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arXiv 2608.24560econ.TH

传染性模糊性

Contagious Ambiguity

Mira Frick, Ryota Iijima, Daisuke Oyama

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中文总结 AI 辅助

该研究通过高阶信念渠道发现,极小的收益模糊性可通过传染性机制将安全行动选为唯一均衡,且该特性可用于实现博弈的唯一执行。

中文摘要 AI 辅助

我们通过高阶信念渠道研究模糊性的策略影响。研究表明,即使博弈收益中存在极少量的先验模糊性,也能产生任意大量的高阶模糊性,这引发了一种新型的“传染性”:即使“安全”行动(如不参与)几乎处于劣势,极小的收益模糊性也能将这些行动选为唯一均衡结果。我们强调两个主要含义:第一,当参与者可转向安全行动时,概率不确定性下的经典稳健性结果在模糊性下失效;第二,若设计者能在博弈中引入少量收益模糊性,这可作为唯一执行的有力工具。

英文摘要

We study the strategic impact of ambiguity through the channel of higher-order beliefs. We show that even small amounts of prior ambiguity about game payoffs can generate arbitrarily large amounts of higher-order ambiguity. This gives rise to a novel form of contagion: vanishingly small payoff ambiguity can select ``secure'' actions (e.g., non-participation) as the unique equilibrium outcome even when those actions are almost dominated. We highlight two main implications. First, classical robustness results under probabilistic uncertainty break down under ambiguity when players can deviate to secure actions. Second, if a designer can introduce small amounts of payoff ambiguity into a game, this can serve as a powerful tool for unique implementation.

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