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博弈入门

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博弈入门

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《博弈入门》共分17部分,介绍了完全信息博弈、混合策略均衡、完全信息展开型博弈:理论;联盟博弈及其核心、完全信息展开型博弈:延伸与讨论、不完全信息展开型博弈、演化均衡等内容。《博弈入门》对博弈论进行了严谨而又通俗的介绍,是适用于高年级本科生和研究生的入门教材。
Catalogue

译者序
前言

第一章 引论
1.1 何为博弈论?
1.2 理性选择理论
1.3 下一吸引点:相互作用的决策者
I完全信息博弈

第二章 纳什均衡:理论
2.1 策略型博弈
2.2 例:囚徒困境
2.3 例:欣赏巴赫音乐还是斯特拉文斯音乐?
2.4 例:抛掷硬币打赌
2.5 例:猎鹿
2.6 纳什均衡
2.7 纳什均衡例题
2.8 最优反应函数
2.9 劣行动
2.1 0单一总体中的均衡:对称博弈和对称均衡

第三章 纳什均衡:例证
3.1 古诺特寡头垄断模型
3.2 伯川德寡头垄断模型
3.3 竞选
3.4 消耗战
3.5 拍卖
3.6 民事法

第四章 混合策略均衡
4.1 引言
4.2 局中人随机行为的策略型博弈
4.3 混合策略纳什均衡
4.4 劣行动
4.5 随机化下的纯策略均衡
4.6 例证:专家诊断
4.7 单一总体中的均衡
4.8 例证:报案
4.9 局中人信念的形成
4.1 0延伸:求混合策略纳什均衡
4.1 1延伸:每个局中人的行动具有连续统势时的博弈
4.1 2附录:以期望盈利体现优先选择

第五章 完全信息展开型博弈:理论
5.1 完全信息展开型博弈
5.2 策略和结局
5.3 纳什均衡
5.4 子博弈完美均衡
5.5 求有限范畴博弈的子博弈完美均衡:后退归纳法
注释

第六章 完全信息展开型博弈:例证
6.1 最后通牒博弈、敲竹杠博弈以及议事日程控制
6.2 双寡头垄断的斯塔克伯格模型
6.3 贿选
6.4 竞争
注释

第七章 完全信息展开型博弈:延伸与讨论
7.1 考虑同时行动
7.2 例证:进入一个垄断行业
7.3 例证:策略投票者的竞选
7.4 例证:决策委员会
7.5 例证:退出衰落行业
7.6 考虑外生不确定性
7.7 讨论:子博弈完美均衡和后退归纳法
注释

第八章 联盟博弈与核
8.1 联盟博弈
8.2 核
8.3 例证:业主与财富分配
8.4 例证:交换同种类的马
8.5 例证:交换不同种类的房子
8.6 例证:投票
8.7 例证:匹配
8.8 讨论:其他的解
注释

Ⅱ不完全信息博弈
第九章 贝叶斯博弈
9.1 启发性例子
9.2 一般定义
9.3 两个有关信息的例子
9.4 例证:不完全信息的古诺双寡头垄断博弈
9.5 例证:提供公共物品
9.6 例证:拍卖
9.7 例证:陪审团
9.8 附录:任意估价分布下的拍卖
注释

第十章 不完全信息展开型博弈
10.1 不完全信息展开型博弈
10.2 策略
10.3 纳什均衡
10.4 信念和序贯均衡
10.5 信号博弈
10.6 例证:引人注目的费用支出作为质量的信号
10.7 例证:教育作为能力的信号
10.8 例证:策略性信息传递
10.9 例证:不完全信息的议程控制
注释/335

Ⅲ变体和延伸
第十一章 严格竞争博弈和最大最小化
11.1 最大最小化
11.2 最大最小化与纳什均衡
11.3 严格竞争博弈
11.4 严格竞争博弈中的最大最小化与纳什均衡
注释

第十二章 可理性化
12.1 可理性化
12.2 严劣行动的逐次剔除
12.3 弱劣行动的逐次剔除
12.4 占优可解性
注释
……
第十二章 理性化
第十三章 演化均衡
第十四章 重复博弈:囚徒困境
第十五章 重复博弈:一般性结果
第十六章 讨价还价
第十七章 附录:数学
参考文献
索引
Book Abstract

如在前面的例子中一样,我们没有断言双寡头垄断的动机必定是“囚徒困境”的动机;在四种情况中,关于利润相对大小的不同假设产生不同的博弈。而且,在这个例子中,融合进模型的抽象条件之一——每个厂商只有两种价格可供选择——未必是无伤大局的。如果厂商可以在很多价格之间进行选择,那么相互作用的结构就可能改变。(更复杂的模型在3.2 节中研究。)
2.2.3 军备竞赛
在关于国家偏好的某些假设下,军备竞赛可以建模为“囚徒困境”。(“囚徒困境”最早研究于20世纪50年代早期,当时美国和苏联卷人核军备竞赛,因此你可能猜测美国的核战略受到了博弈论的影响;迹象暗示并非如此。)假设每个国家可以建立核弹军备库,或者采取核军备控制。同时假设每个国家最喜欢的结局是自己拥有核弹头而其他国家没有;次之,是没有一个国家拥有任何核弹;再次之,是两个国家都拥有核弹(要紧的是相对力量,并且核弹的建造很昂贵);最糟的结局是只有其他国家拥有核弹。在这种情况下,可以通过“囚徒困境”来建模,其中行动“不造核弹”对应于图2.1 中的“沉默”,而行动“造核弹”对应于该图中的“告密”。然而,再一次地,用“囚徒困境”模拟这种情况时,关于偏好的必要假设可能不被满足:例如,如果其他国家不造核弹的话,该国家可能更愿意不造(核弹的制造相当昂贵),此时就要用另一种博弈来建模。
Introduction

我曾经表示过“翻译工作,从此金盆洗手”的良好愿望,然而,现实生活常常同愿望不相符合。这不,由于一些说不清道不明的原因,我又被拖回到翻译与校对的工作中。
《博弈入门》是一本适合大学经济学与管理学本科教学的教材,由于它涉及的内容比较多,加上我国的教育体制,博弈论在多数学校并未列入必修之列,在选修课上又很难全部讲完,因此有些内容放到硕士研究生课程中也是合适的,但若作为博士生教材,本人觉得似乎浅薄了一些。本书内容的丰富多彩还在于它比较注重于介绍一些近代博弈论的研究与思路,并结合生活实践中的大量案例进行阐述,使人读起来感觉“有血有肉”。书中涉及的大部分理论,作者均在一定程度上给予了证明,尽管有些证明在数学上不太严格,但对于经济管理类的学生也需要稍微动一下脑子,理一下思路。我从网上获知,许多经济类的学生不喜欢数学味较重的博弈论教材,觉得数学一多,就显得难,而且数学味重的教材对所谓“文科”同学又不合适。在这里我想讲的是,博弈论本来就属于数学的运筹学范畴,不用数学,你就根本无法理解它的来龙去脉,无法掌握它的思路,当然也就无法将它应用于实践。倘若你只想学些皮毛,茶余饭后以“囚徒困境”作为摆龙门阵的材料,那么不妨找些不讲任何数学的,甚至趣味性的博弈论有关书籍看看。如果你需要利用博弈论解释一些现象,建立一些模型,进而学习“产业经济学”、“公司金融理论”等近代管理理论,劝君还是在学习博弈论时要注重一点数学。好在《博弈入门》一书的作者照顾到了一些读者的感情所在,在逻辑推理方面尽可能地不用或少用微积分。因此,本书对于国内财经类学生来讲,应该是“合胃口”的。

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