国外博弈论课件lecture22.ppt

June 19, 2003 73-347 Game Theory--Lecture 22 June 19, 2003 Lecture 22 Static (or Simultaneous-Move) Games of Incomplete Information Introduction to Static Bayesian Games Outline of Static Games of Incomplete Information Introduction to static games of incomplete information Normal-form (or strategic-form) representation of static Bayesian games Bayesian Nash equilibrium Auction Today’s Agenda What is a static game of incomplete information? Prisoners’ dilemma of incomplete information Cournot duopoly model of incomplete information Static (or simultaneous-move) games of complete information A set of players (at least two players) For each player, a set of strategies/actions Payoffs received by each player for the combinations of the strategies, or for each player, preferences over the combinations of the strategies All these are common knowledge among all the players. Static (or simultaneous-move) games of INCOMPLETE information Payoffs are no longer common knowledge Incomplete information means that At least one player is uncertain about some other player’s payoff function. Static games of incomplete information are also called static Bayesian games Prisoners’ dilemma of complete information Two suspects held in separate cells are charged with a major crime. However, there is not enough evidence. Both suspects are told the following policy: If neither confesses then both will be convicted of a minor offense and sentenced to one month in jail. If both confess then both will be sentenced to jail for six months. If one confesses but the other does not, then the confessor will be released but the other will be sentenced to jail for nine months. Prisoners’ dilemma of incomplete information Prisoner 1 is always rational (selfish). Prisoner 2 can be rational (selfish) or altruistic, depending on whether he is happy or not. If he is altruistic then he prefers to mum and he thinks that “confess” is equivalent to additional “four months in jail”. Prisoner 1 ca