论文标题
游戏规避风险平衡
Risk-Averse Equilibrium for Games
论文作者
论文摘要
在NASH环境中最佳响应的定义中，“ Rational”一词已成为最大程度地提高预期收益的代名词。在这项工作中，我们考虑了随机游戏，其中玩家只参与一次或最多有限的次数。在这样的游戏中，球员们最大程度地提高预期的回报可能是不合理的，因为他们迫不及待地想要大量的法律生效。相反，我们定义了一种新的规避风险最佳响应的概念，这会导致规避风险的平衡（RAE），在这种策略中，玩家选择了最大程度地提高他们在一轮比赛中获得最大奖励的策略，而不是最大化预期获得的收益奖励，但要遵守其他玩家的行动。我们证明了在所有有限游戏中都存在的规避风险平衡，并将其性能与有限时间随机游戏中的NASH平衡进行了比较。
The term rational has become synonymous with maximizing expected payoff in the definition of the best response in Nash setting. In this work, we consider stochastic games in which players engage only once, or at most a limited number of times. In such games, it may not be rational for players to maximize their expected payoff as they cannot wait for the Law of Large Numbers to take effect. We instead define a new notion of a risk-averse best response, that results in a risk-averse equilibrium (RAE) in which players choose to play the strategy that maximizes the probability of them being rewarded the most in a single round of the game rather than maximizing the expected received reward, subject to the actions of other players. We prove the risk-averse equilibrium to exist in all finite games and numerically compare its performance to Nash equilibrium in finite-time stochastic games.
