论文标题
在不对称信息的动态游戏中存在结构化的完美贝叶斯平衡
Existence of structured perfect Bayesian equilibrium in dynamic games of asymmetric information
论文作者
论文摘要
在〜[1]中，作者考虑了不对称信息的动态游戏的一般有限范围模型，其中n个玩家的类型会随着独立的马尔可夫流程而发展，每个玩家都可以完美地观察自己的类型和所有玩家的动作。作者提出了一种顺序分解算法，以找到所有结构化的完美贝叶斯均衡。该算法包括在每次$ t，π_t$的情况下求解一类方程的定点，其存在是一个空旷的问题。在本文中，我们证明了这些定点方程的存在于紧凑的度量空间。
In~[1],authors considered a general finite horizon model of dynamic game of asymmetric information, where N players have types evolving as independent Markovian process, where each player observes its own type perfectly and actions of all players. The authors present a sequential decomposition algorithm to find all structured perfect Bayesian equilibria of the game. The algorithm consists of solving a class of fixed-point of equations for each time $t,π_t$, whose existence was left as an open question. In this paper, we prove existence of these fixed-point equations for compact metric spaces.
