上财高级微观范翠红课件七

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1、Chapter5GameTheoryIIntroductionIStaticgamesofcompleteinformationIDynamicgamesofcompleteinformation.CuihongFan#1/34Introduction1.Historyofgametheory2.Denitionofgametheory3.Classicationofgames4.Descriptionofgames5.ObjectivesofgametheoryCuihongFan#Introduction2/341.HistoryIPioneers:IZermelo

2、(1913)IVonNeumannandMorgenstern(1944)IJohnNash(1950)IReinhardSelten(1965,1975)IJohnHarsanyi(1967-68)CuihongFan#Introduction3/342.Denitionofgametheory"Denition(Gametheory)Gametheoryisthesystematicstudyofhowrationalagentsbehaveinstrategicsituations.Rationality:Nonstrategicandstrategicdeci

3、sions:CuihongFan#Introduction4/343.FourgroupsofgametheoreticalmodelsI(1)StaticgamesofcompleteinformationI(2)DynamicgamesofcompleteinformationI(3)StaticgamesofincompleteinformationI(4)DynamicgamesofincompleteinformationCuihongFan#Introduction5/34BasicdenitionsDenition(completeinformation)

4、Eachplayer'spayofunctioniscommonknowledgeamongalltheplayers.Denition(commonknowledge)Afactiscommonknowledgeamongplayersifeachplayerknowsthefact,andeachplayerknowseveryoneelseknows,andeachknowseveryoneelseknowseveryoneelseknows,andsoon.CuihongFan#Introduction6/34Denition(Staticgames)Allp

5、layerschoosesimultaneouslytheiractions(withoutknowingdecisionsofotherplayers).Denition(dynamicgames)Playersmaketheirdecisionssequentiallyandmorethanonce.Denition(incompleteinformation)CuihongFan#Introduction7/344.DescriptionofgamesIStrategic(normal-form)gamesDenition(strategicformgames)

6、Playerschoosesimultaneouslytheirstrategies;thecombinationofstrategieschosenbyallplayersdeterminesapayoforeachplayer.IExtensiveformgamesDenitionAnextensiveformgamespeciestheordersofplay,whatplayerscandoateachoftheiropportunitiestomove,andwhatplayersknowwhentheymove.CuihongFan#Introductio

7、n8/345.ObjectivesofgametheoryIFormaldescriptionofgamesISolutionconceptsCuihongFan#Introduction9/34I.StaticgamesofcompleteinformationI1.StrategicformrepresentationI2.RuleI3.Solutionconcepts:I3.1Iteratedeliminationofdominatedstrategies(IEDS).I3.2NashEquilibrium(