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arXiv 1209.3549cs.GTcs.SYeess.SY
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非对称信息随机博弈的纳什均衡——第一部分:有限博弈

Nash Equilibria for Stochastic Games with Asymmetric Information-Part 1: Finite Games

University of Illinois at Urbana-Champaign(伊利诺伊大学厄巴纳-香槟分校)

Ashutosh Nayyar, Abhishek Gupta, Cédric Langbort, Tamer Başar

AI总结:

针对多个控制器具有不同信息访问权限的随机博弈,通过公共信息将其转化为对称信息博弈,并识别马尔可夫状态,提出基于公共信息的马尔可夫完美均衡及其逆向归纳算法。

摘要:

考虑一个随机博弈模型,其中多个控制器共同控制动态系统状态的演化,但只能访问关于状态和动作过程的不同信息。控制器之间的信息不对称使得计算或刻画纳什均衡变得困难。利用控制器之间的公共信息,具有非对称信息的博弈被证明等价于另一个具有对称信息的博弈。此外,在某些条件下,为等价的对称信息博弈识别了一个马尔可夫状态,并刻画了其马尔可夫完美均衡。该刻画提供了一种逆向归纳算法,用于寻找原始非对称信息博弈在纯策略或行为策略下的纳什均衡。该算法的每一步都涉及寻找一个单阶段贝叶斯博弈的贝叶斯纳什均衡。能够以这种逆向方式刻画的原始博弈的纳什均衡类被称为基于公共信息的马尔可夫完美均衡。

英文摘要:

A model of stochastic games where multiple controllers jointly control the evolution of the state of a dynamic system but have access to different information about the state and action processes is considered. The asymmetry of information among the controllers makes it difficult to compute or characterize Nash equilibria. Using common information among the controllers, the game with asymmetric information is shown to be equivalent to another game with symmetric information. Further, under certain conditions, a Markov state is identified for the equivalent symmetric information game and its Markov perfect equilibria are characterized. This characterization provides a backward induction algorithm to find Nash equilibria of the original game with asymmetric information in pure or behavioral strategies. Each step of this algorithm involves finding Bayesian Nash equilibria of a one-stage Bayesian game. The class of Nash equilibria of the original game that can be characterized in this backward manner are named common information based Markov perfect equilibria.

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。

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