博弈論

Game Theory
第十課 Lesson 10
二零一八年十一月六日星期二
Tuesday Nov 06, 2018
09:30-12:30

1
A.11. 解決方案屬性 solution properties
• 萎縮的餡餅意味著博弈在第一輪得到解決
shrinking pie means game is settled in the first
round
• 否則，我可以更早額外多給你ε otherwise I
could have given you ε more earlier
I) 1-期博弈 1-period game:
• (不重要的)最後通牒賽局(trivial) Ultimatum
Game
• 從實證上沒有得到很好的支持 empirically not
very well supported
A.11. 未來預測 future anticipation
II) 2-期博弈 2-period game
• T2：P2不給甚麼，回報
(0,δ)，餡餅縮水 P2
offers nothing, payoff (0,
δ). The pie has shrunk.
• T1： P1預期到，出價δ
in anticipation, P1 offers
δ
• P2接受，回報 accepts,
payoff (1-δ, δ)
 A.11. 逆向歸納法 backwards
induction
III) T=單數 odd number:
• T (單數 odd, P1 提出 offers): P1 提出 offers 0
餡餅大小 pie size δT-1, 回報 payoff (δT-1, 0)
• T-1 (雙數 even, P2 提出 offers): P2 提出 offers δT-1
餡餅大小 pie size δT-2, 回報 payoff (δT-1, δT-2(1- δ))
• T-2 (單數 odd, P1 提出 offers): P1 提出 offers δT-2(1- δ)
餡餅大小 pie size δT-3, 回報 payoff (δT-3 - δT-2 + δT-1, δT-
2 - δT-1)

• T-3 (雙數 even, P2 提出 offers): P2 提出 offers δT-3 -

δT-2 + δT-1
…
 A.11. (T=單數odd)
𝑥1 = 1 − 𝛿 + 𝛿 2 − 𝛿 3 + 𝛿 4 + ⋯ + 𝛿 𝑇−1
= 1 + 𝛿 2 + 𝛿 4 + ⋯ + 𝛿 𝑇−1 − 𝛿 + 𝛿 3 + 𝛿 5 + ⋯ + 𝛿 𝑇−2
1 − 𝛿 𝑇+1 𝛿 − 𝛿 𝑇
= 2
−
1−𝛿 1 − 𝛿2
1 + 𝛿𝑇
=
1+𝛿
1 + 𝛿𝑇
𝑥2 = 1 −
1+𝛿
𝛿−𝛿 𝑇
=
1+𝛿
 notes AO

A.11. 競爭者1的優勢 player 1’s

advantages
1.後發‘最後通牒’優勢 last-mover 'ultimatum' advantage
• 用T趨於無限來衡量 measured by taking T to infinity
1+𝛿 𝑇 1 𝛿−𝛿 𝑇 𝛿
• P1:lim = ; lim
P2: =
𝑇→∞ 1+𝛿 1+𝛿 𝑇→∞ 1+𝛿 1+𝛿
2.先發優勢 first-mover advantage
• 通過假設‘無限耐心’來衡量 measured by assuming
‘infinite patience’ δ=1
1 𝛿
• P1:lim = 1/2; P2:
lim = 1/2
𝛿→1 1+𝛿 𝛿→1 1+𝛿
議價能力：先出牌、能夠等待 bargaining power: going
first and being able to wait!
A.11. 無限賽局 Infinite-horizon game
• 直覺:當T趨於無窮 intuition: as T converges to
infinity
– 已經做過 did it already: 1/(1+𝛿) and 𝛿/(1+𝛿)
– 如感興趣，正規證明在 formal proof in Tadelis 11.3.
if interested

注：T =雙數被忽略，並作為練習11.3，因為目
的是檢驗當T趨於無窮時發生甚麼 Note: T=even
is ignored and left as exercise 11.3. because the
purpose is examining what happens when T
converges to infinity
 A.11. 例一 ex 1: 立法 legislation
• 奇數的參與者 N Odd number of players N
• 需要簡單多數(N + 1)/2通過 Simple majority
(N+1)/2 needed to pass
• 立法的價值等於1 Value of legislation equals 1
• 申請人向立法者提供x1, x2…xN Proposer offers
x1, x2, ... xN to legislators
• 如果獲得簡單多數遊戲結束 Game ends if
simple majority achieved
• 否則立法價值貼現δ（延誤成本） else the value
of legislation is discounted by δ (cost of delay)
 notes AP

A.11. 簡化假設 simplifying

assumptions
目的：把均衡減至‘合理’的 Purpose: reduce
equilibrium to those that ‘make sense’.
1. 提議者每次都是隨機選擇的 proposer chosen at
random each time
2. 任何一個提議者都有相同的分割比例（博弈
是對稱的） any proposer offers the same
splitting proportions (the game is symmetrical)
3. 其他人比較當前回報與預期未來回報 others
compare current versus expected-future returns
直覺：所有的支持者都有相同的份額 also
intuition: all your supporters get the same share
 A.11. 隨機分配角色 randomly
assigned roles
• 從(1)開始，每個立法者都可以 from (1),
each legislator can be
– 申請人的概率 1/N proposer with probability 1/N
– 支持者的概率 (N - 1)/2
supporter with probability (N-1)/2
– 沒有被選擇的概率 (N - 1)/2
not chosen with probability (N-1)/2
• 來預期未來收益需要概率 Probabilities
required for expected future payoff
 A.11. 對稱均衡 Symmetric
equilibrium
• 從(3)：提供給支持者的x必須大於預期的未來
收益v from (3): supporter gets offered x. Must be
greater than expected future payoff v.
– 所以x≥δv（未來就是下個會） So x ≥ δv [future
means next session]
– 需要把δv給 (N+1)/2個支持者，把剩下的給自己，
所以留住 need to give δv to (N+1)/2 supporters, keep
the rest to oneself, so keep k = 1 - δv(N+1)/2
• 申請人的期望值 expected value for proposer:
v = k(1/N) + δv(N-1)/2
• 解答 Solve: v=1/N 跟預期一樣 as expected
 A.11. 從模型觀察出 insight from
model
• 解決方案From solution:
k = 1 – δ(1/N)(N+1)/2
= 1 - δ(N+1)/2N
• 隨著δ增加，申請人會獲得更少，因為其他人更有耐
心 As δ increases, the proposer gets less because
the others are more patient
• 當N增加時，每個合作夥伴的出價下降(v = 1/N) As N
increases, the per-partner offer goes down (v=1/N)
• 隨著N的增加，申請人留住的較少 As N increases,
the proposer keeps less
– k(N)趨近於無窮大 as k(N) converges to infinity
 A.12. 競爭者的不確定性 uncertainty
about other players
• P2可能是‘理性’類型不喜歡 作為P1你不知道 As P1
競爭 P2 might be ‘rational’ you do not know
type and dislikes fighting
• 或者P2可能是‘瘋狂’類型喜
歡競爭 Or P2 might be
‘crazy’ type and likes
fighting
• 例子 this example:
– P1只有1種類型 P1 only has
1 type
– P2有2個類型 P2 has 2 types
 notes AQ

A.12. ‘類型’的概念 concept of ‘types’

• 每個競爭者隨機分配一個“類型” each player
randomly assigned a ‘type’
• ‘類型’的分佈是‘類型空間’ distribution of ‘types’ is
‘type space’
• ‘普遍先驗’:每個人的‘類型空間’都是共同知識
‘common prior’: everyone’s ‘type space’ is common
knowledge
• ‘類型’有兩個方面 two components to ‘type’
1. 因為偏好而產生的收益 payoffs due to preferences
2. 關於其他競爭者的類型空間的信仰 beliefs about the
type space of other players
 A.12. 靜態貝葉斯不完整信息博弈 static
Bayesian game of incomplete information
1. 每個人的回報函數 payoff function
𝑣𝑖 (⋅; 𝜃𝑖 ) 𝑛𝑖=1 of each player
– 取決於每個競爭者的‘類型’和‘行為’Depends on each
player’s ‘type’ and ‘action’
– 整個集的收益whole set of payoffs: 𝑣𝑖 : 𝐴 × Θ𝑖 → ℝ;
– 𝐴 ≡ 𝐴1 × 𝐴2 ×. . .× 𝐴𝑛
2. 其他競爭者鑑於參與者i的類型給予其後驗條
件分佈或‘信念’ posterior conditional
distribution 𝜙𝑖 (𝜃−𝑖 |𝜃𝑖 ), or ‘belief’, of other
players, given player i’s type
 notes AR

A.12. 靜態貝葉斯不完整信息博弈 static

Bayesian game of incomplete information
3. N = {1, 2, …, n} 參與者 players
4. 每個參與者的行動集 action set 𝐴𝑖 𝑛𝑖=1 of
each player
5. 每個參與者的型態空間 type space Θ𝑖 𝑛𝑖=1
of each player
– 每個競爭者都有不同的類型 each player has
types Θ𝑖 = {𝜃𝑖1 , 𝜃𝑖2 , … , 𝜃𝑖𝑘𝑖 }
A.12. 解決靜態貝葉斯博弈 resolving
a static Bayesian game
1. 自然為每個競爭者選擇類型
nature chooses a type for each player
2. 每個玩家得知自己類型
each player learns their own type
– 所得類型是‘私人信息’
chosen type is ‘private information’
3. 選擇行動 choose an action
– 純策略 pure strategy si(θi)
– 混合戰略 mixed strategy σi(θi)
4. 實現收益 realise payoff
對均衡的正式定義在
formal definition of equilibrium in Tadelis 12.1.3.