Sequential Two-Player Games with Ambiguity

Sequential Two-Player Games with Ambiguity
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具有歧义的连续两人游戏

DOI:
10.1111/j.0020-6598.2004.00304.x
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发表时间:
2004
期刊:
Microeconomic Theory eJournal
影响因子:
--
通讯作者:
D. Kelsey
D. Kelsey
中科院分区:
--
文献类型:
--
作者:
J. Eichberger;D. Kelsey

文献摘要

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如果玩家的信念是严格的非加性的,则可以使用Dempster-Shafer更新规则来定义偏离均衡路径的信念。我们在两人连续博弈中定义了一个均衡概念,其中参与者用Dempster-Shafer更新规则更新他们的信念。我们证明了当不确定性趋于零时,我们的均衡通过对不确定性下的信念施加依赖于上下文的约束来逼近贝叶斯-纳什均衡。
If players' beliefs are strictly non-additive, the Dempster-Shafer updating rule can be used to define beliefs off the equilibrium path. We define an equilibrium concept in sequential two-person games where players update their beliefs with the Dempster-Shafer updating rule. We show that in the limit as uncertainty tends to zero, our equilibrium approximates Bayesian Nash equilibrium by imposing context-dependent constraints on beliefs under uncertainty.