论文标题
动态游戏的外在不确定性信念下的主观平衡
Subjective Equilibria under Beliefs of Exogenous Uncertainty for Dynamic Games
论文作者
论文摘要
我们提出了一个主观平衡概念（对于随机动态游戏，称为“在外来不确定性信念下（SEBEU）的主观平衡”，其中每个玩家在（不正确的）信念中选择她的决策在驱动系统的驱动系统中是外来的，而实际上是由各个环境的动力学来实现的。平衡，如果玩家的全部分布是一个新的过程，那么他们将没有动力偏离他们的策略，从而概括了所谓的静态价格的行为。 Sebeu有很多球员。
We present a subjective equilibrium notion (called "subjective equilibrium under beliefs of exogenous uncertainty (SEBEU)" for stochastic dynamic games in which each player chooses her decisions under the (incorrect) belief that a stochastic environment process driving the system is exogenous whereas in actuality this process is a solution of closed-loop dynamics affected by each individual player. Players observe past realizations of the environment variables and their local information. At equilibrium, if players are given the full distribution of the stochastic environment process as if it were an exogenous process, they would have no incentive to unilaterally deviate from their strategies. This notion thus generalizes what is known as the static price-taking behavior in prior literature to a stochastic and dynamic setup. We establish existence of SEBEU, study various properties and present explicit solutions. We obtain the $ε$-Nash equilibrium property of SEBEU when there are many players.
