递增偏好随机博弈中的单调比较静力学

P. Leoni
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引用次数: 0

摘要

我们考虑一类具有递增偏好的随机折现博弈。我们首先证明了纯策略中存在极平稳马尔可夫完美平衡点,并将这些平衡点描述为精选算子的唯一不动点。我们利用这一性质,在任意参数空间下,建立了该类极端平衡点上的一类单调比较结果。
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Monotone Comparative Statics in Stochastic Games With Increasing Preferences
We consider a class of stochastic discounted games with increasing preferences. We first prove existence of extremal Stationary Markov Perfect Equilibria (SMPE) in pure strategies, and we characterize those equilibria as unique fixed points of well-chosen operators. We use this characterization to establish a class of monotone comparative results on those extremal equilibria, using an arbitrary parameter space.
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