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2.19 在第2.1.D节分析的三阶段鲁宾斯坦讨价还价模型中,我们解出了逆向归纳解。它的子博弈精炼纳什均衡是什么?
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2.20 在无限期鲁宾斯坦讨价还价模型中考虑下面的战略(注意习惯性的表示方法,开价(s,1-s)意味着参与者1将会得到s,参与者2将得到1-s,而不论是哪一方提出的条件):令s*=1/(1+δ),参与者1坚持开价(s*,1-s*),并且只有当s≥δ·s*时,才接受对方开价(s,1-s);参与者2坚持开价(1-s*,s*),并且只有当1-s≥δ·s*时才接受对方开价(s,1-s)。证明这两个战略是一个纳什均衡,并证明这一均衡是子博弈精炼的。
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2.21 给出第2.1节描述的手雷博弈的扩展式表述及标准式表述。并分别写出其纯战略纳什均衡、逆向归纳解和子博弈精炼纳什均衡。
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2.22 给出第2.2.B节讨论的银行挤提博弈的扩展式表述及标准式表述。其纯战略子博弈精炼纳什均衡是什么?
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2.23 一个卖方和一个买方打算进行交易。在他们交易之前,买方可以作一项投资,从而提高标的物对他的价值。这项投资不能被卖方观察到,从而也不会影响标的物对卖方的价值,后者我们标准化为0(举一个例子,设想一家企业购买另一企业,在兼并前的一段时间,兼并方可以采取措施,改变其计划推出的产品,以使之在兼并后与被兼并方的生产相配合。如果产品开发需要相当长时间,而产品生命周期又比较短,兼并之后兼并方已没有充足的时间进行此项投资了)。购买方对标的的初始价值为v>0;一项投资I使得购买方的价值变为v+1,但相应增加了成本I2。博弈进行的时间顺序如下:首先,购买方选择投资水平I,发生成本I2;第二,卖方不能观测到I,但开出标的的卖价为p;第三,买方或者接受,或者拒绝卖方的开价:如果买方接受,则买方的收益为v+1-p-I2,卖方的收益为;如果拒绝,则双方的收益分别为-I2和0。证明这一博弈不存在纯战略子博弈精炼纳什均衡。解出博弈的混合战略纳什均衡,其中买方的混合战略中,出现概率为正的只有两种投资水平,并且卖方的混合战略中,出现概率为正的只有两个价格水平。
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博弈论基础 2.7 参考文献
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Friedman,J.1971.“A Non-cooperative Equilibrium for Supergames.”Review of Economic Studies38:1—12.
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