Professional Documents
Culture Documents
.
( )
.
: ) , ) , ) , )
, )
().
.
.
.
( )
. ,
.
/.
: )
)
. ,
.
.1
,
,
. .
.
.
. .
.
,
.
.
.
.
1
Game Theory Stanford Encyclopedia of Philosophy.
2
.
. ( -
) ,
.
. ,
,
. ,
.
, . ,
.
.
( ).
.
.
.
- ,
, , ,
(, , ...)
.
.
:
.
.
,
.
. ,
(
).
. ,
.
(
).
(
)
( ).
3
-
, 20
(,
). Emile Borel
(1921) .
( ). Borel,
. Borel John von Neumann
(1928) ,
( )
( Minimax). von Neumann Oskar Morgenstern
(1944)
,
.
.
. ,
.
von Neumann Morgenstern, -
(
). ,
( ).
, (
). John Nash
1949 1951
. ( Nash)
. Nash,
von Neumann Morgenstern
Nash .
Nash
DNA .
.
. (
)
.
Nash
. ,
4
. Nash
. ,
- -
. Reihhard Selten (1965)
- Nash
.
. John Harshanyi (1967 )
(Bayesian)
.
David Kreps (1987)
Nash .
) -
-
.
.
-
. ,
, -
. -
. -
.
().
.
/ (
).
-
.
. ,
(
)
.
,
,
. 50 60
5
.
-
/
(
).2
- . , ,
3.
)
,
.
.
) -
( )
.
- .
) -
.
(
) - .
, , ,
, , ,
.
2
, , . Aumann (1989) ..
. ,
.
6
2.
2.1
( )
:
) () , L = { A, B, ... , N , ... } L = {1, 2, ..., i, ... } .
) , S i (i = A, B, .... , N , ....) .
, S ,
( S = X S i ).
. (
).
) (),
(,
). , i
u i : S R , R
,
. ,
, ...
( ).
1 ( )
() ()
.
, .
() .
(..
) 3 .
(), () ().
:
25 ,
10 .
1 ,
3 .
.
- , L = { , }
- , S K = {O, A} S = {O, A} .
S = {(O, O ), (O, A), ( A, O ), ( A, A)} .
(O, O ), (O, A), ( A, O ) ( A, A)
/
.
-
7
-10, -10 -1,-25
-25,-1 -3,-3
,
.
.
,
, 1 25 , .
. ( )
S A S B , ,
:
) (,
S A = S B )
)
(, s AK S A s BJ S B u A ( s AK , s BJ ) = u B ( s BJ , s AK ) ).
. ,
( /).
u A ( A, A) = u B ( A, A ) = 3, u A (O, O) = u B (O, O ) = 10,
u A (O, A) = u B ( A, O ) = 1 u A ( A, O) = u B (O, A ) = 25.
. -
.
2 ( )
(H)
(T). (, ),
() 1 ().
, .
8
1, -1 -1,1
-1,1 1,-1
.
. ,
,
(,
).
( )
.3
3 ( )4
,
. ,
(P) (NP).
1.
,
. ,
3.
, ,
. ,
.
P, P
NP.
( P)
P NP
P -1,-1,-1 -1,0,-1
NP 0,-1,-1 -3,-3,-4
.
NP,
3
.
4
Gintis (2000).
9
( P)
P NP
P -1,-1,0 -4,-3,-3
NP -3,-4,-3 -3,-3,-3
4 ( Cournot)
P = D (Q ) ,
P , Q D
.
C i = Ci (Qi ) , Ci' > 0
C i'' > 0 . ,
( ) Qi > 0, i = 1, 2.
.
- , L = {1, 2}
- , S1 = [0, Q1 ] S 2 = [0, Q2 ] .
.
(Q1 , Q2 ) , Qi [0, Qi ] i = 1, 2.
-
u i (Q1 , Q2 ) = D (Q1 + Q2 )Qi C i (Qi )
Qi S i i = 1, 2.
2.2
,
,
. , , ,
()
, .
()
.
S .
i S i S i
-1 (,
i,
S i = X S j j N j i ). , sik sil
10
i s i -1 .
sik sil ( sil
sik ),
(1) u i ( sik , s i ) > u i ( sil , s i ) , s i S i
, sik sil
, -1 .
, sik sil
(2a ) u i ( sik , s i ) u i ( sil , s i ) , s i S i
(2 ) u i ( sik , s i ) > u i ( sil , s i ) , s i S i .
, sik sil
.
5 ( I)
60,60 100,25
25,100 30,30
.
:
60 25
( (
) )
100 30
( (
) )
.
(
).
sik
( 2) u i ( sik , s i ) > u i ( sil , s i ) , s i S i sil S i (l k )
sik i.
, ,
11
.
.
( ).
, , .
,
. s sd
( s = ( s1 , ..... , si , ...... , s N ) ), sd
sd sd sd sd
.
(, ),
(, ).
,
.
s1B s B2
s1A 5,1 0,4
5,3 4,3
s A2
s A2 s1A s B2 s1B .
.
s wd = ( s 2A , s B2 ), wd
.
2.3
I
(
). ,
.
( )
. , ,
.
.
, ( )
.
12
.
,
. .
(
) .
( ).
().
s1B s B2 s B3
s1A 0,0 0,55 0,41
55,0 15,15 -1,16
s A2
s 3A 41,0 16,-1 2,2
s 3A s1A ,
, s 3A
41 0
16 > 0 .
s1A ,
2 0
s1A
s1A . ,
s B3 s1B . s1B
s1B . s1A
s1B ,
s B2 s B3
s A2 15,15 -1,16
16,-1 2,2
s 3A
. s 3A
s A2 ( ) s B3
s B2 ( ).
s A2 s B2 ( s 3A , s B3 ).
13
.
7,
() .
.
(.. ,
) , ,
.
.
,
. ,
,
. ,
.
s1B s B2 s B3
s1A 1,0 1,2 0,1
0,3 0,1 2,0
s A2
. , , s B2
s B3 . s B3 .
s B3 .
s1B s B2
s1A 1,0 1,2
0,3 0,1
s A2
, s A2 s1A ,
.
14
s1B s B2
s1A 1,0 1,2
s1B s B2 . s1B
( s 1A , s B2 ).
().
.
9 ( )
.
,
.
.
0,1 1,0
1,0 0,1
,
.
(
).
10
s1B s B2 s B3
s1A 0,1 -2,3 4,-1
0,3 3,1 6,4
s A2
s 3A 1,5 4,2 5,2
s1B s B3
s A2 0,3 6,4
1,5 5,2
s 3A
.
4 , ( s A2 , s1B ), ( s A2 , s B3 ),
( s 3A , s1B ) ( s 3A , s B3 ).
.
(, ).
.
.
,
. ,
, (
)
Nash
.
2.4
.
.
11
s1B s B2
s1A 5,1 0,2
5,3 6,3
s A2
s1A
s B2 .
,
16
12
s1B s B2
s1A 4,1 3,0
5,0 2,1
s A2
s 3A 5,3 3,3
p > 0.5
s1B .
(4)( p ) + 3(1 p ) = p + 3 ( s1A )
(5)( p ) + 2(1 p ) = 3 p + 2 ( s A2 )
(5)( p ) + 3(1 p ) = 2 p + 3 ( s 3A ) .
, s1A
. , s1B s B2 ,
, . ,
s1B ( )
s1A (
s1B ).
.
13
s1B s B2 s B3
s1A 10,0 5,1 4,-2
10,1 5,0 1,-1
s A2
s1A s A2 , s B2 s B3 .
( s1A , s B2 ).
,
17
s1B s B2
s1A 10,0 5,1
10,1 5,0
s A2
4 . ,
Nash.
. ,
,
.
2.5 Nash
, ,
. , ,
(
).
Bi : S i S i
i= 1, 2, ,
-1 .
() S i .
,
.
14
s1B s B2 s B3
s1A 4,0 3,2 0,2
0,3 3,1 2,0
s A2
s1B
s1A (, B A ( s1B ) = {s1A } ). s B2
, s1A s A2 (, B A ( s B2 ) = {s1A , s 2A } ) ( s1A
s A2 3 s B2 ).
Nash
,
18
. ,
* * * * *
( s1 , ..... , si 1 , si , s i +1 ....... , s N ) Nash
u i ( s1* , ..... , si*1 , si* , si*+1 ....... , s N* ) u i ( s1* , ..... , s i*1 , s i , si*+1 ....... , s N* ) , s i S i
i.
Nash : () (
)
, () ( )
. Nash, ,
( ) .
Nash . ,
, ,
( ). ,
, ,
(
). , -
.
, Nash
.
Nash .
--
.
15
L R
U 3,4 -3,5
D 10, -2 5,-5
(U, L) 3 4 .
,
L R ( 5>4). , (U, L) Nash
. (U, R) 3 4
. R L
5 4.
, R,
3 5 D U. , (U, R)
Nash . (D, L)
10 2 .
10 3
2 5.
(D, L) Nash .
19
(D, R) 5 5 , .
, (D, R) Nash
.
.
B A ( L ) = D, B A ( R ) = D
B B (U ) = R, B B ( D) = L.
(D, L), D L L
D. ,
, (D,
L) Nash .
Nash (
)
.
,
Nash .
U, 5 ( 5 -
). D, 2
( 2 -). L,
10 ( 10 -).
R, 5 (
5 -). Nash (D, L)
.
Nash
( ) .
Nash
. 1 ( )
Nash (, ),
.
(, )
.
Nash
.
, Nash
( ) ( ).5
16 ( Cournot)
p = a bQ
0 Q a / b p = 0 a / b < Q .
C i (Qi ) = cQi ( a > c > 0 b > 0 ).
5
SA
SB . Nash u A ( s *A , s B* ) u A ( s A , s B* ) s A S A B A ( s B* ) = s *A
u B ( s *A , s B* ) u B ( s *A , s B ) s B S B B B ( s *A ) = s *B . , ( s *A , s *B )
(
).
20
,
a / b ( )
. , ,
(Qi ) a / b .
Cournot ( Cournot)
()
u i (Q1 , Q2 ) = (a b(Q1 + Q2 ) c)Qi , 0 Q a / b
u i (Q1 , Q2 ) = cQi , a / b < Q1 + Q2 (i = 1, 2).
. Q1 [0, a / b] ,
1
du1 a c Q2
= 0 (a c) 2bQ1 bQ2 = 0 Q1 = B1 (Q2 ) = ( ) (4).
dQ1 2b 2
d 2 u1
= 2b < 0, Q1 [0, a / b] .
dQ12
ac
Q2 = 0 , 1 Q1 = . Q2
2b
ac
Q1 0 Q2 = .
b
, 2
a c Q1
Q2 = B2 (Q1 ) = ( ) (4 ) .
2b 2
ac
Q1 = 0 , 2 Q2 = . Q1
2b
ac
Q2 0 Q1 = .
b
Nash (4) (4)
ac
(Q1 , Q2 ) . Q1* = Q2* =
3b
1.
Q2
(a c) / b
B1
(a c) / 2b Nash
B2
Q1
(a c) / 2b (a c) / b
1. Nash Cournot
21
, ,
.
17 ( Bertrand)6
Cournot.
. p1 p 2 1 2,
, i, j = 1,2
i ( pi , p j ) = p i Q( pi ) cQ( p1 ), pi > p j
= 0.5( p i Q ( p i ) cQ( p1 ), pi = p j
= 0, pi < p j .
, Nash p1* = p 2* = c . , (
) .
ci < c j Nash pi = c j p j c j (
( )
, 0).
187
. 1
, . t i
i = 1, 2
u i (t1 , t 2 ) = [bi ln(t1 + t 2 )] + [1 t i ] , 1 bi > 0 .
Nash ) b1 > b2 ) b1 = b2 = b .
bi .
bi , t1 + t 2 .
. S1 = S 2 = [0,1] .
bi
1 = 0, (i = 1,2)
t1 + t 2
5a ) B1 (t 2 ) = b1 t 2
5 ) B2 (t1 ) = b2 t1 .
2
6
Varian (1992).
7
Kockesen (2002).
t2
22
b1
b2
B2 Nash
B1
t1
b2 b1
2. Nash b1 > b2
b1 > b2 . t 2 = 0 , 1 t1 = b1 . t 2 ,
t1 0 t 2 [b1 , 1] . t1 = 0 ,
2 t 2 = b2 . t1 t 2
0 t1 [b2 , 1].
(t1* , t 2* ) = (b1 , 0) .
Nash , , 1
. 2
.
b1 = b2 = b
6a ) B1 (t 2 ) = b t 2
6 ) B2 (t1 ) = b t1
2.
t2
B1
b
B1 B2 Nash
B2
t1
b
2. Nash b1 = b2 = b
Nash
.
(t1 , t 2 ) = {(t1 , t 2 ) : t1 + t 2 = b, 0 t i 1}.
* *
. ,
23
,
b.
2.6 : Nash, ,
) ( )
Nash . , ,
Nash
( ) . 15,
( ) Nash .
)
( ),
Nash . . , Nash
.
)
, Nash . , ,
Nash
.
19
s1B s B2 s B3
s1A 1,0 -2,-1 0,1
1,2 -5,-1 0,0
s A2
Nash ( s 2A , s 1B ) ( s 1A , s B3 ) . s A2 , ,
s1A . ,
s B3 ( s 1A , s B3 ) , Nash
( s 2A , s 1B )
. 3
(Nash,
).
Nash.
Nash, . ,
. , Nash
( 19 Nash ,
). ,
24
Nash.
Nash
. ,
. ,
Nash
( ).
3.
(1: , 2: , 3: Nash)
2.7 Nash
Nash
:
1) Nash (
18).
().
( ,
, , , ).
20 8
8
(2002).
25
s1B s B2
s1A 2,2 0,0
0,0 1,1
s A2
Nash, ( s 1A , s 1B ) ( s 2A , s B2 ) .
Pareto
.
( s 2A , s B2 ) .
( s 1A , s 1B ) ( s 2A , s B2 ) .
.
Pareto Nash (
, ,
).
Nash ( s1* , s 2* , ...... , s n* ) Pareto
Nash ( s1' , s 2' , ...... , s n' )
u i ( s1* , s 2* , ...... , s n* ) u i ( s1' , s 2' , ....... , s n' )
u j ( s1* , s 2* , ...... , s n* ) > u j ( s1' , s 2' , ....... , s n' ) , j.
Pareto Nash
.
.
21 (
1 () 2 ()
. (F) ( B).
O . ,
()
( )
.
2
F B
F 2,1 0,0
1 B 0,0 1,2
Nash
.
, Pareto
.
Nash
,
26
( Pareto ).
,
, 50%
Grand Central Station
, ,
, 87% . Nash
.
Nash .
50-50, , ,
.
,
.
2) Nash,
( 2).
Nash (
).
3) Nash
. Pareto () Nash
,
,
( )
. 20 ( s 2A , s B2 ) Pareto Nash
( s 1A , s 1B ).
Pareto Nash
, ( )
.
229
() ()
( s1 ) ( s 2 )
s1B s B2 s1B s B2
s1A 1,1,-5 -5,-5,0 s1A 1,1,6 -5,-5,0
s A2 -5,-5,0 0,2,7 s A2 -5,-5,0 -2,-2,0
Nash ( s 1A , s1B , s 2 ) ( s A2 , s B2 , s 1 )
Pareto .
9
Kockesen (2002).
27
s B2 s1
s A2 . Nash
Nash
.
4) Nash
.
23
s1B s B2
s1A 0,0 2,0
0,2 10,10
s A2
( s 1A , s 1B ) Nash
.
,
.
(.. )
s B2 , s A2 . ,
, -
Nash
.
, .
.
24
s1B s B2
s1A 2,-2 0,0
4,-4 -1,1
s A2
28
s1B s B2
s1A 2 0
4 -1
s A2
. ,
.
Maximin.
Maximin,
, U L .
s1A s A2 0 1, . ,
Maximin s1A 0.
,
.
, U U . s1B s B2 4
0, . , s B2
0.
,
Maximin ( ). Maximin
Nash (
24).10 , ,
.
2.9
100%.
(..
)
.
25 ( - ),
0,1 1,0
1,0 0,1
10
Maximin .
29
- ,
,
.
()
. ,
.
.
.11
, i
, S i = {s i1 , ... , s ik , ... , siK } . i
p i = { p i1 , ... , p ik , ... , p iK }
K
, 0 p ik 1 k = 1, 2, , K p
k =1
k
i = 1.
. 0 < p ik k ,
. Pi
, ,
( , pik = 1
k), s ik .
.
. -
, , ,
p .
{, , p} (
1-p). ,
. ,
[0, 1].
i= 1, 2, , N
Pi .
( P = xPi ) ()
.
11
- ( )
.
.
.
.
30
(,
)
(,
)
(,
)
(,
)
4. -
- ,
({, , p} {,
, q}) , 4.
(, ), (, ),
(, ) (, ).
.
.
. .
, ,
( 1 2)
S1 = {s11 , ... , s1f , ... , s1F } S 2 = {s 12 , ... , s 2k , ... , s 2K }. 2
p 2 = { p 12 , ... , p 2k , ... , p 2K } 1
s1f 2 -
K
(p
k =1
k
2 )u1 ( s1f , s 2k ). 1
12
( s1f , s 2k ) ( p1f )( p 2k ).
i i ( p1 , ... , pi , ... , p N ) = ... ... ui (s1 , ..., si , ... , s N ).
s1 S1 si S i sN S N
31
Nash .
(
)
Nash ( Nash).
( )
Nash . , Nash
1, 3, 5 ... Nash
Nash .
Nash
* * * * *
( p1 , ..... , pi 1 , pi , pi +1 ....... , p N )
7) i ( p1* , ..... , p i*1 , p i* , p i*+1 ....... , p *N ) i ( p1* , ..... , p i*1 , pi , p i*+1 ....... , p *N ) ,
i ( p * ) i ( pi , p *i )
pi Pi i.
, Nash
, ,
. Nash
.
( )
Nash.
Nash
p Nash i
S i :
) s, s ' S i
i, pi , -
, p i .
) s
pi -
p i s '
pi .
. p s > 0 p s ' > 0 -
s s ' ,
i s ( p s + p s ' )
s ' (
i )
p i p s > 0 p s ' > 0 (
). , ,
s s '
32
13
.
-
.
- .
, ( ).
14
.
.
.
15
, -
.
33
, i
j -
. j
i
- . Nash
-
.
26 ( )
.
, 0.2, (
)
0.8.
() , 0.7 (0.3).
Nash .
(q) (1-q)
(L) (R)
A (p) (L) 0.2, 0.8 0.8, 0.2
(1-p) (R) 0.7, 0.3 0.3, 0.7
.
B A ( L) = R B A ( R ) = L ,
B B ( L) = L B B ( R ) = R, Nash
.
( L, R; p ) ( L, R; q )
.
(L) (R)
(L) (p)(q) (p)(1-q)
(R) (1-p)(q) (1-p)(1-q)
, (,
)
A ( p, q ) = (0.20( p )(q ) + (0.8)( p )(1 q ) + (0.7)(1 p )(q ) + (0.3)(1 p )(1 q ) =
( p )(0.5 q ) + (0.4)(q ) + 0.3
( )
34
BB ( p)
0.5
B A (q )
p
0.4 1
5.
5 .
Nash {( L, R; 0.4), ( L, R; 0.5)}.
- L
(0.2)(q)+(0.8)(1-q) R (0.7)(q)+(0.3)(1-q).
q=0.5. -
L (0.8)(p)+(0.3)(1-p) R
(0.2)(p)+(0.7)(1-p). p=0.4,
.
(L, R) 0.2.
Nash
0.5>0.2. 0.5 (0.8)
(L,L). ,
.
27( )
( )
.
(),
()
. .
35
(q) (1-q)
(p) 2,2 1,3
(1-p) 3,1 0,0
Nash .
(, ; p )
(, ; q )
A ( p, q) = (2)( p)(q) + ( p)(1 q ) + (3)(1 p)(q) = ( p)(2q + 1) + 3(q)
B ( p, q) = (2)( p )(q) + (3)( p)(1 q ) + (1 p)(q) = (q)(2 p + 1) + 3( p )
BB ( p )
1
0.5 B A (q )
p
0.5 1
6.
6.
Nash ( ).
{(, ; 1), (, ; 0)} (,
) {(, ; 0), (, ; 1)} (, ).
, ,
. {(, ; 0.5), (, ;
0.5)} ( 0.5).
-
. (2)(q ) + 1 (q ) = (3)(q ) q = 0.5 ,
(2)( p ) + 1 p = (3)( p ) p = 0.5. (, )
3 1.
(, ). Nash
3/2. , Nash
.
36
(
) Maximin.
(
Nash ).
2816
s1B s B2
s1A 3 1
2 4
s A2
U L = 2 3 = U U ( ).
Maximin
( , U )
. .
( s 1A , s A2 ; p ) ( s 1B , s B2 ; q ) .
(3)( p ) + (2)(1 p ) = 2 + p (
s1B ) p + (4)(1 p ) = 4 (3)( p ) (
s B2 ). p > 0.5 4 (3)( p )
, p < 0.5 2 + p .
( Maximin)
p = 0.5. s1A
(3)(q ) + (1 q ) = (2)(q ) + 1 ( s1A )
s A2 (2)(q ) + (4)(1 q ) = 4 (2)(q ) ( s A2
). q > 3 / 4 (2)(q ) + 1 , q < 3 / 4
4 (2)(q ) .
q = 3 / 4 .
. , {( s1A , s 2A ;0.5), ( s1B , s B2 ;3 / 4)} Nash
. 20/8
.
16
Holzman (2004).
37
A. , , Nash
1.
() ()
U D L R
U 0,1 2,0 L 3,3 0,0
D 1,0 0,1 R 0,0 1,1
()
B
L M R
U 3,3 0,0 0,1
D 0,0 1,1 2,0
(),
. , u1 (U , U ) = u 2 (U , U ) u1 ( D, D) = u 2 ( D, D) . ,
u1 (U , D) u 2 ( D, U ) u1 ( D, U ) u 2 (U , D) . , ()
. (), . ,
u1 (U , U ) = u 2 (U , U ) , u1 ( D, D) = u 2 ( D, D) , u1 (U , D) = u 2 ( D, U )
u1 ( D, U ) = u 2 (U , D) . , ()
. (),
( ).
.
2. ( )
10000 . (D)
, ,
. D 50%
.
.
50%.
W
C.
) ;
) W C ( D,
D)
;
38
)
D D
D 0.5W, 0.5W 0,W-C
D W-C, 0 0.5W-C, 0.5W-C
) ( D, D)
D
.
W C 0.5W
> W>2C. ,
0.5W C 0
D
W>2C. , ( D, D)
W>2C.
3. ( )
() ()
B
s1B s B2 s1B s B2 s B3
s1A 3,4 5,-1 1,1 -2,0 4,-1
s1A
3,-2 -5,-4
s A2 s A2 0,3 3,1 5,4
s 3A 1,5 4,2 5,2
(), s A2 s1A (3= 3 5>-5)
s B2 s1B ( 4>-1 2>-4). (), s1A
s 3A (1=1, 4>-2 5>4) s A2
(1>0, 4>3 5=5), s B2 s1B (1>0, 3>1 5>2).
4. ( )
80,35 20,45
30,50 40,90
) ;
) ;
39
) ,
45 35
> . , ,
90 50
80>30 20<40.
,
. ,
.
)
20,45
40,90
.
.
(, ) , ,
.
5.
s1B s B2 s B3
s1A 6,5 7,6 4,4
s A2 10,3 9,4 3,5
s 3A 9,1 6,2 7,3
s A4 5,3 8,5 5,7
;
, ,
. , , s B2
6 4
4 3
s1B > . s1B
2 1
5 3
40
s B2 s B3
s1A 7,6 4,4
s A2 9,4 3,5
s 3A 6,2 7,3
s A4 8,5 5,7
8 7
s A4 s1A > . s1A
5 4
s B2 s B3
s A2 9,4 3,5
s 3A 6,2 7,3
s4 8,5 5,7
A
5 4
s B3 s B2 3 > 2 . s B2
7 5
s B3
s A2 3,5
s 3A 7,3
s A4 5,7
s 3A .
( s 3A , s B3 )
( ).
6. Nash
()
s1B s B2 s B3
s1A 2,0 1,1 4,2
s A2 3,4 1,2 2,3
s 3A 1,3 0,2 3,0
41
()
s1B s B2 s B3
s1A 1,1 -2,0 4,-1
s A2 0,3 3,1 5,4
s 3A 1,5 4,2 5,2
()
s1B s B2
s1A 1,1 1,1
s A2 2,-1 -10,-2
s 3A -1,2 0,1
() ,
Nash . , ,
s 3A s1A . s 3A , s B2
s B3 . s B2
s1B s B3
s1A 2,0 4,2
3,4 2,3
s A2
. ,
Nash. H B B ( s 1A ) = s B3 , B B ( s A2 ) = s 1B , B A ( s1B ) = s A2
B A ( s B3 ) = s1A . Nash, ( s 1A , s B3 ) ( s A2 , s 1B ).
() .
, s B2 s1B . s B2
42
s1B s B3
s1A 1,1 4,-1
s A2 0,3 5,4
s 3A 1,5 5,2
.
Nash. B A ( s1B ) = s1A s 3A , B A ( s B3 ) = s A2
s 3A , B B ( s 1A ) = s1B , B B ( s 2A ) = s B3 B B ( s 3A ) = s1B . ,
Nash, ( s 1A , s 1B ) , ( s 2A , s B3 ) ( s 3A , s 1B ).
() .
, s 3A s1A . s 3A
,
s1B s B2
s1A 1,1 1,1
s A2 2,-1 -10,-2
Nash,
( s 2A , s1B ) ( s 1A , s B2 ) .
7. 10 .
0 k i 10, i = 1,2 . k1 + k 2 < 10
. k1 + k 2 > 10 k1 > k 2 k1
10 k1 . k1 + k 2 > 10 k 2 > k1 k 2
10 k 2 . , k1 = k 2 5. Nash
. 17
11 ( 0-10). Nash
1111.
.
1 2.
2 1 !
1 2 +.
*.
17
Slantchev (2004).
43
10 ! ! ! ! ! ! + !
9 ! ! ! ! ! + !
8 ! ! ! ! + !
7 ! ! ! + !
6
! * * !
5
* * + + + +
4 + + + + +
3 + + + +
2 + + +
1
+ +
0 +
1
0 1 2 3 4 5 6 7 8 9 10
8. ( ) 1 2
1 100.
,
10 . .
Nash .
si [0, 100] i = 1, 2.
2, 1
s +s s
s1 s1 = 1 2 s1 = 2 = B1 ( s 2 ) (
4 3
1). , 2
s
s 2 = 1 = B2 ( s1 ) . (Nash )
3
( s1 , s 2 ) = (0, 0).
* *
s2
44
B1 ( s 2 )
B 2 ( s1 )
s1
9. ( )18 (, , )
(L, M, H)
.
, .
A: L>M>H, B: M>H>L, : H>L>M.
, 2. ,
1 0. Nash
.
( )
L M H
L 2,0,1 0,1,2 0,1,2
M 0,1,2 1,2,0 0,1,2
H 0,1,2 0,1,2 0,1,2
( L)
L M H
L 2,0,1 2,0,1 2,0,1
M 2,0,1 1,2,0 0,1,2
H 2,0,1 0,1,2 0,1,2
( M)
L M H
L 2,0,1 1,2,0 0,1,2
M 1,2,0 1,2,0 1,2,0
H 2,01 1,2,0 0,1,2
18
Bierman and Fernadez (1998).
45
L M H
. L M ,
L . L ,
L . (,
, ) Nash .
,
() .
. () ,
, (L, M,
H) (). ,
( , L,
). .
L,
, 0 1.
10.
0.5t1t 2 , t i , i = 1, 2 .
t i .
a, > 2 / .
Nash ;
1
u1 (t1 , t 2 ) = 0.5t1t 2 t1 = (0.5t 2 )t1
2
u 2 (t1 , t 2 ) = 0.5t1t 2 t 2 = (0.5t1 )t 2 .
t1 t 2 , ,
(,
). ,
. , 0.5t 2 > 1
, . 0.5t 2 < ,
0, 0.5t 2 =
[0, ] ,
. 1
= , 2/<t2<
1(t2) = [0, ] t2=2/
= 0 0< t2< 2/
46
= , 2/<t1<
2(t1) = [0, ] t1=2/
= 0 0< t1< 2/.
.
t2
B1 (t 2 )
2 /
B2 (t1 )
t1
2 /
, (0, 0) , (2 / , 2 / ) ( , a ).
Nash . (t1* = , t 2* = a )
Pareto (, ).
11.
0 ( ) 1 ( )
.
[0, 1]
.
, ,
( ).
, [0, 1].
, 1, 0.5
1.
)
) Nash .19
) N = { A, B}
S A = S B = [0, 1]
50% +1
. m (
)
[0, 1]. m
. ,
19
J. Morrow (1994).
47
u A = 1 , s A m < s B m u B = 1 , s A m > s B m
u A = 0.5 , s A m = s B m u B = 0.5 , s A m = s B m
u A = 1 , s A m > s B m u B = 1 , s A m < s B m .
) Nash .
s B < m , s A
( s B , 2m s B ). s B > m s A
(2m s B , s B ). s B = m , s A = m.
s A < m s B
( s A , 2m s A ), s A > m s B
(2m s A , s A ) s A = m s B = m.
( s *A , s *B ) = (m, m) ,
Nash .
12. W
() (L) .
q = K a Lb ( a, b, a + b (0,1)) .
CW = L
C E = K . Nash
.
;
U E = 0.5 K a Lb K
U W = 0.5 K a Lb L .
U E 2U E
= 0 0.5aK a 1 Lb 1 = 0 . < 0
K K 2
0.5a (a 1) K a 2 Lb < 0 , a (0,1).
U W
= 0 0.5bK a Lb 1 1 = 0 ,
L
UW
2
< 0 0.5b(b 1) K a Lb 2 < 0 ,
L 2
b (0,1).
a
K = ( Lb )1 /(1 a )
2
b a 1 /(1b )
L=( K ) .
2
a 1b b a 1 /(1 a b )
: K*=L* = 0, K * = ( )
2
a b b1 a 1 /(1 a b )
L* = ( ) .
2
48
L
L(K)
K(L)
.
.
B.
(q1 ) (q 2 ) (1 q1 q 2 )
( p1 ) 0,0 1,-1 -1,1
( p2 ) -1,1 0,0 1,-1
(1 p1 p 2 ) 1,-1 -1,1 0,0
Nash.
.
. -
, ( p1 , p 2 ,1 p1 p 2 ) ,
(q1 , q 2 ,1 q1 q 2 ).
(
) . ,
- .
,
q 2 (1 q1 q 2 ) , q1 + (1 q1 q 2 ) q1 q 2 , .
q 2 (1 q1 q 2 ) = q1 + (1 q1 q 2 )
q 2 (1 q1 q 2 ) = q1 q 2
q1 = q 2 = 1 / 3.
49
,
p 2 (1 p1 p 2 ) , p1 + (1 p1 p 2 ) p1 p 2 , .
p1 = p 2 = 1 / 3. Nash
{(, , ;1/3,1/3), (, , ;1/3,1/3)}.
14. Nash
L M R
U 1,-3 0,0 2,-1
D 1,-2 2,-2 1,1
Nash .
L
R
Nash . L 20
M R
U 0,0 2,-1
D 2,-2 1,1
U D (, R; q)
(2)(1 q ) (2)(q ) + (1 q ) , . q = 1 / 3.
R (U, D; p)
(2)(1 p ) ( p ) + (1 p ) , .
p = 3 / 4. , Nash {(U,D;3/4), (L,M,R;0,1/3)}.
15. ( ) .
(K) () .
()
().
b ,
l.
a , 0.
c
C. b, l , a, c, C > 0
b + l = 1 . (, )
(0,0).
) .
) Nash c < aC b < a ;
20
Nash
.
50
) Nash ()
;21
) (, ) (, ) (0, - c) (b, -C),
. (, )
. , (, )
(a )(l ) + (1 a )(b) = ( a )(l ) + b (a )(b) = ( a )(b + l ) + b = b a ,
c (1 a )(C ).
0,0 0,-c
b,-C b-a, -c-(1-a)(C)
) Nash .
(,; p) (,;q) .
a b
(b)(q ) + (b a )(1 q ) = 0 q =
a
c + (a )(C )
(C )(1 p ) = (c)( p ) + (c (1 a )(C ))(1 p ) p = .
(a )(C )
c + (a )(C ) ab
{(T , K ; ), ( E , ; )}.
(a )(C ) a
) , (, ).
16. Nash
2
L C R
1 2,3 0,0 5,1
-1,6 2,3 10,4
D 0,0 3,2 8,1
(2/5)L + (3/5)C R,
R . D M.
Nash
. (T,L) (D,C ) {(T,
M, D; 2/5, 0), (L, C, R; 3/5, 2/5).
21
Gintis (2000).
51
F 0.
0.5
100. Nash
x (0,2). x = 2 ;22
2
F K
F -10,-10 0, 50x
1 K 50x,0 50(0.5x-1), 50(0.5x-1)
q F 2. -
1 F q (10)
2 x
q (50 x) + (1 q )50(0.5 x 1) . , q = .
2 .4 + x
F 1 .
dq 4 .4
q x = < 0
dx (2.4 + x) 2
F. x = 2
.
18.
L C R
U 1,-2 -2,1 0,0
M -2,1 1,-2 0,0
D 0,0 0,0 1,1
U .
- (
) . , q L 2q C = 2q L + q C qC = q L .
, L C
q C = q L = q > 0.
pU q 2( pU q ) 2 p M q + p M q + p D (1 2q ) = q ( pU + p M ) + p D (1 2q ). ,
1 2q D
. H q > 0 .
22
Stinchcombe (2002).
52
q = 0 . R D (
U ).
U D .
0, L R.
U D ( U
D ). D
M . , R C
D ( D
). D
, R. Nash
(D,R).
19.
U
L R
U 1,3 1,0
M 4,0 0,3
D 0,1 3,1
U
. S1 = {U , M } (
D .). S1
R 1
U . , S1
U. S 2 = {U , D} ( M
) 1 L
U. H S 3 = {M , D} (
D) U
L 1 R
1. U L 4 p M
R 3 p D = 3(1 p M ). 1 / 4 < p M < 2 / 3
S 3 U. , S 4 = {U , M , D}.
S 3 U, S 3 U
U.
20. .
Nash.
.
53
2
L R
L 0,1 1,0
1 R 1,0 0,1
Nash
(.. 1) . , ,
.
(
Nash 1 2
).
Nash.
Nash
( S1* , S 2* ). u1 ( S1* , S 2* ) > u1 ( S1 , S 2* ) S1* S1 ,
1 . ,
1 u1 ( S1* , S 2 ) u1 ( S1 , S 2 ) .
2
u 2 ( S1* , S 2* ) > u 2 ( S1* , S 2 ) u 2 ( S1 , S 2* ) u 2 ( S1 , S 2 ) .
( S1 , S 2 ) Nash
( S1* , S 2* ) .
. (
).
. , , Nash
1.
s1B s B2 s B3
s1 3,1 2,3 10,2
A
s A2 4,5 3,0 6,4
s 3A 2,2 5,4 12,3
s A4 5,6 4,5 8,7
.
54
2. Nash
() ()
s1B s B2 s B3 s1B s B2 s B3
s1A 0,4 4,0 5,3 s1A 2,1 2,2 0,3
s A2 4,0 0,4 5,3 s A2 1,1 1,1 1,1
s 3A 3,5 3,5 6,6 s 3A 0,1 0,0 2,2
3. 15 .
.
.
( ) . ,
() ,
() . Nash
.
4.
0 PA 100
0 PB 100 , . PA + P B 100 ,
, 0. Nash
.
5.
L C R
U 3,13 2,11 2,13
M 1,13 1,11 1,12
D 1,13 1,11 1,14
6. 1 2 ei 0 (i = 1,2) .
W = e1 + e2
. 0.5ei2 . Nash
.
W; Nash
.
7.
(.. ).
i = 1, 2,..... , n
55
N
u i ( p1 , p 2 , ...... , p n ) = g ( pi ) pi , pi 0
i =1
8. u1 ( x, y, z ) = 2 xz x 2 y ,
u 2 ( x, y, z ) = 12( x + y + z ) y, u 3 ( x, y, z ) = 2 z xyz 2 .
Nash .
9. (D C)
B
D C
D 1,1 3,0
C 0,3 2,2
. ,
i
u i ( s1 , s 2 ) = mi ( s1 , s 2 ) + m j ( s1 , s 2 ) ( i, j = A, B i j ),
m 0.
. Nash = 0.5 ;
10. (1, 2 3)
.
: (19:30) (20:00).
19:30,
3, 2.
( 3 19:30)
2
1 24,34,42 23,40,37
40,26,34 18,22,60
( 3 20:00)
56
1 26,24,40 40,26,34
16,60,24 24,34,42
) 3
) ()
Nash .
11. 0 10
.
. . Nash
;
12. 1.
u A = x ,
u B ( y ) = ( y ) 0.5 , x
y . .
, x + y = 1 y = 1 x x 1 x ,
. x + y 1 1/3 ,
. Nash
.
13. ()
. O B ()
.
c. , ,
b. w>0
w-e>0
(e ).
Nash
.
14. ( )
1 .
.
.
. ,
. p A p B
, L ( 1 L
) PA + L > PB + (1 L).
57
,
0. Nash .
15. ( ) 1.
, xi [0, 1], i = A, B
. ,
.
(, 2 x A x B ), .
x A = x B , 2 x A x B . Nash
.
16.
0 ( ) 1 ( )
.
[0, 1]
. ,
, , (
).
Nash (.. )
e>0 ()
e>0 () .
17. , , 1
5. (), ()
.
.
18. ( )
(b A and bB ) . (
) v A and v B .
.
. Nash
.
19. n (1 2).
, k m=n-k
.
(V) (A).
2,
1 0.
c (0,1). Nash
.
20. 1
58
. ,
2/3 1 . 2
1
2/3 . Nash
.
21.
wu w f ( wu > w f ).
w A
. , w A < ( w f + wu ) / 2 w f ,
w A > ( w f + wu ) / 2 wu . w A
m 2 .
Nash
.
22. Maximin
s1B s B2 s B3 s B4 s B5 s B6
s1A 1 1 -1 1 1 -1
s A2 -1 1 -1 -1 1 -1
s 3A 1 1 1 -1 -1 -1
23.
s1B s B2
s1A 3,2 0,0
s A2 0,3 6,1
s 3A 1,0 2,4
24.
. 0<c<1
. (-) 1
(0) . Nash .
25.
59
26.
c .
f . ,
( p)
F
. k .
,
B .
(
) . Nash
() c > f + pF ) f + pF > c > pF f k > B .
27.
.
.
.
.
.
1 1. Nash
.
28. Nash
C M
L R L R
U 1,1,1 0,0,0 U 0,0,0 0,0,0
D 0,0,0 0,0,0 D 0,0,0 4,4,4
29.
30.
. n ()
.
u.
60
0. c < u.
.
Nash .
31. ( ) .
. ,
,
.
0.5W A < W B < 2W A ( Wi , i = A, B
). Nash .
32. Nash
.
s1B s B2 s B3 s B4
s1A 1,0 4,2 2,4 3,1
s A2 2,4 1,0 1,2 2,1
s 3A 4,2 1,4 2,0 3,1
33. Nash
L M R
U 7,2 2,7 3,6
D 2,7 7,2 4,5
34.
. (S) (B).
0, 2 (0.5)
() ,
1.
) Nash
;
) Nash
6 / 3.
;
35. .
(B) (S)
.
(u B = 1, u S = 1). (u B = 2, u S = 2).
S (u B = 2, u S = 2).
61
()
,
. , c (0<c<1).
() Nash . ()
(2) . ()
Nash . () c
. ()
; c ;
36.
s1B s B2
s1A -3 1
s A2 0 -5
s1B s B2
s1A 0.95 1
s A2 1 0
Nash Maximin.
62
3.
3.1
- . ,
. -
( ).
.
,
.
( )
.
()
.
(.. (, ),
, ,
).
.
()
.
(). ,
.
.
: 100
. ,
. (1 2)
/ u1 ( x1 ) u 2 ( x 2 ) , x1 x 2
. ,
d 1 =d 2 = 0.
( )
( x1 ,100 x1 ) , 0 x1 100
H = (u1 ( x1 ), u 2 (1 x1 )). h H h d ,
d = (0, 0) , h H h > d .
Nash (1950).
Nash,
/:
1. .
.
63
2. Pareto.
, .
, ()
.
3. .
. ,
H 1 , H 2 , H 3
H 3
H 1 H 2 .
4.
/. u1
u1' = a1 + b1u1 / u 2
u 2' = a 2 + b2 u 2 , bi > 0, i = 1,2.
.
5. .
,
.
Nash (1950)
5 . ( x1 , x 2 )
2 = (u1 ( x1 ) d 1 )(u 2 ( x 2 ) d 2 ) .23 Harshanyi (1959)
Nash 2 . Nash-Harsanyi
n
( x1 , ... , xi , ... , xn ) n = (u i ( xi ) d i ).
i =1
1
u1 ( x1 ) = x1 u 2 ( x 2 ) = x 2 (,
).
x1 + x 2 = 100 x1 = x x 2 = 100 x.
x 2 = x(100 x) .
100 2 x = 0 x = 50 (
-2<0).
x1* = x 2* = 50. 1 .
. 100 100
Pareto . u1u 2 = k
(k ) 2 . Pareto
u1u 2 = k .
23
d 1 d 2 .
64
u2
100
u1u 2 = k 2
S u1u 2 = 2500
u1u 2 = k1
u1
d1 = d 2 = 0
100
Nash
() ( .. ). ,
(
) .
, , 2
() x1* = x 2* = 50.
Nash
(
).
Kalai-Smorodinsky (1975)
. ,
. ,
( )
.
u1m 1
u 2m
2 .
U . Kalai-Smorodinsky
(u1 , u 2 ) u 2 d 2 = (u1 d 1 ) ,
u 2m d 2
= . Pareto
u1m d 1
u1 + u 2 = U Kalai-Smorodinsky
65
U u1 d 2 = (u1 d1 ) 1
U d 2 + d 1
u1* = . 2
1+
U + d 2 d 1
u 2* = U u1* = .
1+ n
.
U (
).
2
1 :
( 1) 10
( 2) 0, .
Kalai-Smorodinsky
u d2
m
90 0
= 2m = = 1 ( ,
u1 d 1 100 10
2
90). Pareto
U d 2 + d 1 110
U = 100. , u1* = = = 55 u 2* = 45.
1+ 2
1 ( 10 )
2. 2
(
Pareto d 1 = 10
Kalai-Smorodinsky).
u2
100
90 U = u1 + u 2 u 2 d 2 = (u1 d 1 )
45
10 100
55
u1
2
66
3.2
N = {1, 2, ... , n} , n 2 .
( S ) N , S N . S N
. n 2 n
. , N = {1, 2, 3} , 8 ,
{}, {1}, {2}, {3}, {1,2}, {1,3}, {2,3}, {1,2,3}}. n
G ( N , v) v
. ,
(/ , v( S ) ).
:
() v() = 0 ( )24
() v( S S ' ) v( S ) + v( S ' ) , S S ' = (
, ,
).
() -.
3
1 2 3 .
3 . 2 8
, 3 6 .
v(1,2) = 8 3 = 5, v(1,3) = 6 3 = 3, v(2,3) = v(1) = v(2) = v(3) = v() = 0 , v(1,2,3) = 5
(
).
-, /
N .
v( N ). , ,
(
). x = ( x1 , x 2 , ... , xi , ..., x n )
Pareto v( N )
n
. x
i =1
i = v( N ) xi v(i ) i = 1,2,...., n.
S N
v( S ) > xi (,
iS
x ).
Pareto v( N )
24
().
67
v( S ) xi S N .
iS
.
, .
, (
).
4
3 , N = {1,2,3}
v() = v(1) = v(2) = 0, v(3) = 2, v(1, 2) = 9, v(1,3) = 6, v(2,3) = 7, v(1, 2, 3) = 15 .
Pareto
3
x
i =1
i = 15 , x1 0, x 2 0, x3 2.
, ,
x1 + x 2 9 x3 6,
x1 + x3 6 x 2 9
x 2 + x3 7 x1 8.
(barycentric coordinates)
15 ( 3).
(0,0,15)
x1 8
x2 9
x3 2
x3 6
(15,0,0) (0,15,0)
3
68
5 ( )
n .
1.
. N = {1, 2,..., n)
v( S ) = S / 2 S
v( S ) = ( S 1) / 2 S
( S S ).
N 4.
1/2 .
1/2.
N 3.
, n 1 ,
.
n 1 .
, N .
3.3 Sapley
(
). ,
( ;)
.
Nash Kalai-
Smorodinsky n > 2.
. .
.
R n . ,
, v,
nx1 (v) = (1 (v), 2 (v), .... , i (v), ... , n (v)) i (v) /
i.
Sapley (Sapley, 1953)
(/) .
i
v( S )
S (
S ), ceteris paribus. ,
69
V ( S ) V ( S \ {i}) S \ {i} S
i i S N (
V ( S {i}) V ( S }) .
.
.
, ,
.
6
N = {1, 2, 3}
v() = v(1) = v(2) = 0 = v(3) = 0, v(1, 2) = 4, v(1,3) = 7, v(2,3) = 15, v(1, 2, 3) = 20 .
6 (6 )
. (1,2,3), (1,3,2), (2,1,3),
(2,3,1) (3,1,2) (3,2,1). P (i, O )
i O . i
P (i, O ) MC (i, O ) = v( P(i, O ) {i}) v( P(i, O )) .
. 25
O MC (1, O ) MC (2, O ) MC (3, O )
1,2,3 0 4 16 20
1,3,2 0 13 7 20
2,1,3 4 0 16 20
2,3,1 5 0 15 20
3,1,2 7 13 0 20
3,2,1 5 15 0 20
Sapley, ( ) :
n
1. Pareto . (v) = v( N ) ,
i =1
i
/ (
).
2. . i j v( S {i}) = v( S { j ))
S i j , i (v) = j (v) .
.26
3. . i
v( S ) = v( S {i )) S , i (v) = 0. ,
25
MC ( 2, O ) 13 2
. 1 3 7.
MC (1, O ) 4 1
2, ..
26
.
70
i ,
/ 0.
4. . v
(v + ) = (v) + ( ).
.
Sapley v
(v) = (1 (v), 2 (v), .... , i (v), ... , n (v)) 1-4.
i
S !( N S 1)!
1) i (v ) =
S N \{i } N!
[v( S {i}) v( S )].
iS
i (v)
i . v( S {i}) v( S )
i S . , ,
i
i , i
S !( N S 1)!
, ,
N!
. i (v)
i ( , i
).
,
.
, v( S {i}) v( S )
(
S ). S
i S !( N S 1)! S
i N \ ( S {i}) i.
, , N! N
S !( N S 1)! N ! S
S !( N S 1)!
i . ,
N!
i v( S {i}) v( S ) .
i ( i
). i (v) i ,
MC (i, O ) P (i, O ). , i (v)
1
2) i ( v ) = MC (i, O)
N! O
71
( MC (i, O ) O ). 27
7
6
1 21 45 54
i (v ) =
N! O
MC (i, O) 1 (v) = , 2 (v) =
6 6
, 3 (v ) =
6
3
21 45 54
(v ) = (, , ). i (v) = 20 = v(1,2,3). i (v)
6 6 6 i =1
MC (i, O ) Sapley i .
. i (v)
i (v, N ) i (v N \{ j} , N \ { j}) = j (v, N ) j (v N \{i} , N \ {i})
i j
j i .
8
1 2
. w .
, w , .
, .
Sapley ; ;
P (i, O )
O MC (1, O ) MC (2, O )
1,2
w w+
2,1 0
w+ w+
1 = 2 = + w.
2 2
1 (1,2) 1 (1) = 0 = 2 (1,2) 2 (2) = + w w =
2 2 2
. .
Sapley
/ .
N = {1,2, ... , i, ... , n} .
/ c(i )
27
Parrachino, Zara, and Fioravante (2006).
72
c( S ) , S N c( ) = 0. c( S )
/
S . v( S ) = c(i ) c( S )
iS
S
. c( S S ' ) c( S ) + c( S ' ) , S S ' =
-. v( S S ' ) v( S ) + v( S ' ) (
).
n
x = ( x1 , x 2 , ... , xi , ..., x n ) x
i =1
i = c( N ) xi c(i )
i = 1,2,...., n. Sapley
S !( N S 1)!
3) i (c) =
S N \{i } N!
[c( S {i}) c( S )]
iS
i
.
9
N = {1,2,3} .
C1 = 10 ,
C 2 = 12, C 3 = 8 , 1, 2 3, .
.
C12 = 3, C13 = 4 C 23 = 5 .
.
16 ( 3,
2 1). , ,
O MC (1, O ) MC (2, O ) MC (3, O )
1,2,3 10 3 3 16
1,3,2 10 2 4 16
2,1,3 3 12 1 16
2,3,1 0 12 4 16
3,1,2 4 4 8 16
3,2,1 3 5 8 16
38 28
1 = 5, 2 = 3 = .
6 6
73
1. 1 2 1 . 1
/ u1 = x , 2 u 2 ( y ) = ( y )
> 0 , x 1, y 2
k > 0. ( x, y ) = ( x,1 x) ,
0 x 1 . , 0.
Nash.
2 = x(1 x) .
d 2
= 0 (1 x) x(1 x) 1 = 0 (1 x) 1 (1 x x) = 0.
dx
1 1
. x = 1 x = . x = (
+1 +1
y= )
+1
2 .
1
. = 1 , 0.50 . < 1 1
0.50 , > 1 .
= 1 / 2
1. . < 1
/ 2 .
(
/
). > 1 / 2
. (
/
). ,
.
/
.
2. ( 1) ( 2)
.
.
w L . ,
pL wL ( p > w) , p
w w .
Kalai-Smorodinsky.28
28
Chakrabarti (2004).
74
pL w L , 0.
pL , w L .
pL w L
Kalai-Smorodinsky = 1. u =
*
1
2
pL + w L
u =
*
2 .
2
pL + w L p+w
w L =
*
w* = (
2 2
).
.
u2 u 2 d 2 = (u1 d 1 )
pL
U = u1 + u 2
u 2*
wL
u1
u1*
3. ( ). N = {1, 2,3}
(
). 1
3
v( S ) = 1 S >
2
3
v( S ) = 0 S .
2
.
v() = v(1) = v(2) = v(3) = 0, v(1,2) = 1, v(1,3) = 1, v(2,3) = 1, v(1, 2, 3) = 1 .
xi 0 ( i = 1,2,3), x1 + x 2 1, x1 + x3 1, x 2 + x3 1 x1 + x 2 + x3 = 1.
75
,
3
2( x1 + x 2 + x3 ) 3 x1 + x 2 + x3 . , ,
2
Pareto
1.
4. bi (i = 1,2,3) , 1
2 3 b1 < b2 < b3 .
.
3 (
)
v( ) = v(1) = v(2) = v(3) = 0, v(1,2) = b2 b1 , v(1,3) = b3 b1 , v(2,3) = 0,
v(1, 2, 3) = b3 b1.
xi 0 ( i = 1,2,3), x1 + x 2 b2 b1 , x1 + x3 b3 b1 , x 2 + x3 0
x1 + x 2 + x3 = b3 b1 . Pareto
x3 b3 b1 (b2 b1 ) = b3 b2 . Pareto
x 2 b3 b1 (b3 b1 ) = 0
Pareto x1 b3 b1 .
x 2 = 0 .
x1 b3 b1 x3 b3 b2 .
x1 = b3 b1
x3 = b3 b2
x1 = x3 = 0
b , b b1 + b3 b2 .
b b1
( 3) b3 b. 2 ,
, 3
b2 .
5. N = 3
v() = 0, v(1) = 1, v(2) = 0, v(3) = 1, v(1, 2) = 4, v(1,3) = 3, v(2,3) = 5, v(1, 2, 3) = 8.
76
Sapley.
O MC (1, O ) MC (2, O )
MC (3, O )
1,2,3 1 3 4 8
1,3,2 1 5 2 8
2,1,3 4 0 4 8
2,3,1 3 0 5 8
3,1,2 2 5 1 8
3,2,1 3 4 1 8
14 17 17
, (2), (v) = ( , , ).
6 6 6
6. 4 10, 20, 30 40
.
. Sapley
1.29
4
. ,
(.. 1 , 3 4 )
.
(..
2 4).
. ,
.
Sapley ,
. v( S {i}) v( S ) = 0
S Sapley
i. 30 1
((1,2,3), (1,2,4), (1,3,4), (1,2,3,4))
1. (1,2,3) v( S {1}) v( S ) = 1 ( S
2 3). Sapley ( (1))
2!1! 1
1 = 1= ( 1,2,3, 2 3
4! 12
1 : (2,3) (3,2),
S != 2! ( N S 1)!= 1! ). 2
. ((2,4), (1,2,3) (1,2,4))
29
Ferguson (2005).
30
v( S {i}) v( S ) 0 1 .
77
2 . (1)
1!2! 2!1! 2!1! 3
Sapley 2 = 1+ + = (
4! 4! 4! 12
2 4 (2,4),
1 3 2
1 4 2 ).
3 5
3 = 4 = .
12 12
7. 1 2 3
. w .
(1) (2)
, . 0 1 2
. Sapley ;
O MC (1, O ) MC (2, O ) MC (3, O )
1,2,3 ( 2)
w w ( 2) + 2 w
2,1,3 ( 2)
w w ( 2) + 2 w
1,3,2 (1)
w (2) (1) + w ( 2) + 2 w
2,3,1 (1)
(2) (1) + w w ( 2) + 2 w
3,1,2 0
(1) + w (2) (1) + w ( 2) + 2 w
3,2,1 0
(2) (1) + w (1) + w ( 2) + 2 w
, (2),
1 1 1
1(v) = 2 (v) = (6 w+ 2 (2) (1)) = w+ ( (2) (1)) + (1)
6 3 6
1
3 (v) = ( (2) + (1)).
3
(1).
1
: (,1), (2,1), (3,1), (2,3,1) (3,2,1) .
, Sapley 1
0!2! 1!1! 1!1! 2!0!
1 (v ) = ( w 0) + (2 w w) + ( (1) + w) + ( (2) + 2 w (1) w)
3! 3! 3! 3!
1 1
= ( (2) (1)) + (1) + w .
3 6
78
8.
. C = 10000 .
1 3000 , 2 4000 , 3 2000 4
5000 (,
). u1 = 5000 , u 2 = 3000 ,
u 3 = 4000 u 4 = 2000 1, 2, 3, 4, .
; ,
.
14000.
10000.
() 4000 .
v( ) = v(1) = v(2) = v(3) = v(4) = v(1,2) = v(1,3) = v(1,4) = v(2,3) = v(2,4) = v(3,4) = 0,
v(1,2,3) = 2000, v(1,2,4) = 0, v(1,3,4) = 1000, v(2,3,4) = 0, v(1,2,3,4) = 4000 .
Sapley
2!1! 3!0!
1 (v ) = ((v(1,2,3) v(2,3)) + (v(1,3,4) v(3,4))) + (v(1,2,3,4) v(2,3,4)) = 1250
4! 4!
2!1! 3!0!
2 (v ) = (v(1,2,3) v(1,3)) + (v(1,2,3,4) v(1,3,4)) = 916.7
4! 4!
2!1! 3!0!
3 (v) = ((v(1,2,3) v(1,2)) + (v(1,3,4) v(1,4))) + (v(1,2,3,4) v(1,2,4)) = 1250
4! 4!
2!1! 3!0!
4 (v ) = (v(1,3,4) v(1,3)) + (v(1,2,3,4) v(1,2,3)) = 583.3 .
4! 4!
79
Sapley .
i u i t i , t i
.
i = u i t i t i = u i i , i = 1,2,3,4.
4
t1 = 3750, t 2 = 2083.3 , t 3 = 2750 t 4 = 1416.7 t
i =1
i = 1000.
9. N = {1,2,3} ... .
72000 .
20000 , 40000 60000 1, 2, 3,
.
;
v( ) = v(1) = v(2) = 0 ( 1 ( 2)
72000 ). , v(3) = 12000 ( 1
2 12000 3).
, v(1,2) = 12000 , v(1,3) = 32000 , v(2,3) = 52000 v(1,2,3) = 72000.
Sapley
1!1! 1!1! 2!0!
1 (v) = (v(1,2) v(2)) + (v(1,3) v(3)) + (v(1,2,3) v(2,3))
3! 3! 3!
1!1! 1!1! 2!0!
= (12000) + (20000) + (20000) = 12000
3! 3! 3!
1!1! 1!1! 2!0!
2 (v) = (v(1,2) v(1)) + (v(2,3) v(3)) = (v(1,2,3) v(1,3))
3! 3! 3!
1!1! 1!1! 2!0!
= (12000) + (40000) + (40000) = 22000
3! 3! 3!
2!0! 1!1! 1!1! 2!0!
3 (v) = (v(3) v() + (v(1,3) v(1)) + (v(2,3) v(2)) + (v(1,2,3) v(1,2))
3! 3! 3! 3!
.
2!0! 1!1! 1!1! 2!0!
= (12000) + (32000) + (52000) + (60000) = 380000
3! 3! 3! 3!
1. 20000
18500 . 21000 .
Nash
.
2. 2
( 0)
Nash Kalai-Smorodinsky. ; .
80
3. N = 3
v() = 0, v(1) = 1, v(2) = 0, v(3) = 1, v(1, 2) = 4, v(1,3) = 3, v(2,3) = 5, v(1, 2, 3) = 8.
4. N = 3
v() = 0, v(1) = 1, v(2) = 1, v(3) = 1, v(1, 2) = 3, v(1,3) = 2, v(2,3) = 4, v(1, 2, 3) = 5.
5. n > 3 1
n 1 .
. Sapley
k (k ).
6. n ( n 3 )
. 1 2n 3
2 . 1.
Sapley .
7. N = {1,2,3,4} 1 2 3
4 . 1 2 2 4 ,
. 3 8
1 2. 4
6 1
2.
Sapley.
8. (, , )
.
. 100, 90 80 , ,
. .
, ,
.
.
81
80
30
20
60
70
20
50 60
50
9. 5 . 1 44%
14% .
Sapley 1.
82
4.
4.1 /
,
. / ( )
,
, (), ( )
.
1 ( )
.
.
() ().
( )
(.. ) () (C).
C.
()
()
(0, 5) ()
C
() ()
T C T C
1.
,
. .
( ). .
.
. ()
().
() .
,
83
. (
)
( ).
.
,
:
1) .
2) .
( ) .
2 .
2.
.
, ,
.
3) .
2 .
.
2.
()
.
2 ( )
()
. 1
,
84
.
3.
()
(0, 5) ()
C
()
T C T C
(-2,-1)
(-3,1) 3 (-0.5,-3) (1,2)
C .
, C
.
( )
. , ( )
(.. )
.
:
1)
2) .
,
()
(
).
,
. ,
C ( )
C ( ) , ,
.
()
.31
4 4
. 4
31
, .
85
. ,
.
L
R L R
M
4.
L
R L R L R
4.
4
.
(), .
()
.
- .
.
(() ())
(() ()).
.
, () () ,
().
3 ( ) 32
() (). .
()
32
(2002).
86
().
(3,1)
. 5
(15,0)
()
() (0,9)
(12,6)
() (1,1)
(3,0)
()
(0,3)
()
(2,2)
5.
433
7, L R .
L' R ' .
()
L R
() ()
L' R' L' R'
()
()
33
R. Gibbons (1992).
87
R R '
L'' R '' . ().
(() ()).
, () () .
(.. ).
.34 ,
.
.
5 ( , )
()
. ()
p = 0.5 .
() ().
()
(). 8.
(() ())
.
(() ())
.
p=0.5 ( p=0.5 (
) )
() ()
Y
Y N () N
()
Y N Y N Y N Y N
34
, / - .
88
4.2
(.. -
, -) .
(
).
.
.
,
,
.
()
L
D
(4,4)
()
L
D
(10,0)
()
L
D
(1,-10)
(3,1)
, 9, 4
. , L ()
. , D () L
() . , D () (),
, L () .
D
.
(() ())
. 22
=4
89
. ,
S A = {LL, LD, DL, DD} .35
LL ()
().
() .
21 =2
S B = {L, D} . LL : L
L D
D .
.
, LL LD
(). ,
() L () (
() ).
(
) .
.36 L
()
().
L , (), 4 (
L ()) < 10 (
L ()). ()
().
L
(), L ().
L ()
().
, .
.
, ,
.
7
6
35
.
36
Nash
.
90
() L D
() ()
L L 4,4 4,4
L D 4,4 4,4
D L 10,0 1,-10
D D 10,0 3,1
8
3
() ()
() () ()
3,1 3,1 15,0 15,0
3,1 3,1 15,0 15,0
0,9 0,9 12,6 12,6
0,9 0,9 12,6 12,6
1,1 3,0 1,1 3,0
0,3 2,2 0,3 2,2
1,1 3,0 1,1 3,0
0,3 2,2 0,3 2,2
3 ,
23 =8. 3
22=4. :
, ,
. :
.
.
()
.
4.3 - Nash
( )
.
() .
.
,
.
()
91
( ,
, Nash).
Nash, , o
. 2
() C
() ()
0,5 0,5
C 0,5 0,5
A
E -2,-1 -3,1
E C -0.5,-3 1,2
B A (T ) = OT OC , BA (C ) = EC , BB (OT ) = T C ,
BB (OC ) = T C , BB ( ET ) = C BB ( EC ) = C Nash
. (OT , T ) , (OC , T ) ( EC , C ). ,
Nash
. ,
(OT , T ) (OC , T )
(
).
,
,
. , 1 C 1 .
C, 3 2 C.
, (-
).
Nash - ( - ).
. ,
. ,
,
( ).
Nash .
(OT , T ) (OC , T )
,
.
- Nash
. -
-.
- G
:
92
1)
.
2) ( )
.
3) x -,
x (, -
).
()
()
()
()
C
C
()
()
T C
C T C C
10 10
()
()
C
()
C T C
10
-.
, - -.
-
. 10, 10 10,
93
2
-.
()
L R
() ()
L' R' L' R'
()
()
11
11 - 4
() . 11
- .
R R ' . () (..
() -)
, .
U u
D d
l r l r
12
94
- Seltens Horse
12.
F - G. (1)-(3),
F -
. , SG , G
F, -
G. SG - F
S G / F . 13
-
(). ET
ET / F = T . OC
() ( - F).
sG* - Nash
, S G* / F , - F G Nash
F. -
Nash - / (
()
(0, 5)
()
C
()
F
T C T C
13
).
Nash, (OT , T ) , (OC , T ) ( EC , C ) .
(),
. Nash
- .
F 13 - (
)
(
Nash). - F
95
T C
T -2,-1 -3,1
C -0.5,-3 1,2
Nash (C , C ) .
( EC , C ) -, -
(OT , T ) (OC , T ) -.
Nash
-. Nash
- , -
- .
, Nash,
(,
Nash). Nash (OT , T ) (OC , T )
() ( 14).
() (OT , T ) (OC , T )
- F. F
( Nash (OT , T ) (OC , T ) ). To
( EC , C ) ( ()), C ( ()) C (
()). -
F F
( Nash ( EC , C ) ).
Nash (OT , T ) (OC , T ) ( C)
- . O
(T C) , 5.
, .37
, . -
-
. (OT , T ) (OC , T )
. , -
-.
- Nash
- (
).38
37
.
38
Nash
.
96
Nash
(EC, C)
Nash ()
(OT,T)
(OC,T)
(0, 5)
()
C
()
F
T C T C
14
4.4
.
( ,
).
- /. (
Nash -)
-
- ,
.
:
1)
Nash - (
-).
2) Nash -
-
97
Nash - .
.
3) 1 2
.
Nash -.
4)
Nash -
, 3
- . -
Nash
-
.
-
. Nash -
(C , C ) (1,2). -
Nash
()
(0,5) (1,2)
15
.
.
( , E () C () , C
()) Nash - ( Nash
) ( EC , C ) .
-.
, C. O ,
( )
(
, -).
, .
B A( a ) ( B A( ) (C ), B B( ) (C )) = B A( a ) (C , C ) = E.
8 ( Rosenthal)
(s) (c).
c, (
98
) s.
.
(4,5)
(3,4)
() s
(2,3) s
() 2
s
2 c c
()
2 c c
c () 1 (6,4)
c ()
1 s
1 (5,3)
s
() (4,2)
s
(3,1)
16
( ). 16
. , ,
( ).
5 - ((), (), (), (), ()). - (
()) .
2 s Nash
- . -
Nash
( 17).
- () 1
s Nash - .
Nash
-
s.
Nash
99
1 2
() () () () () ()
s s s s s S
, 1 ( ).
(3,4)
(2,3) s
()
s (4,5)
2 c
()
2 c c
() 1
c c
1 () s
(5,3)
() 1 s
(4,2)
s
(3,1)
17
1 ( 2)
.39
-
( ). s
1
c, 2 s. , , 2
c. c 1
- ( 2
). , c 1, 2
.
-
39
50
.
100
( s c). , 2 c 1
, ()
.
1 2 s. , 1
c c. ,
s c.
.
.
Rosenthal Nash
-
.
. ,
,
( , .. 30 50) .
4.5
.
.
.
.
.
- ( ).
(
) ( )
1 .
9 ( )
1 2 (,
M1 , 0 M 1 1 , ). 2
(Y) (N) .
, 1 M1 2 1 M1.
0. 2
- 1.40
, 1
[0, 1]. M1
-. ,
-, - 2
. 18
40
(..
0).
101
()
( M1 ,1 M 1 )
()
M1
1 2
(0, 0)
18.
. -
(), 2 1 M1 0 M 1 1.
-, 1 M1 [0, 1]
. M1 = 1.
- ( M 1 = 1, ( M 1 , 0 M 1 1 )).
2 M1 = 1 ,
M1 ( - 2 ).
(
-) Nash. 2 (
M1 0.1 M1 > 0.1 ). ( M1 = 0.1 , ( M1 0.1
M1 > 0.1 )) Nash. , 2
1 . , 1,
2 . , Nash -
2 ()
M1 > 0.1 . ,
Nash ( M1 = a , ( M1 a M1 > a )), 0 a 1.
- a = 1.
1.
10 ( )
1 2 M1 , 0 M 1 1 .
2 (Y) (N). 2
, 1 M1 . ,
0 M 2 1 M 2 2
1. 1 () ()
. 1 M 2 , 2 1 M 2 .
, 0.
( ).
0 < < 1 .
.
19.
102
(M 2 , (1 M 2 ))
( M1 ,1 M 1 )
() ()
M1
1 2 ()
2 1
M2
()
(0, 0)
1 1 2.
0.9, 2
1. To
1 M 1 = 1 .
-
. ,
s * -
i - F i
F (, )
i
s * i F.41
() 1 -
( ()
2) 1 2
1 1 . 1
1 2 , 1
() 2, 1 0. () 1
-
2 0 (
). 1 1
2
. 2 () 1
( () 1)
1 0 2 ()
(1 0) = . () 2 1
41
Nash - (,
).
-,
Nash .
103
0 2 . , 2
.
11 ( Rubenstein)
O . 1
2
. 1 2
, ... .
, 0 < 1 , 2 < 1 (-
). 1.
. 20 - (F1 ,
F2, ...)
.
() F1
1
M1 ()
F2
2 2
M2
() F3
1 1
M3 F4
()
2 2
20.
. , F1 1
2
. - F3
- 1.
, -
. F1 -
. ..
104
F1 F3 F3
12 1
. - ( 2
) .
( M , 1 M )
F1 -
(
). - F3
(12 M , 22 (1 M )) . ,
21.
()
1
M1
() ()
2 2
M2
( M 1, 1 M 1 ) () 1 (12 M , 22 (1 M ))
(1M 2 , 2 (1 M 2 ))
21
() 1 2 1M 2 12 M M 2 1M . 2
() M 2 = 1M 1 1M .
() 2 1
1 M1 2 (1 1M ) M 1 1 2 (1 1M ). 1 ()
M1 = 1 2 (1 1M ) 2 1 M1 = 2 (1 1M ).
- , ,
105
1 2
() () () ()
M1 = 1 2 (1 1M ) M 2 M1 M 2 = 1M .
M 2 1M . M1 1 2 (1 1M )
1 2
M 1 = M 1 2 (1 1M ) = M M =
1 1 2
2 (1 2 )
( 1 ) 1 M = ( 2
1 1 2
).
1.
. , 1 2.42
1
.
.43
, ,
.
M (t )
, t ,
1 M (t )
1 2 (t )
. t 0 k 2 / k1
2 (t )(1 1 (t ))
d
k i = i , (i = 1, 2)
dt
.44 , t 0
(
).
0.5
0.5 .
-
.45 1
() M 1 < 1 2 (1 1 M ) (
42
, 1 = 0.7 < 2 = 0.75 , 1 0.53.
1
43
lim 1 ( ) = 0 .5 .
1 2
44
L Hopital (
1 (0) = 2 (0) = 1).
45
- .
106
2 ), 2 1
( ). 1
M 1 > 1 2 (1 1 M ) 2 1
2 () M 2 = 1M
12 M < M ( ). 1 ()
2 M 2 = 1M 12 M
( ). ,
1 2
1 . 2 ()
1 2 (1 1M )
() 2 M 2 = 1M 1
2 2 (1 1M ) ( ). ()
2 1 1 M 1
2 ( ). 2
1 1 M , 1
2 22 (1 M ) 2 (1 1M ) = 1 M
( ). , 2
.
- .
50/50
( ) . ,
.
.
4.6
.
,
.
.
.
. -
.
Nash
(, )
107
( , ).
.
,
.
:
- .
4.6.1
12
,
S A = S B = {U , D} u A (U , U ) = u B (U , U ) = 2 , u A ( D, D) = u B ( D, D) = 1 ,
()
U D
()
U D U D
() () () ()
U D U D U D U D
() () () ()
U U U
U U U U U
D
D D D D D D D
4 2 5 3 2 0 3 1 5 3 6 4 3 1 0 2
4 5 2 3 5 6 3 4 2 3 0 1 3 4 1 2
22.
u A ( D, U ) = u B (U , D) = 3 , u A (U , D) = u B ( D, U ) = 0 , t = 0
t = 1 t = 0
t = 1 ( 22).
( ).
Nash, (D, D),
108
(U, U).
S = {(U ,U ), (U , D ), ( D,U ), ( D, D )} .
S ,
.
( (), (), () ()) () -
. , ,
Nash (D, D).
- .
-
Nash
() () () () () () () () () ()
D D D D D D D D D D
H (U, U) -
.
Nash
(, (D, D)).
t = 1 (
).
t = 1
(D). t = 0 .
t = 1
t = 0
t = 1 .
G (T ) (
G )
Nash,
- G (T ) G
Nash G . G Nash
- G (T )
G Nash G .
4.6.2 -
12
.
t 0 , t + 1 p.
i = A, B t
uit t 0. ,
ui = ( p t )(uit ) ,
t =0
t
p t .
109
0 < < 1. , i
u i = t u it . (
t =0
, )
. , ,
- ( )
.
- (
G (, ) ) t
t 1.
-
(..
). ,
, G (, ) - t
t 1. ,
, - G (, )
G (, ) .
G (, ) G 12
: 46
) ,
t = 0 i = A, B U
t > 0 i = A, B U U
D .
-
Nash .
t = 0 t > 0 U
( )
2
PV Aa = 2 + ( )(2) + ( 2 )(2) + ........ = (2) t = .
t =0 1
D
( )
PV A = 3 + (1) + 2 (1) + ........... = 3 + ( ) t = 3 + .
t =0 1
U () PV Aa PV A 0.5.
(
) D ( )
46
Schwatz (2004).
110
1
PV A = .
1
U (
)
PVA = 0 + (1) + 2 (1) + ........... = ( ) t = .
t =0 1
PV A > PV A (,
).
.
. t = 0
t > 0
. t > 0
D .47 0.5
Nash
-
(, -
G (, ) ).
.
D ( U)
. U
().
) ,
t = 0 i = A, B U
t > 0 i = A, B D ( ) t 1
D. U.
D t 1
. .
t > 0 4 . ,
t 1 (U,U). (D,U), (U,D)
(D, D). , t 1 (U,U) (D, D)
U t . (U,U) (D, D),
. (D,U)
(U,D) t 1 D t .
- Nash .
1
(U, U)
47
t = 0 t > 0
U. U t = 0
0.5 (U,U)
.
111
1. t 1 (U, U) (D, D)
O
t U U 2 D U 3
t +1 U U 2 D D
t+2 U U 2 2 U U 2 2
t +3 U U 2 3 U U 2 3
. . . . . . .
. . . . . . .
PV Aa =
2 2 2
PV A = 3 + +
1 1
2
(D,U)
(U,D).
2. t 1 (U, D) (D, U)
O
t D D 1 U D 0
t +1 U U 2 D D
t+2 U U 2 2 U U 2 2
t +3 U U 2 3 U U 2 3
. . . . . . .
. . . . . . .
2 2 2
PVA = 1 + PVA = +
1 1
PV A PVa 1 + (1 + )
( ).
-
Nash (U, U) (D, D) t 1
. 48
) (Tit for Tat),
t = 0 i = A, B U
t > 0 i = A, B t 1.
48
12.
-
U ().
112
3. t 1 (U, U)
O
t U U 2 D U 3
t +1 U U 2 U D 0
t+2 U U 2 2 D U 3 2
t +3 U U 2 3 U D 0
. . . . . . .
. . . . . . .
PVAa =
2 3 2
PV A = 3 +
1 1 2
4. t 1 (D, D)
O
t D D 1 U D 0
t +1 D D D U 3
t+2 D D 2 U D 0
t +3 D D 3 D U 3 3
. . . . . . .
. . . . . . .
1 3
PV A = PV A =
1 1 2
5 (D, U).
PV A PV A 0.5. 6
(U, D). PV A PV A 0.5.
= 0.5.
Tit for Tat - Nash
= 0.5. 49
49
12.
Tit for Tat - .
113
5. t 1 (D, U).
O
t U D 0 D D 1
t +1 D U 3 D D
t+2 U D 0 D D 2
t +3 D U 3 3 D D 3
. . . . . .
. . . . . .
3 1
PV A = PV A =
1 2
1
6. t 1 (U, D).
O
t D U 3 U U 2
t +1 U D 0 U U 2
t+2 D U 3 2 U U 2 2
t +3 U D 0 U U 3 3
. . . . . . .
. . . . . . .
3 2
PV A =
2
PV A = 3 +
1 2 1
4.7
(
50
). ,
-
Nash ( - Nash).
50
B
U D
U 4,4 0,6
D 6,0 2,2
50
Gintis (2000).
114
23
.
(0,6)
(4,4)
(2,2)
(0,6)
23.
. ( x, x) ,
2 < x < 4 (2,2) (4,4),
( y, z ) , y + z = 6 0 < y < 6.
(,
.. (U, D) (D,D) ).
Pareto
- ( (2,2) (D, D))
. (
) - Nash
,
Pareto (2,2). ,
- Nash.
-
.
115
. -,
1. - Nash
.
(1,1)
() U () L (7,5)
L ()
() (5,4)
u (-1,-1) S
D
L
d (2,0) S (6,4)
()
() S (6,3)
1 2
1 , -
().
() u D
()
A
U (1,1) (1,1)
D (-1,-1) (2,0)
D (2,0)
116
(
) D.
(D,d)
.
2 - () (),
.
() () LL LS SL SS
()
L 7,5 7,5 5,4 5,4
S 6,4 6,3 6,4 6,3
(7,5)
() L
S (6,4)
L.
(L, LL).
2. ( ). (R)
(F)
(r). (W)
(A) (A). R W
,
.
(B),
().
117
R ()
B NB
()
W W ()
NA
A NA A
(1,0) R ()
(-1,-1) (1,0)
F r
(-1,-1) (0,1)
- Nash.
- () Nash ,
r. , -
() Nash , . - ()
Nash , .
, - (), Nash
. , - (r, NAA)
.
.
. ,
.
3. ( 1, 2 3)
(y) (n). b>0 .
, ,
c, 0<c<b.
.
.
) .
118
) Nash
51
3
y n (b-c, b-c, b)
()
y (b-c, b, b-c)
y 2 n ()
() 3 (-c, 0, 0)
n
1
y
n y (b, b-c, b-c)
3
n
2 () (0, -c, 0)
()
n
y
(0, 0, -c)
()
3
n (0, 0, 0)
) 6 - 4
( (), (), (), ()) . -
3 Nash n, y, y n,
. -
Nash
51
Gintis (2000).
119
(b-c, b-c, b)
y
()
y 2 n
(b-c, b, b-c)
()
1
n
y (b, b-c, b-c)
2
()
n
(0, 0, 0)
- () (), 2 . Nash
n y, . - () ()
Nash
(b-c, b, b-c)
() y
1
n
(b, b-c, b-c)
() 1 n.
- Nash
1 2 3
() () () () () () ()
n n y n y y n
1 (b)
2 3 (b-c). , .
,
.
120
4. 1, 2 3
1 ()
() 2 (1,1,2)
()
3
(2,1,0)
(0,0,0)
(0,0,1)
- Nash .
( 3 )
2
2,1,0 0,0,1
1 1,1,2 1,1,2
( 3 )
2
2,1,0 0,0,0
1 1,1,2 1,1,2
Nash
(, , ), (, , ), (, , ) (, , ). (, , )
(, , ) - Nash
- (). (, , )
121
- (, ) Nash -
(). -
3
1,0 1,0
2 0,1 0,0
Nash , ( ). ()
- Nash () -
() () -
().
5. - Nash
()
1
()
1
0,2 U R
2 () 2
R
U R U
- -
(). -
2
U R
U -6,-6 -1,1
1 R 1,-1 -3,3
52
Nash .
122
3 -
Nash. (ER,U), (OU,R) ((O,U;2/9), (U;2/9).
1
() (),
2 ().
6. - Nash
()
y
n
()
y n y n
()
(r,r) (D, 2r-D) (2r-D, D)
n
y
()
y y
n n
(R,R)
(D, 2R-D) (R,R)
(2R-D, D)
R>D D>r>D/2.53
- -
(). -
53
Gibbons (1992).
123
y N
y R,R 2R-D,D
n D,2R-D R,R
Nash , (y,y). -
()
y
n
()
y y
n n
y N
y r,r D,2r-D
n 2r-D,D R,R
7. ( ) 1 2
n .
1 .
. -
54
Nash .
124
n = 1 , n = 2 , n = 3 n = 4.
- n ;55
n = 1 n = 2 , -
1 . n = 3 ,
1 2
. , - .
1 . n = 4 ,
- . , 1
, 2 1 ,
1 , 2 1 .
1.
n , 1 n = 1,2,4,5, ....... 2
n = 3,6,9, .......... . . n = 1,2,4 1,
n = 3 2.
n 1 . n 3 1
, - 2
n 1 n 2 (
1), n 1 n 2
3. , -
n 3
- ( 2).
- n 1 n 2 ,
1
1 2
(-1,1) (-1,1)
1
2 . n 3, n 1
n 2 ( ) 3. - n 1
3 ( 1).
- 1
1
1 2
(1,-1) (-1,1)
55
Slantchev (2004).
125
. n 2
3 1
1 2
(-1,1) (1,-1)
8. ( )56 ( )
V .
(F)
(S).
1. t s
, .
.
( ).
- .
t s
s
1
L(t s ) = (1 + + 2 + ..... + t ) ,
ts
B (t ) = L(t ) + V .
s s
t s L(t s ). -
( F , F ). -
t s Nash . ,
1 2 2
1 . t s
.
, - .
1 S 2 F 1
F 2 S.
. 1
t p 1 p.
. ,
0, 1, 2, .
1 . , ,
1 2. 2
56
Schwartz (2004).
126
1. 1 0
1
. - 0,
( p )(V ) + (1 p )(1) ,
2
2 .
1 p = ( p )(V )
1
. , p =
1+V
(,
).57
9. .
W,
0. A = e1 + e2 .
1 e1 . 2
.
ei2 , i = 1,2 . Nash
A W.58
2 u 2 = W e22 .
u 2 = W e22 = W ( A e1 ) 2 0
A W e1 A. 2, 1
e1 > 0 [ A W , A] u1 = W e12 0
e1 W . : () A W > W
A > 2 W ( 2 1
1).
0 0. () 2 W > A > W (
2 1
1
1 ).
. 1
2 ( A W ) 2 ( W ) .
1 W ( A W ) 2 0, 2
0. () A = W ( 2 1 ).
1 0 2 e2 = A . 1
57
0 1
t 1 t.
58
Chakrabarti (2004).
127
W 2 0. () A < W . 1 0
2 W A 2 .
10. ( )
(z ) u ( y ) , , z
y .
.
, r .
, z = z (r )
z ' > 0 y = y (r ) y ' > 0.
, t ,
r .
u ( y t ) + ( z + t ) , > 0.
( z + t ) .
(, ), r
, z + y.
. r -
. ,
.
Maxt u ( y t )) + ( ) ( z (r ) + t ))
u ' ( y (r ) t ) + ( ) ' ( z (r ) + t ) = 0 (1) .
(1)
t = t (r ).
(
).
Maxr ( z (r ) + t (r )))
' ( z ' + t ' ) = 0 z ' + t ' = 0 (2) ( ' > 0 )
(1) r ( t = t (r ) )
u '' ( y ' t ' ) + '' ( z ' + t ' ) = 0 (3) .
(2), , (3)
u '' ( y ' t ' ) = 0 ( y ' t ' ) = 0 (4) ( u '' < 0).
y ' = y ' + t ' + z ' ( (2)) y ' t ' = y ' + z ' . (4)
y ' + z ' = 0 ,
.
128
,
, Q1 ( p ) = p. p,
R ( p ) = D( p ) Q1 ( p ) = a (b + 1) p ( ).
= R ( p ) p C 2 ( R ( p )) = ((a (b + 1) p ) p c(a (b + 1) p ).
p a 2(b + 1) p + c(b + 1) = 0 .
a + c(b + 1)
, p* = .
2(b + 1)
a c(b + 1)
Q2* = . ,
2
a c(b + 1) a + c(b + 1)
Q * = Q2* + Q1* = + .
2 2(b + 1)
12. ( )60
.
D ( p ) = 1 p ( p )
( ) c .
w
( ). , , ,
Nash .
p
1 = ( p w)(1 p ) .
1+ w 1 w
p = , , q = .
2 2
w
1 w 1+ c
2 = ( w c)(1 p) 2 = ( w c)(1 ) w* = .
2 2
59
Varian (1992).
60
Tirole (1988).
129
3+c 1 c
p* = q * = .
4 4
(1 c) 2 (1 c) 2
1* = 2* = .
8 16
13.
u l (q l ) + w u h (q h ) + w u l (q ) < u h (q ) u l' (q ) < u h' (q ) ,
q w
.61
(l)
(h). ( ) c.
Nash .
i = l , h
u i (qi ) pi 0 , p i
q i . , i = l , h , -
( p i , q i ) - (pj,qj )
u i (qi ) p i u i (q j ) p j ( ).
4 . ,
u h (q h ) p h = 0 . p h u h (q h ) u h (q l ) + p l u h (q l ) p l
u l (q l ) < u h (ql ) p l u l (ql ) p l 0 .
u h (q h ) = p h p h = u h (q h ) u h (ql ) + pl
u h (q h ) p h = u h ( ql ) p l . u l (q l ) pl = u l (q h ) p h
pl = u l (q l ) u l (q h ) + p h . p h
pl = u l (q l ) u l (q h ) + u h (q h ) u h (q l ) + p l u l (q h ) u l (q l ) = u h (q h ) u h (ql ) .
u (q ) < u (q ) .
'
l
'
h
u l (q l ) pl = u l (q h ) p h u l (q l ) p l = 0 .
= ( p l cq l ) + ( p h cq h )
p h p l
= (u l (q l ) cql ) + (u h (q h ) u h (q ) + u l (q l ) cq h ) .
u l ( q ) < u h (q ) u l ( q ) < u h (q ) ,
61 ' '
, ,
(Tirole, 1989). q w,
dw
l = u l (q )
dq
dw
h = u h (q ) q (
dq
l h ).
130
q l q h = u l' (q l ) c + u l' (q l ) u h' (ql ) = 0 = c + u h' (q l ) = 0 .
q l q h
Nash
, .
. ,
14. ( )62 1
M1 0 M 1 1 2. 2 . , 2
M 2 0 M 2 1 . 1 . 1
,
1 A
2 1 A . , 0 < 1 , 2 < 1 .
- Nash .
()
1
M1
() ()
2 2
M2
( M 1, 1 M 1 ) () 1 ( 12 A, 22 (1 A))
(1M 2 , 2 (1 M 2 ))
- 1 M 2 1M 2 12 A M 2 1 A.
2 () M 2 = 1 A 1 1 A .
- () 2 1
62
(2002).
131
1 M1 2 (1 1 A) M 1 1 2 (1 1 A). 1 ()
M1 = 1 2 (1 1 A) 2 1 M1 = 2 (1 1 A).
-
1 2
() () () ()
M1 = 1 2 (1 1 A) M1 M 2 = 1 A.
M2
M1 1 2 (1 1 A)
M 2 1 A.
15.
B
U D
U 2,2 0,3
D 3,0 1,1
D U
, k 2
-
.
,
t = 0 i = A, B U
t , t + 1, t + 2, ....... , t + k 1 ( k 2) i = A, B D
( ) t 1 D. U.
, (U, U) (D, D) (D,U)
2
(U,D). , PVAa = .
1
t D,
k k
2 k +1
PVA = 3 + + 2 = 3 + + .
=1 = k +1 =1 1
PVAa PVA 2 3 2 + k +1 k +1 2 + 1 0 ,
k 2.
- k . , k = 2
0.62. 0.5 k .
,
132
k 1 k 1
2 k
PVA = + 2 = + 1
,
=0 =k =0
k 1 k 1
2 k
PVA = 0 + + 2 = + 1 .
=1 =k =1
. k 2
-
, .
16.
B
U D
U 5,5 -3,8
D 8,-3 0,0
D
U
.
D U p > 0.
D k
( k p ) - .
, (,
D )
.
, U
,
D.
U.
D,
(8)(1 p ) + ( k +1 )( ) , p
k .
,
(8)(1 p ) + ( k +1 )( ) ( )(1 k +1 ) (8)(1 p ).
= (1 p )( p )(3 + ( k +1 )( )) + (1 p ) 2 (5 + ( )( )) + ( p )[(1 p )(8) + ( k +1 )( )].
t = 0 U ( 1 p ) (
p ) k .
.
t = 0 U ( (1 p ) 2 )
5
. .
, t = 0 ( p ) U, o A
133
8, 0
k .
.
(5)(1 p )
= .
1 ( )(1 p ) 2 ( k )( p )(2 p )
p = 0.15 , = 0.95 k = 0
= 85 87.55. k = 1
67.27 67.51, k = 2 56.14 54.93,
. , -
k = 2.
. -,
1. -
(0,0,2,1)
(1,2,4,4) u
4
U U
d (2,2,0,0)
1 3
u u (2,2,0,0)
D 2 D 4
d d (0,0,2,1)
(2,1,3,3)
(40,0)
l (0,30)
m
(30,0)
(0,10)
l
h l
m (30,0)
m
l (10,0) h
h
m (10,0) (0,10)
h
(10,0)
134
2 (2,-1,2)
3
(1,1,1)
2
1
(-1,1)
y
n
y (1,-1)
y (1,-1)
y n
n (-1,1)
y
y (1,-1)
n n
(-1,1)
y
(-1,1)
n
n (1,-1)
135
1
U
D
(2,2)
2
L R
(3,1)
1
u d
2 2
l r l r
(0, 2)
L R
L R L R
1 ()
()
2 2
L L
H H
() ()
(0,25) 1 1 (25,0)
A N N
A
(-20,-30)
(10,5) (0,0) (0,-30)
136
()
L R
()
l r l r
() ()
(0,25) (25,0)
L R L R
2. ( )
() (F),
() (B).
.
.
. ,
() (). ,
2. ,
F B
F 3,1 0,0
B 0,0 1,3
- Nash .
3. ( ) n m > n
. . 1
, 2 , ... .
.
( )
. ,
.
,
137
.
- Nash ;
. ,
4. ()
()
.
. .
. ,
.
,
.
0.
1/3 . -
.
5. ( ). 1, 2 3
. 1 M 2 M 3 2
3 . ,
. , 2 ...
.
- .
6.
B
U D
U 60,60 36,70
D 70,36 50,50
: )
) Tit for Tat -
. -
D
; ,
;
7.
B
U D
U 2,2 0,3
D 3,0 1,1
t = 0 i = A, B U
138
t > 0 o i = A, B U U
= 0, 1, ....., t 1 D, . , ()
D ()
D .
12.
-
;
8.
B
C D
C 3,3 0,5
D 5,0 1,1
,
t
0 t 1 p.
. p -
.
9. 1 2
2
C D
1 C 2,2 0,3
D 3,0 1,1
(0, 1) .
- Nash.
;
10. q , 0 q 1 .
qc ,
D = 4 + 6qc p , p .
2 + 6q 2 . p q.
. q qc
t = 0, 1, 2, ......, t 1 t ,
q < qc .
, qc
.
139
5. -
5.1 -
. , ()
.
( ).
.
.
-
. . ,
(
) . ,
( )
. ,
() .
,
. -
,
,
.
-
Harsanyi (
Harsanyi Nobel ).
- -
. Harsanyi
,
.
, / .
. , ,
a priori ( )
. /
( / ).
( )
- Bayes.
. /
,
,
- .
140
5.2 -
. ,
i
. ,
,
( )
, , .
, - :
) , = {1, 2, .., i, , n}
) , i
) , Ti = (t i1 , t i2 , ..., t iK ), i = 1, 2, ...... , n
) i
, .
a priori
. ,
, . Pi (t i / t i ) -
t i i
t i Ti . Pi (t i / t i ) Bayes,
P(t i , t i )
Pi (t i / t i ) = P
Pi (t i )
Pi (t i ) = P (t i , t i )
t i
i.
, i
. , Pi (t i / t i ) = Pi (t i )
) .
i . ,
si = si (t i )
) ,
. ,
u i = u i ( s1 (t1 ), ... , si (t i ), .... , s n (t n ) / t1 , t 2 , ... , t n ).
. ,
.
(
) - .
-
( )
i. -
, EU iC
,
. -
i . ,
.
i.
Nash - (
Bayes-Nash)
. ,
{ si* (t i ) }, i = 1, 2, ., Bayes-Nash
i t i , si* (t i ) -
. Bayes-Nash,
,
.
Bayes-Nash .
.
1 63
. ( )
,
.
.
( ) ( ).
.
1/3.
, :
(t B ) (t B2 ) . :
1
(t A ) . a priori
prob(t A , t 1B ) = prob( t 1B ) = 2 / 3 prob(t A , t B2 ) = prob( t B2 ) = 1 / 3.
: (Y) ().
.
(,
) .
, :
(Y (t 1B ), Y (t B2 )) ,
(Y (t 1B ), N (t B2 )) ,
( N (t 1B ), Y (t B2 ))
63
A. Buck (2004).
142
( N (t 1B ), N (t B2 )).
t 1B ( )
Y (t 1B ) N (t 1B )
(-1,2) (1,1)
(0,4) (0,3)
t B2 ( )
Y (t B2 ) N (t B2 )
(-1,-1) (1,1)
(0,0) (0,3)
,
. , ,
.
,
-,
. , -
.
Harsanyi, /
. 64
a priori .
1/3 .
1.
.
64
/
.
. ,
Bayes-Nash .
,
.
143
( 1/3) t B2 t 1B ( 2/3)
Y N Y N
Y N Y N Y N Y N
1. -
Y (t 1B ) Y (t B2 ) Y (t 1B ) N (t B2 ) N (t 1B ) Y (t B2 ) N (t 1B ) N (t B2 )
-1, (2,-1) -1/3, (2,1) 1/3, (1,-1) 1, (1,1)
0, (4,0) 0, (4,3) 0, (3,0) 0, (3,3)
- .
, t A .
(Y , Y (t 1B ) Y (t B2 )) (
) 1 t 1B 1
t B2 . , 2/3 1/3
, 1 (
).65 ,
- ( ). t 1B
(Y , Y (t 1B ) Y (t B2 )) 2, t B2 1.
(2, -1) .
.
65
, -
.
144
Bayes-Nash
.
( N , Y (t 1B ) N (t B2 ))
Bayes-Nash . ,
.
5.3 Bayes-Nash 66
Nash
Bayes-Nash
.
U D
U 2,1 0,0
D 0,0 1,2
Nash ,
U 2/3 D 2/3.
-
U D
U 2 + E A ,1 0,0
D 0,0 1, 2 + E B
E A E B
[0, x] E A E B .
.
T A = TB = [0, x] a priori f ( E A ) = f ( E B ) = 1 / x. 67
Bayes-Nash U (D)
~
E A () E A ,
~
D(U) E B () E B .
. ,
~ ~
U ( x E A ) / x D ( x E B ) / x .
2/3 (
) 0.
U
66
Bierman and Fernadez (1998), Gibbons (1992).
67
E A E B [0, x].
145
~
~ ~ E
p A = pr ( E A > E A ) = 1 pr ( E A < E A ) = 1 A .
x
D
~
~ ~ E
p B = pr ( E B > E B ) = 1 pr ( E B < E B ) = 1 B .
x
U, o A ( )
~ ~ ~
E E E
( B )(2 + E A ) + (1 B )(0) = B (2 + E A ) .
x x x
D ( )
~~
E x
1 B ). , U E A ~
3.
x EB
x
D E B ~
3.
EA
()
~ ~ 3 + 9 + 4x
E A = EB = .
2
~ ~
E E 3 + 9 + 4x
p A = 1 A = p B = 1 B = 1 .
x x 2x
3 + 9 + 4x
, , 1 x (
2x
L Hopital) 2/3.
.
Harsanyi j
i j,
.
. , Nash
BayesNash
( ).
5.4
()
() .
,
,
, ,
() .
146
. ,
. -
,
( ). ,
. ,
.
.
. ,
( )
.68
.
- . , ,
( ) .
( )
( ).
(- ). ,
.
,
.
. ,
.
. ,
()
.
( )
.
,
. i Vi
P (V1 , .. , Vi ,..,.Vn ) = p (V1 )... p (Vi )... p (Vn ) .
. , ,
( Vi = V j i j ).
.
- .
68
.
.
147
.
.
,
.
.
. ,
.
5.4.1 Bays-Nash
, 1 2,
V1 V2 , .
( )
. , , V1 V2
[0, 1].
.
. .
i = 1, 2 bi
, bi = bi (Vi ). Vi bi ,
0. Bayes-Nash
( b1 = V1 / 2, b2 = V2 / 2) .
2 -
1
EU 1C = (V1 b1 ) prob(b1 > V2 / 2) + 0.5(V1 b1 ) prob(b1 = V2 / 2) + (0) Pr ob(b1 < V2 / 2) =
(V1 b1 ) prob(V2 < 2b1 )
( 1
2. V1 b1
prob(b1 > b2 = V2 / 2).
0.5( V1 b1 ) prob(b1 = b2 = V2 / 2) = 0
. 1
2. 0
prob(b1 < b2 = V2 / 2). V2
[0, 1] prob(V2 < 2b1 ) = 2b1 .69
2V1 4b1 = 0 b1 = V1 / 2 (, 1
2
69
V [a, ] , prob(V < x) ,
x [a, ] ( x a ) /( a ).
148
b2 = V2 / 2).
2 b1 = V1 / 2 b2 = V2 / 2 (
( b1 = V1 / 2, b2 = V2 / 2) Bayes-Nash ).
.
.
. ,
.
i
.
1
prob(V2 < V1 ) = V1 , 2 prob(V1 < V2 ) = V2 .
, i = 1, 2
Ri = Vi 2 / 2 .
n>2 . , -
i
n n
EU iC = (Vi bi )( prob(V j < bi )) n 1 = (Vi bi )( bi ) n 1 (i j )
n 1 n 1
n 1
bi = Vi
n
(
).
n 1 n
i Ri = Vi .
n
,
.
Bayes-Nash (b1 = V12 / 2, b2 = V22 / 2). -
1 2
(Vickrey)
,
. Bayes-
Nash Vickrey
( bi = Vi ).70
1 b1 = V1 . b1 b2 .
1 V1 b2 . 1 V1
.
b2 b1 < V1 . b1 < b2 ,
0.
b2 . 2 b2 = V2 .
V2 ,
. V2
. , .
Vickrey
(
).
.
[0, 1]
n 1 n
i Ri = Vi . i
n
Vickery Vi n 1 .
n 1 71
n-1 , Vi . ,
n
n 1 n
Ri = Vi .
n
i .
.
[, ]
.
5.4.2 .
(..
70
.
71
n
[0, 1] m- (n + 1 m) /( n + 1) .
150
). , i wi = V + u i ,
V u i
.
u i (
). wi
V (
V wi = u i < 0) . - (
).
.
151
1. , t A , t 1B
t B2 p = 0.5. U D L R.
t 1B t B2
L R L R
U 3,1 2,0 3,0 2,1
D 0,1 4,0 0,0 4,1
Bayes-Nash .
. , t 1B L t B2
R. , , L
( t 1B ) R ( t B2 ). t 1B (
L) 0.5 t B2 (
R) 0.5. U
2.5 D 2. , Bayes-Nash
(U, LR).
2.
M . ()
(). tiS , i = 1, 2
p = 0.4 t iW 1 p = 0.6.
.
: ) )
( ) .
.
S W .
.
(,
0.24,
0.16
0.36. Bayes-Nash
M = 4 , S = 2 W = 3. 72
72
Schwartz (2004).
152
2 2 2 2
tW
2 tW
2
tW
2
t1S /
t1W
1 1
t2S
t2S t2S
2 2 2 2
(-S, -S) (M, 0) (0, M) (0, 0) (-W, M-S) (M, 0) (0,M) (0,0)
(0, M) (0, M) (0, M)
(t1j , t 2j ), j = S , W
. 1
. ()
(), 2 . , 2
. () (),
1 .
. Bayes
153
,
.
S1 = S 2 = { AA, AN , NA, NN } .
1
2. - 1
(0.4)(0 S ) + (0.6)( M S ) . (0 S ) 1
2, ( M S ) 1
2. 0.4 0.6 , , 2 2
(- 1 ). M S
- 0.4.
1
2. - 1
(0.4)(0 W ) + (0.6)(0 W ) . (0 W ) 1
2 (0 W ) 1
2. 0.4 0.6 , , 2
2 (- 1 ). M S
- 3.
- 1
- 1
2
t2S t2W t2S t2W t2S t2W t2S t2W
t1S t1W
(0.4, -3) (1.6, 1.2) (2.8, -0.2) (4, 4)
1
(0.4, 0) (1.6, 0) (2.8, 0) (4, 0)
(0, -3) (0, 1.2) (0, -0.2) (0, 4)
(0, 0) (0, 0) (0, 0) (0, 0)
-
1 ( )
-
( ). 1
2 , 2 ,
. 2
, , 1 , , , .
(, ) (, ).
3. Cournot i = 1, 2
i = (Qi )(t 2 Q1 Q2 ). 1 t1 = 1 . 2 :
t 12 = 3 / 4 t 22 = 5 / 4 ,
prob(t1 , t 12 ) = prob( t 12 ) = 1 / 2 prob(t1 , t 22 ) = prob( t 22 ) = 1/ 2 .
154
. Bayes-Nash
.73
1
E 1 = (0.5)(Q1 )(3 / 4 Q1 Q2 (t 12 )) + (0.5)(Q1 )(5 / 4 Q1 Q2 (t 22 )).
1 (0.5)(Q2 (t 12 ) + Q2 (t 22 ))
1 (2)(Q1 ) (0.5)(Q2 (t 2 ) + Q2 (t 2 )) = 0 Q1 =
1 2
2
2 -
E 2C = Q2 (t 21 )(3 / 4 Q1 Q2 (t 21 )) t 12 = 3 / 4
E 2C = Q2 (t 22 )(5 / 4 Q1 Q2 (t 22 )) t 22 = 5 / 4 .
Q2 (t 12 ) = (0.5)(3 / 4 Q1 )
Q2 (t 22 ) = (0.5)(5 / 4 Q1 ) . 2
1 Q1 = 1 / 3 .
Q1 = 1 / 3 2 Q2 (t 12 ) = 11 / 24
Q2 (t 22 ) = 5 / 24. Bayes-Nash (1/3, (11/24
5/24)).
4.
1 2
. ( C D
).
2
C D C D
1 C 4,4 0,6 4,6 0,4
D 6,0 2,2 6,2 2,0
Bayes-Nash .
1 D . 2
D C . Bayes-Nash
(D, (D,C)).
5. 1
2. 2 1
. 2 1 .
73
Gibbons (1992).
155
2
C D C D
1 C 4,4 0,6 6,6 2,4
D 6,0 2,2 4,2 0,0
1 2 0<p<1.
Bayes-Nash .
2 D
C . 1
C, (0)(p)+(6)(1-p) ( 2
D, C). 1 D,
(2)(p) +(4)(1-p). H C
1 p<1/2 D . ,
Bayes-Nash (C, (D,C)) p<1/2 (D, (D,C))
.
,
2
CC CD DC DD
C 4p+6(1-p), (4,6) 4p+2(1-p), (4,4) 0p+6(1-p), (6,6) 0p+2(1-p), (6,4)
1 D 6p+4(1-p), (0,2) 6p+0(1-p), (0,0) 2p+4(1-p), (2,2) 2p+0(1-p), (2,0)
2
. H DC
2 1 p ( ).
6. 2 , t 12 t 22 , 1 t1 .
1 t 12 0.9.
2
t 12 t 22
L R L R
1 U 2,2 -2,0 0,2 1,0
D 0,-2 0,0 1,-2 2,0
Bayes-Nash .
156
.
,
U 1 (U , L) = (2)(0.9) + (0)(0.1) = 1.8, U 2 (U , L) = (2)(0.9) + (2)(0.1) = 2
U 1 (U , R ) = (2)(0.9) + (1)(0.1) = 1.7, U 2 (U , R ) = 0
U 1 ( D, L) = (0)(0.9) + (1)(0.1) = 0.1, U 2 ( D, L) = 2
U 1 ( D, R ) = (0)(0.9) + (2)(0.1) = 0.2, U 2 ( D, R ) = 0
2
L R
1 U 1.8, 2 -1.7, 0
D 0.1, 0.2 0.2, 0
L 2. 1 U.
Bayes-Nash (U, (L, L)).
7. . 2
, t 12 ( ) t 22 ( ),
1 t1 ( ). 1
t 12 p. , S.
2
t 12 t 22
B S B S
1 2,1 0,0 2,0 0,2
S 0,0 1,2 0,1 1,0
Bayes-Nash .
1 B. 2 BS.
1 (2)(p)+(0)(1-p) = 2p. 1
( S, 2 BS)
(0)(p)+(1)(1-p) = 1-p. , BS
p>1/3. 1 S. 2 SB
1 p. 1 ( B,
2 SB) 2(1-p). , S
SB p>2/3.
p>2/3 : (B,
(BS)) (S, (SB)), 2/3>p>1/3 (B, (BS)).
p<1/3 Bayes-Nash .
157
8. 2 , t 12 t 22 , 1 t1 .
1 t 12 0.5. ,
S.
2
t 12 t 22
B S B S
1 2,1 0,0 2,0 0,2
S 0,0 1,2 0,1 1,0
Bayes-Nash ( ) .74
1 1 .
t 12 1 , S 2(1 1 ) . , t 12
1 > 2 / 3 S 1 < 2 / 3. t 22
1 1 , S 2 1 . , t 22 1 < 1 / 3
S 1 > 1 / 3.
t 12 12 t 22
22 . 1 (0.5)(2 12 + 2 22 ) = 12 + 22 ,
S (0.5)[(1 12 )1 + (1 22 )1] = 1 0.5( 12 + 22 ). , 1
12 + 22 > 2 / 3 S 12 + 22 < 2 / 3.
2
(, a 12 = a 22 = 1) ;
1 ( 12 + 22 = 2 > 2 / 3) t 22
S ( ).
t 12 t 22 S
(, a 12 = 1, a 22 = 0). 1
( 12 + 22 = 1 > 2 / 3). 1 , t 12
t 22 S . , Bayes-Nash
a1 = 1, a 12 = 1, a 22 = 0.
2
(, 0 < a 12 < 1 0 < a 22 < 1 ); :
() 12 + 22 > 2 / 3 1 , t 12
t 22 S ( ).
74
Kockesen (2002).
158
() 12 + 22 < 2 / 3 1 S ,
t 12 S t 22 B ( ).
() 12 + 22 = 2 / 3 1 S
( ). a1 > 2 / 3 t 12
( ). a1 < 2 / 3 t 12
( ). a1 = 2 / 3 t 22
( ). a1 > 1 / 3 ,
a1 < 1 / 3 a1 = 1 / 3. a1
2 ( ).
t 12
(, 0 < a12 < 1 a 22 = 0 1); t 12 S
a1 = 2 / 3 . 1 12 + 22 = 2 / 3 .
a1 = 2 / 3 > 1 / 3 t 22 S 22 = 0
12 = 2 / 3. 22 = 0 t 22 a1 = 2 / 3 . ,
Bayes-Nash a1 = 2 / 3, a 12 = 2 / 3 , a 22 = 0.
Bayes-Nash
a1 = 1 / 3, a12 = 0, a 22 = 2 / 3.
9. p
1-p
.
2
L R L R
1 1,1 0,0 0,0 0,0
0,0 0,0 0,0 2,2
1 . Nash-
Bayes.
L R
p,p 0,0
p,p 2(1-p), 2(1-p)
0,0 0,0
0,0 2(1-p), 2(1-p)
. 1
. q 2 L r1 r2
1 , .
159
. ((),L) ((),R) p.
p 2 / 3 (,L). p 2 / 3
((TB),R). 2 ,
. , 2
p = 2(1 p ) p = 2 / 3. , ((),L;q)
q (0,1) p = 2 / 3.
2 R
1
. 1 R p 2 / 3 .
(((),(),();0, r2 ), R) Nash .
p 2 / 3 , 2 2r2 L
2(1 p ) R. , 2 R
2(1 )
r2 (((),(),();0, r2 , 1 r2 ), R)
Nash . 2 L
1
. 1 L p 2 / 3 .
(((),(),(); 1 r2 , r2 , 0), R)
Nash . p 2 / 3 , 2 L 2
R 2(1 p )r2 . , 2 L r2
2(1 )
(((),(),(); 1 r2 , r2 , 0), L) Nash
.
10. ( )75
[0,1]. 0
1.
. u A ( x) = x
u B ( x) = 1 x.
, c B [0,1].
c A [0,1]. .
x [0,1] ()
(W).
p (0,1). .
Nash-Bayes .
. ,
(1)( p ) c A .
, , x p c A .
, (1)(1 p ) c B .
75
Slantchev (2004).
160
, , 1 x (1 p ) c B x p + c B .
[ p c A , p + c B ] x
.
- ,
.
x p + c B c B x p.
c B . x c B x p
x .
Pr(c B x p ) = 1 Pr(c B < x p ) = 1 x + p ( ).
( x p )
p c A . x
(1 x p )( x) + ( x p )( p c A ).
1 + (2)( p ) c A
1 (2)( x) + (2)( p ) c A x * = . ,
2
x c B p .
min{max{0, x * },1}. , ex ante
1 cA
x* p = c A < 1.
2
.
- , 1
( )
.
11. , V,
[0, 1].
1.5V ( V).
V.
;
b>0 .
[0,b] b/2.
, (1.5)(b/2)<b (
). , 0.
12. i =1,2 Wi .
W = W1 + W2
[0, 1]. Bayes-Nash .76
76
Klemberer (1998).
161
Bayes-Nash 2Wi .
2 . -
1
0.5b1
b1 b1 2
0 (W1 W2 )dW2 = W1 2 0.5( 2 ) ( 1
W1 + W2 2W2 = W1 W2 . , , 1 b1 > 2W2 W2 < b1 / 2 ).
b1 = 2W1 b2 = 2W2 .
. ,
W1 W2
2W1 = b1 > 2W2 1.
13.
[0,1]. 1
2 b2 = V22 . 1.
[0,1] [,].
- 1
2 (V1 b1 ) prob(b1 > V22 ) = (V1 b1 )( b1 ).
b1 = V1 / 3.
[,] b1 = 0.66a + 0.33 .
14. 1 .
1 ( 1 = 0.9).
2 2 = 0.95 0.6 2 = 0.85
0.4 . Bayes-Nash
mi (i = 1,2,3) i .
162
0.6 0.4
1 1
m1 m1
(m1 ,1 m1 )
2 2 (m1 ,1 m1 )
R R
2 2
m2 m2
(0.9m2 ,0.95(1 m2 ))
1 1 (0.9m2 ,0.85(1 m2 ))
R R
1 1
m3 m3
(0.9 2 m3 ,0.95 2 (1 m3 ))
2 2 (0.9 2 m3 ,0.85 2 (1 m3 ))
R R
(0,0) (0,0)
1 m3 = 1
2 ( 1 0.9 2 2
0). 2 1 m2
0.9m 2 = 0.9 2 m 2 = 0.9 . 1 2 0.95(1 0.9)
0.85(1 0.9) . 1
163
0.6 0.4
1 1
m1 m1
(m1 ,1 m1 )
2 2 (m1 ,1 m1 )
R R
1 2 m1 = 1 0.95(1 0.9)
m1 = 1 0.85(1 0.9) 2 . m1 = 1 0.95(1 0.9)
2 . m1 = 1 0.85(1 0.9) 2 = 0.85
, 2 = 0.95 (
1 m2 = 0.9 , 1
0.95(1 0.9) > 0.85(1 0.9) ). m1 = 1 0.85(1 0.9)
(0.6)0.9 2 + (0.4)(1 0.85(1 0.9)) = 0.852,
m1 = 1 0.95(1 0.9) 0.905. , 1 m1 = 1 0.95(1 0.9)
2 .
1. Cournot
P(Q) = a (Q1 + Q2 ) , 1 C1 (Q1 ) = cQ1 ,
2 C 2H (Q2 ) = c 2H Q2
C 2L (Q2 ) = c 2L Q2 1 (c 2H > c 2L ) . .
Bayes-Nash
c2H , c2L .
2. 2 1
. 2 ,
. 1 .
2 . ,
164
2
1 100, 20 100,5 -20,60 -20,20
0,90 0,30 0,120 0,70
Bayes-
Nash 1 p.
3. Bayes-Nash ( )
2
1 0,0 -2,0 -2,0 5,-2
-2,7 5,5 0,5 7,7,
2 0.5.
4. 2 , t 12 t 22 , 1 t1 . 1
t 12 p.
2
t 12 t 22
E d E D
1 0, -1 2,0 1.5, -1 3.5, 0
D 2,1 3,0 2,1 3,0
Bayes-Nash .
5. 2/3 1
(D) 1/3
(ND). (S) (NS) 1
1 (W) (NW) .
2 (F)
1 (NF).
165
D ND
NW NW
(9,6) (0,0)
W W
F NF
NF F
Nash-Bayes.
6. ( )
3000 (B) 2000
(S), 1000 0
. O .
q. .
() () () (). v
(
).
( ) ( )
T T
T 3000-v, v 0,2000 T 1000-v, v 0,0
0,2000 0,2000 0,0 0,0
Bayes )
1, )
1.
7. n
[, ]. Bayes-Nash
1 n 1
bi = +
n n
2b
(Vi bi )( i ).
166
6. -
6.1 , Bayes
-
Nash - -
.
Nash () -.
-
Bayes-Nash . , Nash
Bayes-Nash
- .
-
Bayes-Nash
.
(..
). , -
Harsanyi () -
.
Bayes-Nash -
Nash. Bayes.
Harsanyi
- ,
-
()
.
177
2
u D
0,2 0,2
1 U 2,1 -1,-1
D 1,1 -2,0
1.
77
Morrow (1994).
A
1 (0,2) 167
U D
()
2 2
u d u d
1.
. 1
().
, -
:
1.
. ,
i H i
H i (x)
H i H ( x) = 1 ,
i
x H i .
x H i
H i = 1. H i (x)
x H i ,
H i . , H i (x) -
( )
H i .
2.
. , si i
H i
s = ( s1 , ... , si , ... , s n ) Eu i ( H i , H i , si , s i ) Eu i ( H i , H i , s i , s i ) ,
si s i .
3.
( ).
Nash
. , ,
. 1 1
(,U,D; 1/4 , 1/2) . 1
1/4 + 1/2 = 3/4
(). 2
1
() (,
). Bayes
E1 , ... , Ei , ... , E k
Z
- Ei
p ( Z / Ei ) p ( Z / Ei ) P ( Ei )
Z p ( Ei / Z ) = = k .
p(Z )
p ( Z / E i ) p ( Ei )
i =1
Bayes. ,
2
169
(1)(1 / 2) 2
() = . 78 2
(1)(1 / 2) + (1)(1 / 4) 3
() 2/3
1/3 .
(
) ,
.
Bayes.
( )
0.
Bayes
0.
Bayes .
Bayes
. ( )
. 1 Nash
(A,d) ()
2 . ,
d
. , (A,d) Bayes. Nash (U,
u) 1, 2
() 1.
o 2 u,
1 u U. , (U, u; 1), 1
2 (),
Bayes .
( ..
) Bayes
- .
: )
, ) Nash
.
2
2
Nash. ( L, L' ) ( R, R ' ). ,
()
2 = 1.
2 L'
78
2 () E1 , E 2 2
( 1 U) 2 ( 1
D). a priori p ( E1 ) = 1 / 2 p ( E 2 ) = 1 / 4 , p ( Z ) = 3 / 4.
170
1 L. , ( L, L' ; = 1) Bayes
. , ()
2 . R '
2 ()
( )(0) + (1 )(1) ( )(1) + (1 )(0) 1 / 2. 2 R '
1 R 1 R
2 ()
R
1 (2,2)
L M
()
2 2
2.
( ). ( R, R ' ; 1 / 2) Bayes
.
.
Bayes .
379
3.
1 (O, T , B; pO , pT ) 2
( L, R; pL ). Bayes
pL = 1 , pL = 0 , 0 < pL < 1. pL = 1 ,
2 L
R.
(), (1)( ) + (1)(1 ) (0) + (2)(1 ) 1 / 2.
2, 1 ( )
pT = 1. 1 , 2
= 1. 1 1 / 2 1
79
Kockesen (2002).
171
()
2 2
L R L R
3.
pL = 0 2 1 / 2.
2, 1 pO = 1.
()
2 ( 1 / 2). , ((,,; 1,0), (L,R; 0);
) 1 / 2 Bayes.
0 < pL < 1 , 2 = 1 / 2. 1
1 pO = 1 , 2 pL pT = 1 0 pB = 1. 1
.
2 pL < 1 pL < 1 / 2 . , ()
2 . ((,,; 1,0), (L,R;
pL); ) pL 1 / 2 = 1 / 2 Bayes. 1
T pL > 1 / 2 .
2 = 1 = 1 / 2 (
Bayes 2 1 T
). , 1 T ( 0 < pT < 1) , Bayes
= 1 = 1 / 2 (
Bayes 2 1
).80
80
, 2 ()
0
.
172
6.2
Bayes
. , 1 ()
2 ().
()
.
. ,
. .
.
.
, ,
(
). , (.. )
(
). ,
.
4 .
t T
(S)
.
t
m M
(R )
m (
t )
a A
u S (t , m, a ) u S (t , m, a )
4.
173
4 ( )81
80%
20% . S
( )
() (T). O R S
.
R (h) (t) . O R 10 0
. S 20
10 . 5
. R () ().
S
.
t t (0,0)
(10,0)
(p=0.8)
/
() ()
T
(1-p=0.2)
(30,0)
(20,0)
h h
H T
S R
R
t
(0,10) t (10,10)
5.
81
Kreps (1990).
174
. R
4 , (h,h), (h,t), (t,h) (t,t)
S
S .
R (h,h). S
S,
(t SH ) (t ST ) . t SH
R H ( 30 20),
t ST T ( 30 20).
S R. 1
.
1. S
R S
hh HT
ht HH
th TT
tt HT
S ()
. S, S
R () 1
S T R
() 1. R
h ( 10 0),
R t (10 0). ,
R () S (ht).
S ()
. S, R T
() 1
h, H
() 1 t. R
() (th).
S () R
S.
, , R
() 0.8 () 0.2.
R
. h
(0.8)(10) + (0.2)(0) , t
(0.8)(0) + (0.2)(10) , () h.
S ()
R . q
R (). h
175
(q )(10) + (1 q )(0) t
(q )(0) + (1 q )(10). , q 1 / 2 h,
q 1 / 2 t. , ()
R, (hh) (ht),
- ().
S (T,T) o R
() 0.8
0.2. h (0.8)(10) + (0.2)(0) ,
t (0.8)(0) + (0.2)(10) , h.
- () q ,
h (q )(10) + (1 q )(0) t
(q )(0) + (1 q )(10). q 1 / 2 R h,
q 1 / 2 t. ,
R, (hh) (th),
- (). 2 .
2. R
S R
HH hh, ht
HT ht
TH th
TT hh, th
1 2
(HH, ht) (TT,th)
Bayes . ,
R (0.8, ) 1 / 2 0.8
()
(), (0.8, ) 1 / 2 0.8
()
().
Bayes
,
.
() () () ().
Bayes
.
6.3 Bayes
Bayes
176
. Bayes
.
582
6.
(L, l)
()
1 Bayes .
. ,
(),
L ( L). O B
() ()
1 (
- ). ,
(
)
.
Bayes
.
Bayes .
L R
M
(0,2)
()
l r l r
82
Mas-Collel, Whinston, and Green (1995).
177
6
7
R
(1,1)
D
(2,2)
r
u d
()
f k f k
r d u
( ).
, r d u A
R , , (r,
u, d) .83
Bayes
.
sij i sig
, H i ,
H i
, sig
sij .
83
.
178
( )
.84
. ,
Bayes
-.
785
8.
(3,2)
u (1,0)
u
L R
B
B
d d
(2,0) W (0,1)
(p=0.5)
() ()
T
(1,0) (1-p=0.5) (2,1)
u
u
L R
B A B
d
d
(0,0)
(1,1)
, ((LL), (ud))
() 0.5 L
()
q 1 / 2 R Bayes.86 R
W L ((3,2)>(1,0)).
84
. 6, 3
1 d u r
0 ().
85
Gibbons (1992).
86
LL, W
T. ud
L R.
179
R
W T.
q = 0 Bayes
.
,
. ,
. mij i
mig
mig
mij . 7
W, R L
L (2) R (1).
Bayes
0 t i
mij
mij mig .
mij mig
i,
0 mij . 7
L R.
(3,2)
u (1,0)
L u
R
B
B
d d
(2,0) (0,1)
() ()
T
(1-p=0.5)
(1,0) (2,0)
u
u
L R
B A B
d
d
(0,1)
(1,1)
9
180
9
8
R (1
d 0 u, 0 d 1 u).
, ((LL), (ud))
() 0.5 L
() q 0
Bayes, q 0 q = 0 (
W R, , ( R / W ) = 0).
Bayes,
.
8 87
10
L R
M
()
l r l r
l r
(-10,-10) (0,2) (1,-1) (-3,-3)
(-6,-6) (-1,1)
10
(L, (rr))
()
1 Bayes. ,
()
L.
(),
(,
0).
R ( () l). ( M)
87
Mas-Collel, A., M. Whinston, and J. Green (1995).
181
()
( L) (
). Bayes
.
( )
. -
.
,
. mij
i
mij .
mij
(t i / mij ) = 0.
Bayes
. ,
.
,
()
.
182
1. ( Bar)88
.
, ,
(T) (W).
. .
0.1. O
(L) (V).
. 2
1 .
1 .
Bayes .
(1,1)
F (0, 1)
F
L V
B
B
Y Y
(3,0) W (2,0)
(p=0.1)
() ()
T
(1-p=0.9)
(0,0) (1,0)
F
F
L V
B A B
Y
Y
(3,1)
(2,1)
LV
.89 ,
88
Gibbons (1997).
89
4 , LV, VL, LL, VV
. 4 , FF, FY, YF, YY
.
183
() 1
()
. F
Y .
FY , V
( 2 1) V (
3 0). , LV FY
LV
Bayes FY LV VV (o
).
VL
. ,
() 1
() 1 .
F .
F ,
L (3 0) L (2 1) .
, VL F VL
Bayes.
LL. ,
0.1 () 0.9 ().
F 0.1 Y 0.9.
Y
(), Y L.
(),
. F
( )(1) + (1 )(0) Y ( )(0) + (1 )(1) . , F
1 / 2 1 / 2 . 1 / 2 , F.
, F ,
L ( 3 0). ,
F , L ( 2 1).
, 1 / 2 LL YF
(LL,YF) 0.1 ( ()) 1 / 2 (
()) Bayes.
VV. ,
0.1 () 0.9
(). F 0.1 Y 0.9.
Y
(), Y V.
(),
. F
( )(1) + (1 )(0) Y ( )(0) + (1 )(1) . , F
1 / 2 1 / 2 . 1 / 2 , FY.
, F V ,
184
V ( 2 1). ,
F Y , V ( 3 0).
, 1 / 2 VV FY
(VV,FY) 0.1 ( (b)) 1 / 2 (
()) Bayes.
2. () ()
. , (t B2 ) 1/3
(t 1B ) 2/3,
() ().
. .
Bayes .90
.
, () ().
.
.
()
()
Y
N
Y N
() ()
Y N Y N Y N Y N
90
Bierman and Fernadez (1998).
185
4 , , , .
.
4 , Y (t 1B ) Y (t B2 ) , Y (t 1B ) N (t B2 ) , N (t 1B ) Y (t B2 ) N (t 1B ) N (t B2 ) ,
.
Y (t 1B ) Y (t B2 ) N (t1B ) Y (t B2 ) Y (t1B ) N (t B2 ) N (t 1B ) N (t B2 )
-1, (-1,1) 1/3, (-1,2) -1/3, (2,1) 1, (2,2)
-1/3, (-1,1) -1/3, (-1,3) -2/3, (3,1) 0, (3,3)
0, (1,4) 2/3, (1,2) 1/3, (2,4) 1, (2,2)
0, (1,4) 0, (1,3) 0, (3,4) 0, (3,3)
(YY , Y (t1B ) Y (t B2 )) ,
, (1)(1 / 3) + (1)(2 / 3) = 1.
t B2 1 t 1B 1.
.
. Nash,
( NY , Y (t1B ) N (t B2 ))
(YY , N (t1B ) N (t B2 ))
.
, 1 ,
0. , - .
Y (t1B ) N (t B2 ) ,
() 1 ,
1 .
, t1B 4 3 ( )
t B2 1 2 ( ). ,
( NY , Y (t1B ) N (t B2 )) Bayes
.
N (t1B ) N (t B2 )
() 1/3
() 2/3.
(1)(1 / 3) + (1)(2 / 3) = 1
(0)(1 / 3) + (0)(2 / 3) = 0 ( ).
186
() ,
(1)( ) + (1)(1 ) = 1
(), (0) + (0)(1 ) = 0
. , -1<0 ( )
. , Nash (YY , N (t1B ) N (t B2 ))
Bayes. ,
Bayes , ( NY , Y (t1B ) N (t B2 )) .
3.
1
D
U
2
L R
()
3 3
(3,3,0)
M N M N
Bayes; 91
3 ().
( )(4) , 2 .
3 2 / 5 ,
2 / 5 , = 2 / 5. 2 / 5 (
3 ) 1 2 D L,
3 = 0 .
Bayes 3 .
2 / 5 3 . 2
R ( 2 3) 1 U.
1 U 3 = 1
2 / 5 . Bayes
3 .
91
Slantchev (2004).
187
= 2 / 5 3
. , 2
L (5)( p M ) + (2)(1 p M ) = (3)( p M ) + 2 , p M
3, R 3. , 2 L
p M > 1 / 3 , R p M < 1 / 3
p M = 1 / 3. p M > 1 / 3 2 L
1 U (4)( p M ) + (6)(1 p M ) = 6 (2)( p M ) ,
D (5)( p M ) + (2)(1 p M ) = 2 + (3)( p M ).
1 U p M < 4 / 5 , D p M > 4 / 5
p M = 4 / 5.
1 D , = 0
= 2 / 5. 1 U . 1
= 2 / 5 3
p M = 4 / 5 1 2 L
( 3
= 2 / 5). Bayes o 1 U
2/5, 2 L 3 4/5
= 2 / 5 .
p M < 1 / 3 2 R .
1 D 3 U
6 (2)( p M ) > 3 p M . 1 U = 1
= 2 / 5 . p M = 1 / 3 2 ,
1 D
(3)(1 p M ) + ( p M )((5)(1 / 3) + (2)(2 / 3)) = 3 U
( 1 U). = 2 / 5 .
4.
R
L
()
l r
l r
()
(2,1)
L
R L R L R
Bayes.
() R (
R
). , -
L. ,
R
L
()
l r
l r
Bayes R
.
() 1 l. l,
L ( ).
L .
r. ,
R ( ).
()
l r, .
, 2 (),
( 2 )(1) + (4)(1 2 ) = (3)( 2 ) + (1)(1 2 ) 2 = 3 / 7.
R 3/7 L 4/7.
, ,
L R.
(). q r,
(q )(3) + (1 q )(1) = (q )(0) + (1 q )(2) (
R
L).
q = 1 / 4.
. ()
. ()
. ,
189
. Bayes
3/7 R, o
1/4 r
() 3/7.
5.
(1,1)
d (0, 1)
d
L V
B
B
n n
p q
(3,0) W (2,0)
(0.1)
() ()
T
(0.9)
(0,-1) (1,-1)
d 1-q
1-p d
L V
B A B
n
n
(3,0)
(2,0)
, ()
. W V
L. T. ,
-
.
3.
W V
2<3, T
92
Gibbons (1992).
190
. V
W.
V 50% W
-.
191
1. 1 , 2
. 1 ( 0.5)
. 2 1
,
. Bayes.
1.
( 1 ) ( 2 )
1 1
2 100,20 100,5 -20,60 -20,20
0,90 0,30 0,120 0,70
2. Bayes
u (0,0,1,2)
(1,2,4,4)
4
U
U d (2,2,0,0)
1 ()
u 3
D (2,2,0,0)
2 u
D
4
d
d (0,0,2,1)
(2,1,3,3)
A
(-1,-2)
(p=1/2) 1
A
1 D
2 (-2,-1)
() D
(1-p=1/2) (0,0)
A
(-2,-1)
2
() A
D (-1,-2)
1
D (0,0)
192
3.
(0,3)
F (2,0)
F
F
B
B
Y Y
(1,1) T (3,1)
(p)
() ()
W
(1-p)
(0,3) (-1,2)
F
F
Y F
B A B
Y
Y
(0,1)
(1,1)
4. Bayes
l1
r1
m
(1,9,9)
()
l2 r2
l2 r2
l3 r3
(6,8,2) (3,2,0)
193
P
1 2
D
A
E 1
0
0 I
3
0
0
3 3 3 3
F C
F C F C
-1 2
-1 2 1 4 0 0
0 0 1 4 2 1
2 1 -2 0
5.
t1A t A2
2
1 D D
()
(0,10)
(0,10)
L R L R
Bayes
- .
194
6. (1 2) 1.
1 1 (P)
2 (A). 1 ,
2 1 D2 ,
2 P2 < 0 < D2 . 1 .
D1 P1 < D1
1.
M 1 > P1 2.
. , P1C
P1C > M 1.
1 p. 2 2
(S) (E). 1 2
D2 , 1 P2 .
D1 2 M1 2 .
, > 0.
.
7. 2
Bayes - .
8. ( 4)
Bayes
.
195
Aumann, R. (1989). Game Theory. In Eatwell, J., Milgate, M, and P. Newman, the
New Palgrave, N.Y.Norton
Aumann, R., and S. Hart (1992). Handbook of Game Theory (3 volumes).
North-Holland, Amsterdam.
Axelrod, R. (1984). The Evolution of Cooperation. Basic Books.
Becker, G.S. (1981). A Treatise on the Family. Harvard University Press.
Bierman, S., and L. Fernadez (1998). Game Theory with Economic Applications.
Addison-Wesley.
Binmore, K. (1992). Fun and Games. A Text on Game Theory. Heath and Co.
Binmore, K., A. Shaked, and S. Sutton (1985). Testing non cooperative bargaining
theory. A preliminary study. American Economic Review, 75:1178-80.
Borel, E. (1921). La theorie du jeu et les equation integrals a noyau symmetrique
gauche. Comptes Rendus de lAcademie des Sciences, 173 :1304-08.
Buck, A. (2004). An Introduction to Game Theory with Economic Applications (Notes).
Department of Economics, Temple University.
http://courses.temple.edu/economics/econ_92/Games_Lectures
Cho, I. and Kreps, D. (1987). Signaling games stable equilibria. Quarterly Journal of
Economics, 102:179-221.
Colangelo, G. (2008). Private Labeling and Competition between Retailers.
Journal of Agricultural and Food Industrial Organization
http://www.bepress.com.jafio/vol6/iss1/art5
Cressman, R. (2003). Evolutionary Dynamics and Extensive Form Games. MIT Press.
Dixit, A., and B. Nalebuff (1991). Thinking Strategically. The Competitive Edge in
Business, Politics, and Everyday Life. Norton.
Driessen, . (1988). Cooperative Games. Solutions and Applications.
Dordrecht, Kluwer.
Dutta, P. (1999). Strategies and Games. Theory and Practice. MIT Press.
Eatwell, J., L. Milgate, and P. Newmann, eds (1989). The New Palgrave, Vol. 8, Game
Theory. Norton.
Gardner, R (1995). Games for Business and Economics. J. Wiley
Farrel, J., and E. Maskin (1989). Renegotiation in repeated games.
Games and EconomicBehavior, 1:327-60.
Fergusson, T. (2005). Game Theory. University of California, L.A.
Fisher, R.A. (1930). The Genetic Theory of Natural Selection. Oxford, Claredon Press.
Forsythe, R., J. Horowitz, N. Savin, and M. Sefton (1994). Fairness in Simple
BargainingExperiments. Games and Economic Behavior, 6:347-69.
Fraysse, J. (1991). Repeated Games. In Dynamics, Incomplete Information and
Industrial Economics. In J. Laffont and M. Moreaux (eds). Basil Blackwell.
Friedman, J. (1971). A non cooperative equilibrium for supergames.
Review of Economic Studies, 38:1-12.
Friedman, J. (1990). Game Theory with Applications to Economics. Oxford University
Press. Fudenberg, D. and J. Tirole (1991). Game Theory. MIT Press.
Game Theory. Stanford Encyclopedia of Philosophy. http://setis.library.usyd.edu.au/
196
stanford/entries game-theory
Geanakoplos, J. (1992). Common Knowledge. Journal of Economic Perspectives,
6:53-82.
Gibbons, R. (1992). Game Theory for Applied Economists. Princeton University Press.
Gibbons, R. (1997). An introduction to applicable game theory. Journal of Economic
Perspectives, 127-49.
Gillies, D.B. (1953). Some Theorems on n-person Games. PhD dissertation, Princeton
University Press.
Gintis, H. (2000). Game Theory Evolving. A Problem Centered Introduction
to Modeling Strategic Interaction. Princeton University Press.
Harsanyi, J. (1959). A Bargaining Model for Cooperative n-Person Game. In Tucker,
A., and Luce, R. (Eds.). Contributions to the Theory of Games, 1-4.
Princeton University Press, pp.325-355.
Harsanyi, J. (1967-68). Games with incomplete information played by Bayesian
players. Management Science, 14: 159-89, 320-24, 486-502.
Harsanyi, J. (1973). Games with randomly distributed payoffs: a new rationale for
Mixed strategy equilibria. International Journal of Game Theory, 2: 1-23.
Hart, S (2002). Games in Extensive and Strategic Forms. In Handbook of
Game Theory with Economic Applications. eds R. Aumann and S. Hart.
North Holland.
Hofbauer, J., and K. Sigmud (1998). Evolutionary Games and Replicator Dynamics.
Cambridge University Press, Cambridge, UK.
Holzman, R. (2004). Foundations of Non Cooperative Games (Notes).
www2.technion.ac.Il/~holzman/articles.php
Hotelling, H. (1929). Stability in competition. The Economic Journal, 41-57.
Ichiishi, T. (1983). Game Theory for Economic Analysis. Academic Press.
Jacklin, C., and S. Bhattacharya (1986). Distinguishing panics and information based
Bank runs. Welfare and policy implications.
Journal of Political Economy, 96:568-92.
Klemberer, P. (1998). Auctions with Almost Common Values. The Wallet Game
and its Applications. European Economic Review, 42: 757-69.
Kockesen L (2002). Game Theory (Notes). http://columbia.edu/~lk290/gameug.htm
Kohlberg, E. and Mertens, J. (1986). On the strategic stability of equilibria.
Econometrica, 54:1003-34.
Kreps, D. (1990a). A Course in Microeconomic Theory. Princeton University Press.
Kreps, D. (1990b). Game Theory and Economic Modeling. Oxford University Press.
Mas-Collel, A., M. Whinston, and J. Green (1995). Microeconomic Theory.
Oxford University Press.
Laffont, J. (1991). Perfect Bayesian Equilibrium. In Dynamics, Incomplete Information
and Industrial Economics. In J. Laffont and M. Moreaux (eds).
Basil Blackwell.
Luce, R., and H. Raiffa (1957). Games and Decisions. Jonh Wiley and Sons.
Maynard Smith, J. and G. Price (1973). The Logic of Animal Conflict.
Nature, 146:15-18.
McAfee, P., and J. McMillan (1987). Auctions and Bidding.
Journal of Economic Literature, 25: 699-738.
McMillan, J. (1992). Games, Strategies, and Managers. Harard University Press.
Milgrom, P., and J. Roberts (1982). Limit pricing and entry under incomplete
197
, . S. Chakrabarti (2004). .
. .
199
, (2007). . Gutenberg,
, . (2004). (). .
. htttp://ebusiness.uoc.gr/~petrakis/lessons.php
, (2002). . /
.