Perfect Bayesian Equilibrium and Sequential Equilibrium
Опубликовано на портале: 30-01-2007
Journal of Economic Theory.
1991.
Vol. 53.
No. 2.
P. 236-260.
We introduce a formal definition of perfect Bayesian equilibrium (PBE) for multi-period
games with observed actions. In a PBE, (P) the strategies form a Bayesian equilibrium
for each continuation game, given the specified beliefs, and (B) beliefs are updated
from period to period in accordance with Bayes rule whenever possible, and satisfy
a “no-signaling-what-you-don't-know” condition. PBE is equivalent to
sequential equilibrium if each player has only two types, or there are only two periods,
but differs otherwise. Equivalence is restored by requiring that (B) apply to the
relative probabilities of types with posterior probability zero.
Ключевые слова
dynamic game perfect Bayesian equilibrium динамические игры математическое моделирование равновесие в игре экономическое поведение
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