论文标题
同时购买随机提供的完美信息:Oracle Games
Simultaneous games with purchase of randomly supplied perfect information: Oracle Games
论文作者
论文摘要
当不对称引入外部第三方信息经纪人时,我们研究了代价高昂的两人游戏中昂贵的信息的作用,从而使一个玩家可以获取有关另一个玩家的动作的信息。该经纪人或“甲骨文”由响应的概率定义,随机提供正确的信息;知情的玩家可以为更高的响应概率支付更多费用。我们确定了策略概况是平衡的必要条件,这是两个参与者如何根据其信息功能成本确定的甲骨文的存在来改变其策略。对于混合策略平衡,随着信息变得更便宜,在关键的{\ it Nodes}处发生明确的过渡,纯粹的策略在纯粹的策略中被统治(或不主导)。这些节点将对待售信息的不同响应分开,在付费玩家增加所购买的信息量的区域之间交替,以及其他玩家摆脱风险较高的策略的区域,有利于最大程度地减少损失的更安全赌注。我们通过定义信息值来得出这些响应的条件。
We study the role of costly information in non-cooperative two-player games when an extrinsic third party information broker is introduced asymmetrically, allowing one player to obtain information about the other player's action. This broker or "oracle" is defined by a probability of response, supplying correct information randomly; the informed player can pay more for a higher probability of response. We determine the necessary and sufficient conditions for strategy profiles to be equilibria, in terms of how both players change their strategies in response to the existence of the oracle, as determined by its cost of information function. For mixed strategy equilibria, there is a continuous change as information becomes cheaper, with clear transitions occuring at critical {\it nodes} at which pure strategies become dominated (or undominated). These nodes separate distinct responses to the information for sale, alternating between regions where the paying player increases the amount of information purchased, and regions where the other player moves away from riskier strategies, in favor of safer bets that minimize losses. We derive conditions for these responses by defining a value of information.