Bounded rationality and correlated equilibria
Bounded rationality and correlated equilibria
复制标题
有限理性和相关均衡
DOI：
10.1007/s00182-016-0547-5
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发表时间：
2015
影响因子：
0.6
通讯作者：
Peio Zuazo
中科院分区：
文献类型：
--
作者：
F. Germano;Peio Zuazo
我们研究一个互动的框架，明确允许非理性行为。我们不对参与者的行为如何偏离理性进行任何限制，而是对参与者关于这种偏离频率的高阶信念进行限制。我们假设存在一个概率p，使得所有参与者都相信，至少概率p，他们的对手是理性的。这一点，再加上一个共同的先验假设，导致了我们所谓的p-理性结果集，我们定义和描述了任意概率p。然后，我们表明，这一套不断变化的pand收敛到一套相关的平衡aspapproaches 1，从而建立鲁棒性的相关平衡概念放松理性和常识的合理性。p-理性结果很容易计算，对于不完全信息的博弈也是如此。重要的是，它们可以应用于观察到的频率发挥任意正规形式的游戏，以获得一个合理性的措施，从以下的概率，任何给定的球员选择行动符合收益最大化和共同知识的收益最大化的界限。
We study an interactive framework that explicitly allows for nonrational behavior. We do not place any restrictions on how players’ behavior deviates from rationality, but rather, on players’ higher-order beliefs about the frequency of such deviations. We assume that there exists a probabilitypsuch that all players believe, with at least probabilityp, that their opponents play rationally. This, together with the assumption of a common prior, leads to what we call the set ofp-rational outcomes, which we define and characterize for arbitrary probabilityp. We then show that this set varies continuously inpand converges to the set of correlated equilibria aspapproaches 1, thus establishing robustness of the correlated equilibrium concept to relaxing rationality and common knowledge of rationality. Thep-rational outcomes are easy to compute, also for games of incomplete information. Importantly, they can be applied to observed frequencies of play for arbitrary normal-form games to derive a measure of rationalitythat bounds from below the probability with which any given player chooses actions consistent with payoff maximization and common knowledge of payoff maximization.