Quantal Response Equilibrium: A Stochastic Theory of Games
Quantal Response Equilibrium: A Stochastic Theory of Games
复制标题
量子响应平衡：随机博弈论
DOI：
10.1515/9781400880928
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发表时间：
2016
期刊：
影响因子：
--
通讯作者：
T. Palfrey
中科院分区：
文献类型：
--
作者：
J. Goeree;Charles A. Holt;T. Palfrey
量子反应均衡提出了一种随机博弈理论，将心理学和统计学中的概率选择模型与经典博弈论的纳什均衡方法相结合。纳什均衡假设在博弈中做出精确和完美的决策，但人类的行为本质上是随机的，人们意识到其他人的行为是不可完全预测的。相比之下，QRE将选择行为建模为概率性的，并将经典博弈论扩展为更现实和有用的框架，广泛应用于经济学，政治学，管理学和其他社会科学。量子响应均衡涵盖了从基本理论基础到这些原则如何在战略环境中产生有用的预测和见解的例子，包括投票，谈判，拍卖，公共产品提供等等。该方法提供了一个自然的框架，用于估计行为因素的影响，如利他主义，互惠，风险厌恶，判断谬误和不耐烦。新的理论成果推动了模型的前沿，包括异质性，学习，以及理性选择和理性预期的明确行为修改。该理论的经验相关性得到加强，讨论数据从控制实验室实验，沿着详细的用户指南的估计技术。量子响应平衡使开拓性的博弈论方法和跨学科的应用提供给广大观众。
Quantal Response Equilibrium presents a stochastic theory of games that unites probabilistic choice models developed in psychology and statistics with the Nash equilibrium approach of classical game theory. Nash equilibrium assumes precise and perfect decision making in games, but human behavior is inherently stochastic and people realize that the behavior of others is not perfectly predictable. In contrast, QRE models choice behavior as probabilistic and extends classical game theory into a more realistic and useful framework with broad applications for economics, political science, management, and other social sciences. Quantal Response Equilibrium spans the range from basic theoretical foundations to examples of how the principles yield useful predictions and insights in strategic settings, including voting, bargaining, auctions, public goods provision, and more. The approach provides a natural framework for estimating the effects of behavioral factors like altruism, reciprocity, risk aversion, judgment fallacies, and impatience. New theoretical results push the frontiers of models that include heterogeneity, learning, and well-specified behavioral modifications of rational choice and rational expectations. The empirical relevance of the theory is enhanced by discussion of data from controlled laboratory experiments, along with a detailed users' guide for estimation techniques. Quantal Response Equilibrium makes pioneering game-theoretic methods and interdisciplinary applications available to a wide audience.