博弈論完整課件[浙江大學(xué)]game_cha(1)(已修改)
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【正文】 Chapter 4 Static Games of Inplete Information This chapter begins our study of games of inplete information, also called Bayesian games. Recall that in a game of plete infor mation the players’ payoff functions are mon knowledge. In a game of inplete information, in contrast, at least one player is uncertain about another player’payoff function. One mon example of a static game of inplete informa tion is a sealedbid auction: each bidder knows his or her own valuation for the good being sold but does not know any other bidder’s valuation。 bids are submitted in sealed envelopes, so the players’ moves can be thought of as simultaneous. Most economically interesting Bayesian games, however, are dynamic. As we will see in Chapter 5, the existence of private information leads naturally to attempts by informed parties to municate(or mislead) and to attempts by unin formed parties to learn and respond. This are inherently dynamic issues. 一、 Theory: Static Bayesian Games and Bayesian Nash Equilibrium （一） An Example: Cournot Competition under Asymmetric Information … C1(q1)=Cq1 , mon knowledge,but C2(q2)=? , firm 2’s private information Firm 2 knows its cost function and firm 1’s, but firm 1 only knows its cost function(does not know firm 2’s cost function). All of this is mon knowledge. Firm 1 knows: firm 2’s cost function is C2(q2)= CHq2 with probability θ and C2(q2)= CLq2 with probability 1 θ, where CL ＜ CH. mon knowledge q2*(CH) will solve [aq1*q2cH] q2 q2 q2*(CH)= a q1* cH 2 max (1)式： q2*(CL) Will solve [aq1*q2cL] q2 max q2 q2*(CL)= a q1* cL 2 q1* Will solve [aq1q2*(CL)c] q1 [aq1q2*(CH)c] q1 (1θ) θ + { } max q1 （ 2）式： q1* = (1 θ)[aq2*(CL)c]+ θ [aq2*(CH)c] 2 （ 3）式 The solutions to ?1 ,?2 and ?3 are q2*(CH)=(a2CH+C)/3 + (1 θ)(CH – Cl )/6 q2*(CL)= (a2CL+C)/3 – θ(CH – Cl )/6 q1* =[a2C+ θCH +(1 θ)CL ]/3 不完全信息下古諾競爭的貝葉斯 NE ?與完全信息下古諾競爭的 NE作比較： 令 a=8， C=2， CH=3，
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