Trembles in extensive games with ambiguity averse players
Trembles in extensive games with ambiguity averse players
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在与厌恶模糊性的玩家进行大量游戏时会颤抖
DOI：
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发表时间：
2014
期刊：
影响因子：
--
通讯作者：
Ronald Stauber
中科院分区：
文献类型：
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作者：
Gaurab Aryal;Ronald Stauber
引入并分析了具有不完全信息和歧义厌恶博弈的有限广泛博弈的三种均衡定义。在玩家的偏好由Maxmin预期效用表示的设置中，如Gilboa和Schmeidler(J Math Econ 18(2)：141-153,1989)所描述的那样，我们的定义捕捉到了玩家可能会考虑轻微任意错误的可能性的直觉。这推广了Selten(Int J Game Theation4(1)：25-55,1975)中介绍的导致颤手完美均衡的想法，允许以分布集为特征的模糊抖动。我们证明了我们的两个均衡概念的存在性，并将我们的定义与具有期望效用最大化参与者的标准均衡概念联系起来。我们的分析表明，歧义厌恶可以导致不同于预期效用最大化下的行为暗示，即使模糊信念只是因为在实施明确策略时可能出现轻微错误而产生的。
We introduce and analyze three definitions of equilibrium for finite extensive games with imperfect information and ambiguity averse players. In a setting where players’ preferences are represented by maxmin expected utility, as characterized in Gilboa and Schmeidler (J Math Econ 18(2):141–153, 1989), our definitions capture the intuition that players may consider the possibility of slight arbitrary mistakes. This generalizes the idea leading to trembling-hand perfect equilibrium as introduced in Selten (Int J Game Theory 4(1):25–55, 1975), by allowing for ambiguous trembles characterized by sets of distributions. We prove existence for two of our equilibrium notions and relate our definitions to standard equilibrium concepts with expected utility maximizing players. Our analysis shows that ambiguity aversion can lead to behavioral implications that are distinct from those attained under expected utility maximization, even if ambiguous beliefs only arise from the possibility of slight mistakes in the implementation of unambiguous strategies.
艾尔斯伯格游戏
影响因子：
0.8
作者：
Riedel;L. Sass
通讯作者：
L. Sass