文档介绍:经济博弈论(Game Theory)
韩松
2008年7月
苏州
经济问题
模型分析
求解
经济学理论分析
经验数据
计量分析
总结规律
经验分析
Outline
Introduction
What is Ga大
小
聚点
某些纳什均衡更可能实现,称为聚点
混合策略
参与人随机选择他们的纯策略。
混合策略组合的支付是纯策略支付的期望。
Mixed Strategies
Player A
This game has no pure strategy Nash equilibria but it does have a Nash equilibrium in mixed strategies. How is itcomputed?
(1,2)
(0,4)
(0,5)
(3,2)
U
D
L
R
Player B
Mixed Strategies
Player A
(1,2)
(0,4)
(0,5)
(3,2)
U,pU
D,1-pU
L,pL
R,1-pL
Player B
Mixed Strategies
Player A
If B plays Left her expected payoff is
(1,2)
(0,4)
(0,5)
(3,2)
U,pU
D,1-pU
L,pL
R,1-pL
Player B
Mixed Strategies
Player A
If B plays Left her expected payoff isIf B plays Right her expected payoff is
(1,2)
(0,4)
(0,5)
(3,2)
U,pU
D,1-pU
L,pL
R,1-pL
Player B
Mixed Strategies
Player A
If
then
B would play only Left. But there are no
Nash equilibria in which B plays only Left.
(1,2)
(0,4)
(0,5)
(3,2)
U,pU
D,1-pU
L,pL
R,1-pL
Player B
Mixed Strategies
Player A
If
then
B would play only Right. But there are no
Nash equilibria in which B plays only Right.
(1,2)
(0,4)
(0,5)
(3,2)
U,pU
D,1-pU
L,pL
R,1-pL
Player B
Mixed Strategies
Player A
So for there to exist a Nash equilibrium, Bmust be indifferent between playing Left orRight; .
(1,2)
(0,4)
(0,5)
(3,2)
U,pU
D,1-pU
L,pL
R,1-pL
Player B
Mixed Strategies
Player A
So for there to exist a Nash equilibrium, Bmust be indifferent between playing Left orRight; .
(1,2)
(0,4)
(0,5)
(3,2)
U,pU
D,1-pU
L,pL
R,1-pL
Player B
Mixed Strategies
Player A
So for there to exist a Nash equilibrium, Bmust be indifferent between playing Left orRight; .
(1,2)
(0,4)
(0,5)
(3,2)
U,
D,
L,pL
R,1-pL
Player B
Mixed Strategies
Player A
(1,2)
(0,4)
(0,5)
(3,2)
L,pL
R,1-pL
U,
D,
Player B
Mixed Strategies
Player A
If A plays Up his expected payoff is
(1,2)
(0,4)
(0,5)
(3,2)
L,pL
R,1-pL