A New Approach to Incomplete Information Games

不完全信息博弈的新方法

• 批准号: 14530003
• 负责人: UI Takashi
• 金额: $ 1.09万
• 依托单位: YOKOHAMA NATIONAL UNIVERSITY
• 依托单位国家: 日本
• 项目类别: Grant-in-Aid for Scientific Research (C)
• 财政年份: 2002
• 资助国家: 日本
• 起止时间: 2002 至 2003
• 项目状态: 已结题
• 来源: https://kaken.nii.ac.jp/grant/KAKENHI-PROJECT-14530003/
• 关键词: potential games; multiple priors; team decision problems; no trade; incomplete information games; 不完備情報ゲーム; Choquet積分; maxmin期待効用理論; ナイト的不確実性; ベイジアンゲーム; ポテンシャルゲーム; チーム; 情報構造

We consider two new approaches to incomplete information games.In the first approach, we propose the use of Bayesian potential games as models of informationally decentralized organizations in order to study the efficient use of information. Applying techniques in team decision problems by Radner (1962), we characterize Bayesian Nash equilibria in terms of Bayesian potentials and demonstrates by examples that Bayesian potentials are useful tools in studying the efficient use of information in organizations.In the second approach, we present a model of incomplete information games with sets of priors. Upon arrival of private information, each player updates by the Bayes rule each of priors in this set to construct the set of posteriors consistent with the arrived piece of information. Then the player uses a possibly proper subset of this set of posteriors to form beliefs about the opponents' strategic choices. And finally the player evaluates his actions by the most pessimistic posterio … More r beliefs a la Gilboa and Schmeidler (1989). So each player's preferences may exhibit non-linearity in probabilities which can be interpreted as the player's aversion to ambiguity or uncertainty. In this setup, we define a couple of equilibrium concepts, establish existence results for them, and demonstrate by examples how players' views on uncertainty about the environment affect the strategic outcomes.We also present a general framework to understand the possibility of a purely speculative trade under asymmetric information, where the decision making rule of each agent conforms to the multiple priors model : the agents are interested in the minimum of the conditional expected value of trade where the minimum is taken over the set of posteriors. In this framework, we derive a necessary and sufficient condition on the sets of posteriors, thus implicitly on the updating rules adopted by the agents, for non-existence of trade such that it is always common knowledge that every agent expects a positive gain. Less

我们考虑两种新的方法来研究不完全信息博弈，第一种方法，我们提出使用贝叶斯势博弈作为信息分散组织的模型，以研究信息的有效利用。应用Radner（1962）在团队决策问题中的方法，我们用贝叶斯势刻画了贝叶斯纳什均衡，并通过实例证明了贝叶斯势是研究组织中信息有效利用的有效工具。当私人信息到达时，每个参与者通过贝叶斯规则更新该集合中的每个先验，以构造与到达的信息一致的后验集合。然后，参与者使用这组后验概率的可能真子集来形成关于对手策略选择的信念。最后，玩家用最悲观的后验来评估自己的行为 ...更多信息 r beliefs a la吉尔博亚and Schmeidler（1989）.因此，每个参与者的偏好可能表现出概率的非线性，这可以解释为参与者对模糊性或不确定性的厌恶。在这个框架中，我们定义了几个均衡概念，建立了它们的存在性结果，并通过例子说明了参与者对环境不确定性的看法如何影响战略结果。我们还提出了一个一般框架来理解不对称信息下纯投机交易的可能性，其中每个代理人的决策规则符合多先验模型：代理人对交易的条件期望值的最小值感兴趣，其中最小值被取在后验集合上。在这个框架中，我们得出一个必要和充分条件的后验集合，从而隐含的更新规则所采用的代理商，不存在的贸易，这样它总是常识，每个代理商期望一个积极的收益。少