Correlation and Common Priors in Games with Incomplete Information
Correlation and Common Priors in Games with Incomplete Information
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不完全信息博弈中的相关性和共同先验
DOI：
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发表时间：
2011
期刊：
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通讯作者：
Qingmin Liu
中科院分区：
文献类型：
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作者：
Qingmin Liu
本文提供了不完全信息博弈的分区模型隐含捕获的相关性的显式表征。本文的主要结果表明，每一个不完全信息的划分模型都可以分解为一个唯一的非冗余模型和一个唯一的“单独无信息”相关装置的连接。底层非冗余分区模型和相关设备的分离允许我们分离它们的公共优先属性和策略含义。作为一个应用，我们使用这个相关装置来定义一个版本的相关平衡，它不同于Forges（1993）和Bergemann和Morris（2011）研究的相关平衡概念。
This paper provides an explicit characterization of correlations implicitly captured by partition models for incomplete information games. The main result of this paper shows that every partition model for incomplete information can be decomposed as the conjunctions of a unique non-redundant model and a unique "individually uninformative" correlating device. The separation of the underlying non-redundant partition model and the correlating device allows us to separate their common-prior properties and strategic implications. As an application, we use this correlation device to define a version of correlated equilibrium which differs from the correlated equilibrium concepts studied by Forges (1993) and Bergemann and Morris (2011a).