马尔科夫完美均衡

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1、马尔科夫完美均衡（MPE）邓涛MarkovPerfectEquilibria(MPE)1.TheoryandapplicationofMPE2.ExistenceofMPE3.ThesteadystateoftheMPE4.PurestrategyMarkovperfectequilibrium1.TheoryandapplicationofMPE1.eliminatingorreducingalargemultiplicityofequilibriaindynamicgames(MPE—arefinementofNashequilibrium)2.reducethenumberofpara

2、meterstobeestimatedindynamiceconometricmodels（动态计量经济学模型）3.Markovmodelscanreadilybesimulated(Pakes,GowrisankaranandMcGuiredevelopedaGaussprogramcapableofcomputingMarkovperfectequilibria)themodelanddefinetheconceptofMarkovstrategy(EricMaskin,JeanTirole,2001,MarkovPerfectEquilibriumI.ObservableActions

3、,JournalofEconomicTheory)MarkovPerfectEquilibrium(MPE)isasubgameperfectequilibrium(SPE)inwhichallplayersuseMarkovstrategiesEfficientMarkovperfectNashequilibria:theoryandapplicationtodynamicfisherygames(G.Martın-Herran,J.P.Rincon-Zapatero,2004,JournalofEconomicDynamics&Control)Inthispaper,HerranandRi

4、nconuseanewmethodforcomputingNashequilibriawithMarkovstrategiesbymeansofasystemofquasilinearpartialdifferentialequations(拟线性偏微分方程).TheyapplythenecessaryandsufficientconditionsderivedtocharacterizeefficientMarkovperfectNashequilibriatodynamicfisherygames（渔业资源动态博弈）.2.ExistenceofMPEMaskinandTirole(198

5、7)havestudiedadynamicduopolygame（两垄断商家序贯博弈）oftwofirmsinwhichFirm1playsateventimesandFirm2atoddtimes.TheyprovedtheexistenceofauniqueMPEundercertainassumptionsandcomputeditsvalueunderthesameassumptions.SofiaCastroandAntonioBrandaoprovetheexistenceofatleastoneMPEinadynamicgameundersomerestrictiveassump

6、tions,namelyquadraticpayoffsandlinearreactionfunctions.(SofiaCastroandAntonioBrandao,2000,ExistenceofaMarkovperfectequilibriuminathirdmarketmodel,EconomicsLetters)3.ThesteadystateoftheMPEPaulPichler,GerhardSorger(2008)studyMarkov-perfectNashequilibriaofaRamsey–Cass–Koopmanseconomy（拉姆齐-卡斯-库普曼斯经济问题）in

7、whichhouseholdsareawareoftheirinfluenceonprices.TheydiscusssomepropertiesofthesteadystatesgeneratedbyMPNE.注：弗兰克·拉姆齐是英国剑桥大学的数学家和逻辑学家，1928年12月，他在《经济学杂志》上发表了《储蓄的数学原理》一文，建立了拉姆齐模型。该模型在确定性的条件下，分析最优经济增长，推导满足最优路径的跨时