购买随机提供的完美信息的同时游戏:Oracle Games
Simultaneous games with purchase of randomly supplied perfect information: Oracle Games
摘要:
我们研究了昂贵的信息在非合作两人博弈中的作用时,一个外部的第三方信息经纪人是不对称的,允许一个球员获得有关其他球员的行动的信息。这个经纪人或“神谕”是由响应概率定义的,随机提供正确的信息;知情的玩家可以为更高的响应概率支付更多的钱。我们确定的必要条件和充分条件的战略配置文件是均衡的,双方球员如何改变他们的战略,以应对存在的神谕,其成本的信息功能。对于混合策略均衡,随着信息变得更便宜,会有一个连续的变化,在纯策略变为支配(或非支配)的关键{ \it节点}处会发生明显的转变。这些节点将对出售信息的不同反应分开,在付费玩家增加购买信息量的区域和其他玩家远离风险较高的策略的区域之间交替,以支持更安全的赌注,从而最大限度地减少损失。我们通过定义信息的值来推导这些响应的条件。
英文摘要:
We study the role of costly information in non-cooperative two-player games when an extrinsic third party information broker is introduced asymmetrically, allowing one player to obtain information about the other player's action. This broker or "oracle" is defined by a probability of response, supplying correct information randomly; the informed player can pay more for a higher probability of response. We determine the necessary and sufficient conditions for strategy profiles to be equilibria, in terms of how both players change their strategies in response to the existence of the oracle, as determined by its cost of information function. For mixed strategy equilibria, there is a continuous change as information becomes cheaper, with clear transitions occuring at critical {\it nodes} at which pure strategies become dominated (or undominated). These nodes separate distinct responses to the information for sale, alternating between regions where the paying player increases the amount of information purchased, and regions where the other player moves away from riskier strategies, in favor of safer bets that minimize losses. We derive conditions for these responses by defining a value of information.
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