随机均衡:行动中的噪音还是信念中的噪音?

Evan Friedman
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引用次数: 8

摘要

我们将噪声信念均衡(NBE)引入到规则博弈中,其中玩家对噪声信念实现的最佳反应。公理将信念分布限制为相对于对手行为变化的无偏性和响应性。这些公理在游戏内部和游戏之间都施加了可测试的限制,我们将这些限制与常规量子反应平衡(QRE)的限制进行比较,在QRE中,公理被放置在量子反应函数上作为原语。NBE可以在几类游戏中生成与QRE类似的预测。与QRE不同,NBE是对收益的仿射变换的合理化和不变性的改进。(凝胶c72, d83, d91)
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Stochastic Equilibria: Noise in Actions or Beliefs?
We introduce noisy belief equilibrium (NBE) for normal-form games in which players best respond to noisy belief realizations. Axioms restrict belief distributions to be unbiased with respect to and responsive to changes in the opponents’ behavior. The axioms impose testable restrictions both within and across games, and we compare these restrictions to those of regular quantal response equilibrium (QRE) in which axioms are placed on the quantal response function as the primitive. NBE can generate similar predictions as QRE in several classes of games. Unlike QRE, NBE is a refinement of rationalizability and invariant to affine transformations of payoffs. (JEL C72, D83, D91)
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