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【学术讲座】Modelling Games with Incomplete Information: An Introduction
2017年10月16日 编辑: 浏览量:


主办单位:中国财政发展协同创新中心

时间:2017年10月20日(周五)10:00-12:00

地点:学术会堂603(学院南路)


主讲人: Prof. Shmuel Zamir

Shmuel Zamir,耶路撒冷希伯来大学教授。他于耶路撒冷希伯来大学获得数学博士学位,师从诺贝尔经济学奖得主R. Aumann。 Zamir教授的研究领域包括不完全信息博弈和重复博弈,是世界顶尖的博弈论学者。他目前担任The International Journal of Game Theory 杂志主编,Journal of Mathematical Economics杂志副主编,Games and Economic Behavior 杂志编委,The Game Theory Society(博弈论协会)理事会成员,the Econometric Society(世界计量经济学会)院士。


讲座概要:

In most situations of interactive decision making (games), the agents (decision makers, players) do not have complete information on the environment they face. Due to the interactive nature of the game, modeling such situations involves not only the knowledge and beliefs of the players regarding the unknown or uncertain parameters of the environment (the game), but also the whole hierarchy of knowledge of each agent, that is, knowledge of the knowledge of the other agents, knowledge of the knowledge of the other agents of the knowledge of other agents, and so on. When the agents have beliefs (i.e. probability distributions) on the unknown parameters that define the game, we similarly run into the need to consider infinite hierarchies of beliefs. The challenge of the theory was to incorporate these infinite hierarchies of knowledge and beliefs in a workable model.


We present the Aumann model of incomplete information, which models the knowledge of the players regarding the payoff-relevant parameters in the situation that they face. We define the knowledge operator, the concept of common knowledge, and characterize the collection of events that are common knowledge among the players.


We then add to the model the notion of belief and prove Aumann's agreement theorem: it cannot be common knowledge among the players that they disagree about the probability of a certain event.


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