[博弈论书籍].the.theory.of.learning.in.games,drew fudenberg,david k. levine,the mit press

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1、11.Introduction1.1.IntroductionThisbookisaboutthetheoryoflearningingames.Mostofnon-cooperativegametheoryhasfocusedonequilibriumingames,especiallyNashequilibrium,anditsrefinementssuchasperfection.Thisraisesthequestionofwhenandwhywemightexpectthatobservedplayinagamewillc

2、orrespondtooneoftheseequilibria.Onetraditionalexplanationofequilibriumisthatitresultsfromanalysisandintrospectionbytheplayersinasituationwheretherulesofthegame,therationalityoftheplayers,andtheplayers’payofffunctionsareallcommonknowledge.Bothconceptuallyandempirically,

3、these1theorieshavemanyproblems.Thisbookdevelopsthealternativeexplanationthatequilibriumarisesasthelong-runoutcomeofaprocessinwhichlessthanfullyrationalplayersgropeforoptimalityovertime.Themodelswewilldiscussservetoprovideafoundationforequilibriumtheory.Thisisnottosayth

4、atlearningmodelsprovidefoundationsforalloftheequilibriumconceptsintheliterature,nordoesitarguefortheuseofNashequilibriumineverysituation;indeed,insomecasesmostlearningmodelsdonotleadtoanyequilibriumconceptbeyondtheveryweaknotionofrationalizability.Nevertheless,learning

5、models1First,amajorconceptualproblemoccurswhentherearemultipleequilibria,forintheabsenceofanexplanationofhowplayerscometoexpectthesameequilibrium,theirplayneednotcorrespondtoanyequilibriumatall.Whileitispossiblethatplayerscoordinatetheirexpectationsusingacommonselectio

6、nproceduresuchasHarsanyiandSelten’s[1988]tracingprocedure,leftunexplainedishowsuchaprocedurecomestobecommonknowledge.Second,wedoubtthatthehypothesisofexactcommonknowledgeofpayoffsandrationalityapplytomanygames,andrelaxingthistoanassumptionofalmostcommonknowledgeyieldsm

7、uchweakerconclusions.(Seeforexample.DekelandFudenberg[1990],Borgers[1994].)Third,equilibriumtheorydoesapoorjobexplainingplayinearlyroundsofmostexperiments,althoughitdoesmuchbetterinlaterrounds..Thisshiftfromnon-equilibriumtoequilibriumplayisdifficulttoreconcilewithapur

8、elyintrospectivetheory.2cansuggestusefulwaystoevaluateandmodifythetraditionalequilibriumconcepts.Learningmodelsleadto