博弈论与策略行为.pdf

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1、1/54 博弈论与策略行为 Game Theory and Strategy Behavior 蔡继明 教授/主任 清华大学政治经济学研究中心 Center for Political Economy at Tsinghua University CPET 2/54 n 1.“”3/54 1 4/54 2.1943 3.1994John Nash John Harsany Leihaden Selten 4.1996 6.20055.2001 Robert Aumann Thomas Shelling 5/54 2 6/54 1.Players2.rules 3.Strategy:4.cont

2、ingent strategy 5.6.(Pay-off)7.8.a*ABb*b*BA a*a*,b*29.type 10.reveal tape7/54 3 8/54 3,5-5,2 0,10 0,10 11.signal1.2.2.52 1.2.3.n1 2 35 4.5.6.9/54 4 10/54 B A 33 06 60 11 40004000 50003500 35005000 45004500 dominant strategy dominated strategy “”“”()11/54 5 12/54 55 23 32 11 400 600 800 400 4545 1550

3、 1040 600 5015 4040 1545 800 4010 4515 3535 “”“”“()“”“”“”“”“”“”13/54 6 14/54 I II 1 2 3 A 300 200 400 200 B 100 150 300 100 300 200 400 00 51 15 100100 15/54 7 16/54 55 100 010 11 00 21 12 11 3535 4050 1080 5040 2020 1040 8010 4010 55 Schelling point Thomas C.Schelling,1921-payoff risk 21 00 00 12 1

4、7/54 8 18/54 51 44 91 00 1010 55 55 00 2525 914 149 55 “”19/54 9 20/54 45,50,1 45,49,3 45,53,0 45,52,0 48,46,2 46,47,3 48,48,0 46,50,0 R&D“”“”“”“”“”“”“”spoiler 1968 1980 1992 2000 21/54 10 22/54 1.5,1.5,1.5 0.5,2,0.5 0.5,0.5,2-0.5,1,1 2,0.5,0.5 1,1,-0.5 1,-0.5,1 0,0,0 20 18 12.5 17 15 11 14 12 9.5 1

5、1 9 8 8 6 6.5 5 3 5 -1,-1,-1 2,1,2 2,2,1 0,1,1 1,2,2 1,1,0 1,0,1 1,1,1 representative agent state variable 2 1.5 1 0.5 0-0.5-1-1.5-2-2.5 2 1.5 1 0.5 0-0.5-1-1.5-2-2.5 0 0.2 0.4 0.6 0.8 1.0 0 0.2 0.4 0.6 2/3 0.8 1.0 23/54 11 24/54 55 88 1010 66 1010 55 55 33 pure strategy 1 mixed strategy 25/54 12 26

6、/54 10q51q515q 5q31q8q3 7/23 0.43 -0.57 -0.43 8/23 -0.22 -0.22 0.22 9/23 -0.87 0.13 -0.13 5p81p83p 10p41p46p p15p538p p8/23 q515q8q3 q8/23 510 84 105 48 27/54 13 28/54 5 1 (KLM)(10)2 (KL)(M)(6)(4)3 (KM)(L)(6)(4)4 (LM)(K)(6)(4)5 (K)(L)(M)(3)(3)(3)p83p46p p4/9 q55q84q q3/9 10 0 -5 0.0 0.2 0.4 0.6 0.8

7、1.0 coalition 29/54 14 30/54 3 000 000 700 6 000 000 400 9 000 000 200 core sequential game PA S-8-440 22A B 55 333 PB 110 41 26 31/54 15 32/54 J R J R 1010 SU US -2,-2 SU US -2,-3 50 010 150 020 33 51 32 6-5 33 14 2 23 A B 41 1 010 55 00 54 33/54 16 34/54 a1,b2 B b1(L)b2(H)a1(L)205 1510 a2(H)10-50

8、5-25 PDprisoners dilemma10 tit-for-tatthreat gameA Aa1Bb2 ABBb1Aa2A ABb2a2A Bb2Aa21535/54 17 36/54 1.2 coupon)37/54 18 38/54 A 20208 8 4005050 3850B 5510864230 A 340 20 B 110293847 56 2 39/54 19 40/54 1.2.1 601000 2 30200 10002001200 4020 0 60 60010001600 I 1.1 A1(OT)B1(OTOT)1/4OT A2OT 1/4OT3/8(OT)2

9、12 1000MRb1 Db1 MRa2 MRa1 Da2 Da1 n An1/3(OT)Bn 1/3(OT)QO=QC(n/n+1)500 41/54 20 42/54 2 1 500500 10000 01000 00 D SS MC MRD 2:1 10 1 10 2“”30 1 2 21 23MC 4 P1 D P2 D A P3 D MR O QS QD QT 43/54 21 44/54 3*0 A A B 1 1.“”2.3.4.00 37 73 55 45/54 22 46/54 5.6.00 37 73 55 “”“”“”47/54 23 48/54 1.2.moral ha

10、zard(hidden information)(hidden action)3.corporate governance (takeover)“”(corporate raider)“”(poison pill)49/54 24 50/54 1.2.3.4.4.AP BBP C(AP CABs s s 1.AB APBBPAAIB2.APBBPC orBICAPCAPBD 5.CPjA,APjB(CPjBBPsC CPjBBIC 6AP BAP BAPBBIC3.SmithAPB s j JonesABAPB6.2APC6APsCCPjA51/54 25 52/54 “”“”“”1.2.3.26 53/54 010 O/F 100084 A.2006 2002 1996 54/54 27