概率集更新的博弈分析
A Game-Theoretic Analysis of Updating Sets of Probabilities
摘要：
我们考虑代理应该如何更新她的不确定性时，它是由一组$¶$的概率分布和代理观察到，一个随机变量$X$采取值$x$，代理决策使用极大极小准则，也许是最好的研究和最常用的标准在文献中。我们采用了一个博弈论的框架，代理人对一个庄家，谁选择一些分布从$¶$。我们考虑两个合理的游戏，不同的赌注登记知道当他做出选择。之前观察到的异常，如时间不一致，可以理解为重要的，因为不同的游戏正在进行，对不同的信息赌博。我们的特点是重要的特殊情况下，最佳决策规则根据极大极小准则的金额要么条件或简单地忽略的信息。最后，我们考虑的条件和校准之间的关系时，不确定性描述的概率集。
英文摘要：
We consider how an agent should update her uncertainty when it is represented by a set $¶$ of probability distributions and the agent observes that a random variable $X$ takes on value $x$, given that the agent makes decisions using the minimax criterion, perhaps the best-studied and most commonly-used criterion in the literature. We adopt a game-theoretic framework, where the agent plays against a bookie, who chooses some distribution from $¶$. We consider two reasonable games that differ in what the bookie knows when he makes his choice. Anomalies that have been observed before, like time inconsistency, can be understood as arising important because different games are being played, against bookies with different information. We characterize the important special cases in which the optimal decision rules according to the minimax criterion amount to either conditioning or simply ignoring the information. Finally, we consider the relationship between conditioning and calibration when uncertainty is described by sets of probabilities.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
