Choquet理性和模糊态度的共同信念--扩展摘要
Common Belief in Choquet Rationality and Ambiguity Attitudes -- Extended Abstract
摘要:
我们考虑有限的游戏在战略形式与Choquet期望效用。使用的概念(毫不含糊地)相信,我们定义Choquet合理性和特征的Choquet合理性和共同的信念,Choquet合理性的普遍能力类型空间中的一个纯粹的可测量的设置。我们还表明,Choquet合理化相当于迭代消除严格占主导地位的行动(不是在原来的游戏,但)在一个扩展的游戏。这允许计算Choquet有理化行动,而不需要首先计算Choquet积分。Choquet期望效用允许我们研究模糊性爱/厌恶的共同信念。我们表明,模糊的爱/厌恶导致更小/更大的Choquet合理化的行动配置文件集。
英文摘要:
We consider finite games in strategic form with Choquet expected utility. Using the notion of (unambiguously) believed, we define Choquet rationalizability and characterize it by Choquet rationality and common beliefs in Choquet rationality in the universal capacity type space in a purely measurable setting. We also show that Choquet rationalizability is equivalent to iterative elimination of strictly dominated actions (not in the original game but) in an extended game. This allows for computation of Choquet rationalizable actions without the need to first compute Choquet integrals. Choquet expected utility allows us to investigate common belief in ambiguity love/aversion. We show that ambiguity love/aversion leads to smaller/larger Choquet rationalizable sets of action profiles.
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