博弈论与信息经济学_耶鲁大学经济学系列讲义

耶鲁大学经济学系列讲义GameTheoryandInformationEconomicsDirkBergemann（DepartmentofEconomics，YaleUniversity）博弈论与信息经济学博弈论与信息经济学博弈论与信息经济学博弈论与信息经济学曹乾曹乾曹乾曹乾整理整理整理整理（（（（东南大学东南大学东南大学东南大学[e-mail]））））东大青椒教育工作室制作东大青椒教育工作室制作东大青椒教育工作室制作东大青椒教育工作室制作DirkBergemannDepartmentofEconomicsYaleUniversityGameTheoryandInformationEconomicsJanuary2006Springer-VerlagBerlinHeidelbergNewYorkLondonParisTokyoHongKongBarcelonaBudapestContents1.Introduction::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::71.1Gametheoryandparlorgames-abriefhistory......................................71.2Gametheoryinmicroeconomics....................................................8PartI.StaticGamesofCompleteInformation2.NormalForm:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::112.1LeadingExamples................................................................112.2TheNormalFormRepresentation..................................................112.3RationalStrategicBehavior........................................................122.3.1DominantStrategies........................................................122.3.2IteratedDeletionofStrictlyDominatedStrategies:.............................143.NashEquilibrium:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::173.1BestResponseCorrespondences....................................................173.2MixedStrategies.................................................................183.3ExistenceofNashEquilibrium:.....................................................193.4ImperfectCompetition............................................................203.4.1AnExistenceProblem......................................................213.4.2Reconcilingquantityandpricecompetition....................................213.4.3ImperfectSubstitutes:MonopolisticCompetitionandtheDixit/Stiglitzmodel.....213.5EntryandtheCompetitiveLimit12.E,12.F.........................................223.5.1CompetitiveCaseMWG10.F................................................233.5.2ModellingEntry12.E.......................................................233.5.3TheCompetitiveLimit12.F.................................................24PartII.DynamicGamesofCompleteInformation4.PerfectInformationGames:::::::::::::::::::::::::::::::::::::::::::::::::::::::::274.1Extensive(Tree)FormtoNormalForm.............................................274.1.1NashEquilibria............................................................284.1.2BackwardInductionandCredibleThreats:G2.1.A,2.1.D;MWG9.B.............284.2TheExtensiveFormRepresentation................................................294.3SubgamePerfection:..............................................................294.4Bargaining......................................................................304.5NashBargainingProblem:MWG22.E..............................................314.5.1The\NashProgram:AlternatingOersandtheNashBargainingSolution........334Contents5.RepeatedGamesandFolkTheorems::::::::::::::::::::::::::::::::::::::::::::::::355.1InnitelyRepeatedGames.........................................................365.2FolkTheorems...................................................................36PartIII.StaticGamesofIncompleteInformationPartIV.DynamicGamesofIncompleteInformation6.SequentialRationality::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::49PartV.InformationEconomics6.1Introduction.....................................................................537.Akerlof'sLemonModel:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::557.1BasicModel.....................................................................557.2Extensions.......................................................................567.3Wolinsky'sPriceSignal'sQuality...................................................577.4Conclusion......................................................................587.5Reading.........................................................................588.JobMarketSignalling::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::598.1PureStrategy....................................................................598.2PerfectBayesianEquilibrium......................................................598.3EquilibriumDomination...........................................................628.4InformedPrincipal................................................................648.4.1MaskinandTirole'sinformedprincipalproblem................................648.5Spence-MirrleesSingleCrossingCondition...........................................658.5.1SeparatingCondition.......................................................658.6Supermodular....................................................................668.7SupermodularandSingleCrossing..................................................678.8SignallingversusDisclosure........................................................688.9Reading...........................................................