L?????? ? Instructor: Xiang Sun* Updated: 22:35, September 9, 2013 1 Introduction Gametheoryisabagofanalyticaltoolsdesignedtohelpusunderstandthephenomenathatweobservewhendecision- makers interact. It is concerned wih general analysis of strategic interaction among individuals. 2 Timelineofthemainevolutionofgametheory ? In 1928, the paper Zur eorie der Gesellschasspiele (《团队游戏之理论》) by John von Neumann. ? In 1944, the book eory of Games and Economic Behavior by John von Neumann and Oskar Morgenstern. L R T B A zero-sum game ? In 1950, Nashs equilibrium points (John F. Nash Jr.). Dont Confess Confess Dont Confess Confess Prisoners Dilemma ? In 1950, Nash bargaining solution (John F. Nash Jr.). ? In 1953, Shapleys value (Lloyd S. Shapley). To each cooperative game Shapleys value assigns a unique distribution (among the players) of a total surplus gen- erated by the coalition of all players. ? In 1953, stochastic game (Lloyd S. Shapley). Stochasticgameisadynamicgamewithprobabilistictransitionsplayedbyoneormoreplayers. egameisplayed in a sequence of stages. At the beginning of each stage the game is in some state. e players select actions and each player receives a payoff that depends on the current state and the chosen actions. e game then moves to a new random state whose distribution depends on the previous state and the actions chosen by the players. e *E-mail: xiangsun.econ@. Suggestion and comments are always welcome. 1 3 3, 1 3, 1 1, 2 1, 2 2, 1 0, 0 2, 1 0, 0 Game eory 2/7 Lecture 1 procedure is repeated at the new state and play continues for a finite or infinite number of stages. e total payoff to a player is oen taken to be the discounted sum of the stage payoffs or the limit inferior of the averages of the stage payoffs. ? In 1960, mechanism design (Leonid Hurwicz). A communication system in which participants send messages to each other and/or to a message center, and where a pre-speci