中文摘要
本文旨在通过考察静态博弈中随机反应均衡(quantal response equilibrium, QRE)的认知基础,将认知博弈论与行为博弈论联系起来。我们关注的是:在理性及"对理性的共同信念"这些标准假设之外,参与人还掌握多少关于个体特异支付冲击概率分布的信息。当这些分布是透明的时,我们得到一个称为Δp-可理性化性(Δ p-rationalizability)的解概念,它包含由QRE导出的行动分布;我们还给出了使这一关系反向成立的一个条件。当参与人仅对这些分布的单调性持有共同信念(例如极值分布)时,我们得到另一个解概念,称为ΔM-可理性化性(Δ M-rationalizability),它包含由秩依赖选择均衡(rank-dependent choice equilibrium)——QRE的一种无参数变体——导出的行动分布。我们的解概念还为解释实验数据与实证数据提供了洞见。
Abstract
This paper aims to connect epistemic and behavioral game theory by examining the epistemic foundations of quantal response equilibrium (QRE) in static games. We focus on how much information agents possess about the probability distributions of idiosyncratic payoff shocks, in addition to the standard assumptions of rationality and common belief in rationality. When these distributions are transparent, we obtain a solution concept called Δ p -rationalizability, which includes action distributions derived from QRE; we also give a condition under which this relationship holds true in reverse. When agents only have common belief in the monotonicity of these distributions (for example, extreme value distributions), we obtain another solution concept called Δ M -rationalizability, which includes action distributions derived from rank-dependent choice equilibrium, a parameter-free variant of QRE. Our solution concepts also provide insights for interpreting experimental and empirical data.