博弈论与信息经济学_耶鲁大学经济学系列讲义

博弈论与信息经济学_耶鲁大学经济学系列讲义

耶鲁大学经济学系列讲义

Game Theory and Information Economics

Dirk Bergemann

（Department of Economics，Yale University）

博弈论与信息经济学 博弈论与信息经济学

曹乾 整理

（东南大学 caoqianseu@http://www.77cn.com.cn）

东大青椒教育工作室制作

博弈论与信息经济学_耶鲁大学经济学系列讲义

DirkBergemann

DepartmentofEconomics

YaleUniversity

GameTheoryandInformationEconomicsJanuary2006

Springer-Verlag

BerlinHeidelbergNewYork

LondonParisTokyo

HongKongBarcelona

Budapest

博弈论与信息经济学_耶鲁大学经济学系列讲义

博弈论与信息经济学_耶鲁大学经济学系列讲义

Contents

1.Introduction::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::

1.1Gametheoryandparlorgames-abriefhistory......................................

1.2Gametheoryinmicroeconomics....................................................778PartI.StaticGamesofCompleteInformation

2.NormalForm:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::

2.1LeadingExamples................................................................

2.2TheNormalFormRepresentation..................................................

2.3RationalStrategicBehavior........................................................

2.3.1DominantStrategies........................................................

2.3.2IteratedDeletionofStrictlyDominatedStrategies:.............................

NashEquilibrium:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::

3.1BestResponseCorrespondences....................................................

3.2MixedStrategies.................................................................

3.3ExistenceofNashEquilibrium:.....................................................

3.4ImperfectCompetition............................................................

3.4.1AnExistenceProblem......................................................

3.4.2Reconcilingquantityandpricecompetition....................................

3.4.3ImperfectSubstitutes:MonopolisticCompetitionandtheDixit/Stiglitzmodel.....

3.5EntryandtheCompetitiveLimit12.E,12.F.........................................

3.5.1CompetitiveCaseMWG10.F................................................

3.5.2ModellingEntry12.E.......................................................

3.5.3TheCompetitiveLimit12.F.................................................1111111212141717181920212121222323243.PartII.DynamicGamesofCompleteInformation

4.PerfectInformationGames:::::::::::::::::::::::::::::::::::::::::::::::::::::::::

4.1Extensive(Tree)FormtoNormalForm.............................................

4.1.1NashEquilibria............................................................

4.1.2BackwardInductionandCredibleThreats:G2.1.A,2.1.D;MWG9.B.............

4.2TheExtensiveFormRepresentation................................................

4.3SubgamePerfection:..............................................................

4.4Bargaining......................................................................

4.5NashBargainingProblem:MWG22.E..............................................

4.5.1The\NashProgram":AlternatingO ersandtheNashBargainingSolution........272728282929303133

博弈论与信息经济学_耶鲁大学经济学系列讲义

4Contents

5.RepeatedGamesandFolkTheorems::::::::::::::::::::::::::::::::::::::::::::::::35

5.1In nitelyRepeatedGames.........................................................36

5.2FolkTheorems...................................................................36PartIII.StaticGamesofIncompleteInformation

PartIV.DynamicGamesofIncompleteInformation

6.SequentialRationality::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::http://www.77cn.com.cnrmationEconomics

7.Akerlof'sLemonModel:::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::

7.1BasicModel.....................................................................

7.2Extensions.......................................................................

7.3Wolinsky'sPriceSignal'sQuality...................................................

7.4Conclusion......................................................................

7.5Reading.........................................................................Job

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9.MarketSignalling::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::http://www.77cn.com.cnrmedPrincipal................................................................8.4.1MaskinandTirole'sinformedprincipalproblem................................Spence-MirrleesSingleCrossingCondition...........................................8.5.1SeparatingCondition.......................................................Supermodular....................................................................SupermodularandSingleCrossing..................................................SignallingversusDisclosure........................................................Reading.........................................................................55555657585859595962646465656667686869

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778.MoralHazard::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::::9.1IntroductionandBasics...........................................................9.2BinaryExample..................................................................9.2.1FirstBest.................................................................9.2.2SecondBest..... …… 此处隐藏：18656字，全部文档内容请下载后查看。喜欢就下载吧 ……