Symmetric Equilibria in Stochastic Timing Games
Symmetric Equilibria in Stochastic Timing Games
复制标题
随机计时博弈中的对称均衡
DOI：
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发表时间：
2015
期刊：
影响因子：
--
通讯作者：
Jan
中科院分区：
文献类型：
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作者：
Jan
我们构造了具有任意策略激励的对称随机定时博弈的混合策略子博弈完美均衡。当地的先发或后动优势，我们依次分析的战略是不同的。当有一个本地的后动优势，球员可能会进行一场消耗战的停止率，我们在斯内尔包络的最佳停止，这是非常普遍的，但提供了一个明确的解释的一般理论。由于当地的先行者优势，停止通常是由于抢占和突然。均衡可能在抢占的程度上有所不同，确切地说是在什么时候触发。我们提供了一个算法来描述抢占是不可避免的，并建立相应的支付最大对称均衡的存在。
We construct subgame-perfect equilibria with mixed strategies for symmetric stochastic timing games with arbitrary strategic incentives. The strategies are qualitatively different for local first- or second-mover advantages, which we analyse in turn. When there is a local second-mover advantage, the players may conduct a war of attrition with stopping rates that we characterize in terms of the Snell envelope from the general theory of optimal stopping, which is very general but provides a clear interpretation. With a local first-mover advantage, stopping typically results from preemption and is abrupt. Equilibria may differ in the degree of preemption, precisely at which points it is triggered. We provide an algorithm to characterize where preemption is inevitable and to establish the existence of corresponding payoff-maximal symmetric equilibria.
随机计时博弈中的子博弈完美均衡
DOI：
10.1016/j.jmateco.2017.06.006
发表时间：
2017
期刊：
Game Theory & Bargaining Theory eJournal
影响因子：
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作者：
F. Riedel;J.-H. Steg
通讯作者：
J.-H. Steg