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A stochastic stability analysis with observation errors in normal form games
Games and Economic Behavior ( IF 1.0 ) Pub Date : 2021-07-21 , DOI: 10.1016/j.geb.2021.07.006
Ryoji Sawa 1
Affiliation  

We perform a stochastic stability analysis with observation errors. Players recurrently play a symmetric two-player normal form game with one another and respond to the strategy distribution of other players. In each period, a revising player observes the strategy distribution and chooses a best response to it. Her observation is perturbed with positive probability and she may respond to the misperceived strategy distribution. The robustness of Nash equilibria to such observation errors is examined. We find that only transition probabilities within states where no player plays any strictly dominated strategy matter for stochastic stability. A more precise set of stochastically stable states is characterized for several particular observation error models. For the local interaction model, the set of stochastically stable states is robust to addition of strategies that do not survive iterative elimination of strictly dominated strategies regardless of error types (action/observation) under certain conditions.



中文翻译:

范式博弈中带有观测误差的随机稳定性分析

我们使用观察误差进行随机稳定性分析。玩家反复玩对称的两人标准形式博弈,并对其他玩家的策略分布做出反应。在每个时期,修改者观察策略分布并选择最佳响应。她的观察受到正概率的干扰,她可能会对错误感知的策略分布做出反应。检查了纳什均衡对此类观察误差的稳健性。我们发现只有在没有玩家使用任何严格支配的策略的状态内的转换概率才会对随机稳定性产生影响。一组更精确的随机稳定状态被表征为几个特定的​​观测误差模型。对于局部交互模型,

更新日期:2021-08-03
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