论文标题
带有交互信息获取的随机游戏：管道上的完美马尔可夫贝叶斯平衡
Stochastic Game with Interactive Information Acquisition: Pipelined Perfect Markov Bayesian Equilibrium
论文作者
论文摘要
本文研究了一个多玩家，通用随机游戏，其特征是每个时期的双阶段时间结构。代理商在每个时期开始实现的时间变化状态面临不确定性。在第一阶段，代理商从事有关未知状态的信息获取。每个代理商都从多个信号选项中进行战略性选择，每个信号选项都有不同的成本。选定的信号规则分配确定代理类型的私人信息。在第二阶段，代理商通过采取私人类型的行动来打出贝叶斯游戏。我们引入了一个平衡概念，即管道上的完美马尔可夫贝叶斯平衡（PPME），该平衡融合了马尔可夫完美平衡和完美的贝叶斯平衡。我们提出了一种新型的平衡表征原理，称为定点对齐，并为任何策略概况提供了一组可验证的必要条件，以实现PPME。
This paper studies a multi-player, general-sum stochastic game characterized by a dual-stage temporal structure per period. The agents face uncertainty regarding the time-evolving state that is realized at the beginning of each period. During the first stage, agents engage in information acquisition regarding the unknown state. Each agent strategically selects from multiple signaling options, each carrying a distinct cost. The selected signaling rule dispenses private information that determines the type of the agent. In the second stage, the agents play a Bayesian game by taking actions contingent on their private types. We introduce an equilibrium concept, Pipelined Perfect Markov Bayesian Equilibrium (PPME), which incorporates the Markov perfect equilibrium and the perfect Bayesian equilibrium. We propose a novel equilibrium characterization principle termed fixed-point alignment and deliver a set of verifiable necessary and sufficient conditions for any strategy profile to achieve PPME.
