Ambiguity in Games: The Role of Uncertainty in Strategic Interactions

不确定性在战略冲突中起着至关重要的作用，无论是环境的不确定性还是战略选择的不确定性。在许多现实世界的冲突中，不可能用概率模型来模拟不确定性；相反，行为人面临的是所谓的奈特不确定性或（模型）模糊性：结果的概率分布对行为人来说并不完全清楚。在社会冲突中，我们经常有环境变量，如过去的经验、赛前沟通或文化规范，它们会影响平衡结果，但不是模型收益的直接组成部分。因此，将这种模型的不确定性或模糊性纳入战略冲突的分析是很重要的。该项目旨在发展战略互动中这种（客观）模糊性的一般理论。将拟定两个主要主题。首先，在战略冲突中，创造不确定性通常很重要，因为对手会利用关于自己行为的完美信息来损害自己。传统上，这种战略不确定性是用已知概率的概率设备（如骰子或轮盘赌轮）来建模的。在真实的互动中，玩家面临的战略不确定性要大得多。这一点在有关谈判的政策文献中当然得到了反映和直观的感受，并且为谈判人员所熟知。我们采用决策理论的最新进展，允许对这种不确定性进行建模，并研究博弈论均衡预测的结果变化。其次，环境本身可能是模棱两可的。玩家可能没有足够的关于游戏的概率信息，如对手的类型等。在现实环境中，信息往往是稀缺的，不允许进行概率评估。这种不确定性如何影响均衡时的策略？是否有可能通过环境的模糊程度来参数化平衡集？当前项目的目的是发展这种情况的整个理论，包括其决策理论和认识论基础，广泛形式理论，以及从经济角度来看很重要的具体战略冲突的应用。例如，我们打算研究我们的理论对经济各方之间的沟通博弈或讨价还价情况的影响。我们还将通过实验来验证我们在实验室中的预测。

Uncertainty plays a crucial role in strategic conflicts, either in the form of uncertainty of the environment or uncertainty in strategy choices. In many real--world conflicts, it is not possible to model the uncertainty by probabilistic models; instead, agents face what is called Knightian uncertainty or (model) ambiguity: the probability distribution of outcomes is not exactly known to the actors. In social conflicts, we frequently have environmental variables as past experience, preplay communication, or cultural norms that influence the equilibrium outcome but are not directly part of the modeled payoffs. It is thus important to incorporate such model uncertainty or ambiguity into the analysis of strategic conflicts.The project aims to develop a general theory of such (objective) ambiguity in strategic interactions. Two main themes will be developed. First, in strategic conflicts it is frequently important to create uncertainty as opponents would exploit perfect information about one's behavior to one's own detriment. Traditionally, such strategic uncertainty has been modeled by probabilistic devices with known probabilities, as dices or roulette wheels. In real interactions, a much wider variety of strategic uncertainty is available to players. This is certainly reflected and intuitively felt in the policy literature on negotiations and is known to bargainers alike. We take up recent advances in decision theory that allow to model such uncertainty and study the resulting changes in equilibrium predictions for game theory.Second, the environment might itself be ambiguous. Players might not have sufficient probabilistic information over the game played, the type of the opponents etc as is traditionally assumed. In real environment, information is often scarce and does not allow probabilistic assessments. How does this uncertainty affect the strategies played at equilibrium? Is it possible to parametrize the set of equilibria by the degree of ambiguity of the environment?The aim of the current project is to develop the whole theory of such situations, including its decision--theoretic and epistemological foundations, the extensive form theory, and applications to specific strategic conflicts that are important from an economic point of view. For instance, we intend to study the consequences of our theory for communication games or bargaining situations between economic parties. We will also accompany our studies by experiments to test our predictions in the laboratory.