Strategic games beyond expected utility
Strategic games beyond expected utility
复制标题
超出预期效用的策略游戏
DOI：
10.1007/s00199-011-0638-2
复制
发表时间：
2011
期刊：
影响因子：
1.3
通讯作者：
Klaus Ritzberger
中科院分区：
文献类型：
--
作者：
Thomas Jungbauer;Klaus Ritzberger
本文认为，纳什均衡是一种所有战略不确定性都已得到解决的解决方案，因此不适合对涉及“模糊性”的情况进行建模。相反，为了捕捉玩家在存在某些战略不确定性的情况下会做什么，采用在最佳答复下封闭的解决方案概念。结果表明，这样的解决方案概念（最佳回复对应下的固定集）对于一类博弈来说存在，其范围明显大于存在纳什均衡推广的博弈。特别是，该解决方案可以在没有预期效用假设的情况下进行。
This paper argues that Nash equilibrium is a solution where all strategic uncertainty has been resolved and, therefore, inappropriate to model situations that involve “ambiguity.” Instead, to capture what players will do in the presence of some strategic uncertainty, takes a solution concept that is closed under best replies. It is shown that such a solution concept, fixed sets under the best reply correspondence, exists for a class of games significantly wider than those games for which generalizations of Nash equilibrium exist. In particular, this solution can do without the expected utility hypothesis.