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首页 [《策略与博弈论》杜塔(含练习)].pdf

[《策略与博弈论》杜塔(含练习)].pdf

[《策略与博弈论》杜塔(含练习)].pdf

上传者: 明天还有谁 2012-07-04 评分 5 0 233 32 1057 暂无简介 简介 举报

简介:本文档为《[《策略与博弈论》杜塔(含练习)]pdf》,可适用于高等教育领域,主题内容包含title:StrategiesandGames:TheoryandPracticeauthor:Dutta,PrajitKpublisher:MI符等。

title:StrategiesandGames:TheoryandPracticeauthor:Dutta,PrajitKpublisher:MITPressisbn|asin:printisbn:ebookisbn:language:EnglishsubjectGametheory,Equilibrium(Economics)publicationdate:lcc:HBDebddc:subject:Gametheory,Equilibrium(Economics)coverPageIIIStrategiesandGamesTheoryandPracticePrajitKDuttaTHEMITPRESSCAMBRIDGE,MASSACHUSETTSLONDON,ENGLANDpageiiiPageIVMassachusettsInstituteofTechnologyAllrightsreservedNopartofthisbookmaybereproducedinanyformbyanyelectronicormechanicalmeans(includingphotocopying,recording,orinformationstorageandretrieval)withoutpermissioninwritingfromthepublisherThisbookwassetinMeliorandMetaPlusbyWindfallSoftwareusingZzTEXandwasprintedandboundintheUnitedStatesofAmericaLibraryofCongressCataloginginPublicationDataDutta,PrajitKStrategiesandgames:theoryandpracticePrajitKDuttapcmIncludesbibliographicalreferencesandindexISBNGametheoryEquilibrium(Economics)ITitleHBD''dcCIPpageivPageVMAAARBABAKEpagevPageVIIBRIEFCONTENTSPrefaceXXIAReader'sGuideXXIXPartOneIntroductionChapterAFirstLookattheApplicationsAFirstLookattheTheoryTwoStrategicFormGames:TheoryandPracticeStrategicFormGamesandDominantStrategiesDominanceSolvabilityNashEquilibriumAnApplication"CournotDuopolyAnApplication:TheCommonsProblemMixedStrategiesTwoApplications:NaturalMonopolyandBankruptcyLawZeroSumGamesThreeExtensiveFormGames:TheoryandApplicationsExtensiveFormGamesandBackwardInductionAnApplication:ResearchandDevelopmentSubgamePerfectEquilibriumFinitelyRepeatedGamesInfinitelyRepeatedGamesAnApplication:CompetitionandCollusionintheNASDAQStockMarketAnApplication:OPECDynamicGameswithanApplicationtotheCommmonsProblemFourAsymmetricInformationGames:TheoryandApplicationsMoralHazardandIncentivesTheoryGameswithIncompleteInformationpageviiPageVIIIAnApplication:IncompleteInformationinaCournotDuopolyMechanismDesign,theRevelationPrinciple,andSalestoanUnknownBuyerAnApplication:AuctionsSignalingGamesandtheLemonsProblemFiveFoundationsCalculusandOptimizationProbabilityandExpectationUtilityandExpectedUtilityExistenceofNashEquilibriaIndexpageviiiPageIXCONTENTSPrefaceXXIAReader'sGuideXXIXPartOneIndroductionChapterAFirstLookattheApplicationsGabesThatWePlayBackgroundExamplesSummaryExercisesChapterAFirstLookattheTheoryRulesoftheGame:BackgroundWho,What,When:TheExtensiveFormInformationSetsandStrategiesWhoWhat,When:TheNormal(orStrategic)FormHowMuch:VonNeumannMorgensternUtilityFunctionRepresentationoftheExamplesSummaryExercisesPartTwoStrategicFormGames:TheoryandPracticeChapterStrategicFormGamesandDominantStrategiesStrategicFormGamesExamplesEquivalencewiththeExtensiveFormCaseStudyTheStrategicFormofArtAuctionsArtAuctions:ADescriptionArtAuctions:TheStrategicFormDominantStrategySolutionpageixPageXCaeStudyAgainADominantStrategyattheAuctionSummaryExercisesChapterDominanceSolvabilityTheIdeaDominatedandUndominatedStrategiesIteratedEliminationofDominatedStrategiesMoreExamplesCaseStudyElectingtheUnitedNationsSecretaryGeneralAMoreFormalDefinitionADiscussionSummaryExercisesChapterNashEquilibriumTheConceptIntuitionandDefinitionNashParablesExamplesCaseStudyNashEquilibriumintheAnimalKingdomRelationBetweentheSolutionConceptsSummaryExercisesChapterAnApplication:CournotDuopolyBackgroundTheBasicModelCournotNashEquilibriumCartelSolutionCaseStudyToday'sOPECpagexPageXIVariantsontheMainThemeI:AGraphicalAnalysisTheIEDSSolutiontotheCournotModelVariantsontheMainThemeII:StackelbergModelVariantsontheMainThemeIII:GeneralizationSummaryExercisesChapterAnApplication:TheCommonsProblemBackground:WhatistheCommonsASimpleModelSocialOptimalityTheProblemWorsensinaLargePopulationCaseStudiesBuffalo,GlobalWarming,andtheInternetAvertingaTragedySummaryExercisesChapterMixedStrategiesDefinitionandExamplesWhatIsaMixedStrategyYetMoreExamplesAnImplicationMixedStrategiesCanDominateSomePureStrategiesImplicationsforDominantStrategySolutionandIEDSMixedStrategiesareGoodforBluffingMixedStrategiesandNashEquilibriumMixedStrategyNashEquilibriainanExampleCaseStudyRandomDrugTestingSummaryExercisespagexiPageXIIChapterTowApplications:NaturlaMonopolyandBankruptcyLawChicken,SymmetricGames,andSymmetricEquilibriaChickenSymmetricGamesandSymmetricEquilibriaNaturalMonopolyTheEconomicBackgroundASimpleExampleWarofAttritionandaGeneralAnalysisBankruptcyLawTheLegalBackgroundANumericalExampleAGeneralAnalysisSummaryExercisesChapterZeroSumGamesDefinitionandExamplesPlayingSafe:MaxminTheConceptExamplesPlayingSound:MinmaxTheConceptandExamplesTwoResultsPlayingNash:PlayingBothSafeandSoundSummaryExercisesPartThreeExtensiveFormGames:TheoryandApplicationsChapterExtensiveFormGamesandBackwardInductionTheExtensiveFormAMoreFormalTreatmentpagexiiPageXIIIStrategies,MixedStrategies,andChanceNodesPerfectInformationGames:DefinitionandExamplesBackwardInduction:ExamplesThePowerofCommitmentBackwardInduction:AGeneralResultConnectionWithIEDSintheStrategicFormCaseStudyPoisonPillsandOtherTakeoverDeterrentsSummaryExercisesChapterAnApplication:ResearchandDevelopmentBackground:RD,Patents,andOlogopoliesAPatentRaceinProgress:HighDefinitionTelevisionAModelofRDBackwardInduction:AnalysisoftheModelSomeRemarksSummaryExercisesChapterSubgamePerfectEquilibriumAMotivatingExampleSubgamesandStrategiesWithinSubgamesSubgamePerfectEquilibriumTwoMoreExamplesSomeRemarksCaseStudyPeaceintheWorldWarITrenchesSummaryExercisesChapterFinitelyRepeatedGamesExamplesandEconomicApplicationspagexiiiPageXIVThreeRepeatedGamesandaDefinitionFourEconomicApplicationsFinitelyRepeatedGamesSomeGeneralConclusionsCaseStudyTreasuryBillAuctionsSummaryExercisesChapterInfinitelyRepeatedGamesDetourThroughDiscountingAnalysisofExample:TriggerStrategiesandGoodBehaviorTheFolkTheoremRepeatedGamesWithImperfectDetectionSummaryExercisesChapterAnApplication:CompetitionandCollusionintheNASDAQStockMarketTheBackgroundTheAnalysisAModeloftheNASDAQMarketCollusionMoreonCollusionTheBrokerDealerRelationshipOrderPreferencingDealersBigandSmallTheEpilogueSummaryExercisesChapterAnApplication:OPECOil:AHistoricalReviewpagexivPageXVProductionandPriceHistoryASimpleModeloftheOilMarketOilPricesandtheRoleofOPECRepteatedGamesWithDemandUncertaintyUnobservedQuotaViolationsSomeFurtherCommentsSummaryExercisesChapterDynamicGamesWithAnApplicationtotheCommonsProblemDynamicGames:APrologueTheCommonsProblem:AModelSustainableDevelopmentandSocialOptimumAComputationoftheSocialOptimumAnExplanationoftheSocialOptimumAchievableDevelopmentandGameEquilibriumAComputationoftheGameEquilibriumAnExplanationoftheEquilibriumAComparisonoftheSociallyOptimalandtheEquilibriumOutcomesDynamicGames:AnEpilogueSummaryExercisesPartFourAsymmetricInformationGames:TheoryandApplicationsChapterMoralHazardandIncentivesTheoryMoralHazard:ExamplesandaDefinitionAPrincipalAgentModelSomeExamplesofIncentiveSchemesTheOptimalIncentiveSchemeNoMoralHazardpagexvPageXVIMoralHazardSomeGeneralConclusionsExtensionsandGeneralizationsCaseStudyCompensatingPrimaryCarePhysiciansinanHMOSummaryExercisesChapterGameswithIncompleteInformationSomeExamplesSomeAnalysisoftheExamplesACompleteAnalysisofExampleBayesNashEquilibriumPureStrategyBayesNashEquilibriaMixedStrategyBayesNashEquilibriaMoreGeneralConsiderationsAModifiedExampleAGeneralFrameworkDominanceBasedSolutionConceptsCaseStudyFinalJeopardySummaryExercisesChapterAnApplication:IncompleteInformationinaCournotDuopolyAModelanditsEquilibriumTheBasicModelBayesNashEquilibriumTheCompleteInformationSolutionRevealingCoststoaRivalTwoSidedIncompletenessofInformationGeneralizationsandExtensionsOligopolypagexviPageXVIIDemandUncertaintySummaryExercisesChapterMechanismDesign,TheRevelationPriciple,andSalestoanUnknownBuyerMechanismDesign:TheEconomicContextASimpleExample:SellingtoaBuyerWithanUnknownValuationKnownPassionUnknownPassionMechanismDesignandtheRevelationPrincipleSinglePlayerManyPlayersAMoreGeneralExample:SellingVariableAmountsKnownTypeUnknownTypeSummaryExercisesChapterAnApplication:AuctionsBackgroundandExamplesBasicModelSecondPriceAuctionsFirstPriceAuctionsOptimalAuctionsHowWellDotheFirstandSecondPriceAuctionsDoFinalRemarksSummaryExercisesChapterSignalingGamesandtheLemonsProblemMotivationandTwoExamplesAFirstAnalysisoftheExamplespagexviiPageXVIIIADefinition,anEquilibriumConcept,andExamplesDefinitionPerfectBayesianEquilibriumAFurtherAnalysisoftheExamplesSignalingProductQualityTheBadCanDriveOuttheGoodGoodCanSignalQualityCaseStudyUsedCarsAMarketforLemonsConcludingRemarksSummaryExercisesPartFiveFoundationsChapterCalculusandOptimizationACalculusPrimerFunctionsSlopesSomeFormulasConcaveFunctionsAnOptimizationTheoryPrimerNecessaryConditionsSufficientConditionsFeasibilityConstraintsQuadraticandLogFunctionsSummaryExercisesChapterProbabilityandExpectationProbabilityIndependenceandConditionalProbabilityRandomVariablesandExpectationConditionalExpectationpagexviiiPageXIXSummaryExercisesChapterUtilityandExpectedUtilityDecisionMakingUnderCertaintyDecisionMakingUnderUncertaintyTheExpectedUtilityTheoremandtheExpectedReturnPuzzleDetailsontheVonNeumannMorgensternTheoremPayoffsinaGameRiskAversionSummaryExercisesChapterExistenceofNashEquilibriaDefinitionandExamplesMathematicalBackground:FixedPointsExistenceofNashEquilibria:ResultsandIntuitionSummaryExercisesIndexpagexixPageXXIPREFACEThisbookevolvedoutoflecturenotesforanundergraduatecourseingametheorythatIhavetaughtatColumbiaUniversityforthepastsixyearsOnthefirsttwooccasionsItookthestraightroad,teachingoutofavailabletextsButtheroadturnedouttobesomewhatbumpyforavarietyofreasonsIwasnotsatisfiedwiththemanytextsthatIconsideredSothethirdtimearoundIbuiltmyselfasmallbypassIwroteasetofsketchylecturenotesfromwhichItaughtwhileIassignedamorecompletetexttothestudentsAlthoughthiscompromiseinvolvedminimalcoststome,itturnedouttobeevenworseformystudents,sincewewerenowtravelingondifferentroadsAndthenI(foolishly)decidedtobuildmyownhighwaybuoyedbyanumberoffavorablerefereereports,IdecidedtoturnmynotesintoabookIsayfoolishlybecauseIhadnoideahowmuchhardworkisinvolvedinbuildingaroadIonlyhopeIbuiltasmoothoneTheBook'sPurposeAndItsIntendedAudienceTheobjectiveofthisbookistoprovidearigorousyetaccessibleintroductiontogametheoryanditsapplications,primarilyineconomicsandbusiness,butalsoinpoliticalscience,thelaw,andeverydaylifeThematerialisintendedprincipallyfortwoaudiences:first,anundergraduateaudiencethatwouldtakethiscourseasanelectiveforaneconomicsmajor(Myexperiencehasbeen,however,thatmyclassesarealsoheavilyattendedbyundergraduatemajorsinengineeringandthescienceswhotakethiscoursetofulfilltheireconomicsrequirement)Themanyapplicationsandcasestudiesinthebookshouldmakeitattractivetoitssecondaudience,MBAstudentsinbusinessschoolsInaddition,IhavetriedtomakethematerialusefultograduatestudentsineconomicsandrelateddisciplinesPhDstudentsinpoliticalscience,PhDstudentsineconomicsnotspecializingineconomictheory,etcwhowouldliketohaveasourcefromwhichtheycangetaselfcontained,albeitbasic,treatmentofgametheoryPedagogicallyIhavehadoneoverridingobjective:towriteatextbookthatwouldtakethemiddleroadbetweentheanecdotalandthetheoremdriventreatmentsofthesubjectOntheonehandistheapproachthatteachespurelybyexamplesandanecdotesInmyexperiencethatleavesthestudents,especiallythebrighterones,hungeringformoreOntheotherhand,thereisthemoreadvancedapproachemphasizingarigoroustreatment,butagain,inmyexperience,iftherearetoofewexamplesandapplicationsitisdifficulttokeepeventhebrighterstudentsinterestedIhavetriedtocombinethebestelementsofbothapproachesEveryresultispreciselystated(albeitwithminimalnotation),allassumptionsaredetailed,andatleastasketchofaproofisprovidedThetextalsocontainsninechapterlengthapplicationsandtwelvefairlydetailedcasestudiespagexxiPageXXIIDistinctiveFeaturesOfTheBookIbelievethisbookimprovesonavailableundergraduatetextsinthefollowingwaysContentafulldescriptionofutilitytheoryandadetailedanalysisofdynamicgametheoryThebookprovidesathoroughdiscussionofthesingleagentdecisiontheorythatformstheunderpinningofgametheory(ThatexercisetakesupthreechaptersinPartFive)Moreimportantlyperhaps,thisisthefirsttextthatprovidesadetailedanalysisofdynamicstrategicinteraction(inPartThree)Thetheoryofrepeatedgamesisstudiedovertwoandahalfchapters,includingdiscussionsoffinitelyandinfinitelyrepeatedgamesaswellasgameswithvaryingstagepayoffsIfollowthetheorywithtwochapterlengthapplications:marketmakingontheNASDAQfinancialmarketandthepricehistoryofOPECAdiscussionofdynamicgames(inwhichthegameenvironmentevolvesaccordingtoplayers'previouschoices)followsalongwithanapplicationtothedynamiccommonsproblemIbelievemanyoftheinterestingapplicationsofgametheoryaredynamicstudentinterestseemsalwaystoheightenwhenIgettothispartofthecourseandIhavefoundthateveryothertextpaysonlycursoryattentiontomanydynamicissuesStyleemphasisonaparalleldevelopmentoftheoryandexamplesAlmosteverychapterthatintroducesanewconceptopenswithnumericalexamples,someofwhicharewellknownandmanyofwhicharenotSometimesIhavealeadingexampleandatothertimesasetof(small)examplesAfterexplainingtheexampies,IgototheconceptanddiscussitwithreasonablerigorAtthispointIreturntotheexamplesandanalyzethejustintroducedconceptwithinthecontextoftheexamplesAttheendofasectionasetofchaptersonrelatedideasIdevoteawholechapter,andsometimestwo,toeconomicapplicationsofthoseideasLengthandOrganizationbitesizedchaptersandastatictodynamicprogressionIdecidedtoorganizethematerialwithineachchapterinsuchafashionthattheessentialelementsofawholechaptercanbetaughtinoneclass(oraclassandahalf,dependingonlevel)Inmyexperienceithasbeenaloteasiertokeepthestudentsengagedwiththisstructurethanwithtextsthathaveindividualchaptersthatare,forexample,overfiftypageslongThetopicsevolveinanaturalsequence:staticcompleteinformationtodynamiccompleteinformationtostaticincompleteinformationIdecidedtoskipmuchofdynamicincompleteinformation(otherthansignaling)becausethequestionsinthispartofthesubjectarealoteasierthantheanswers(andmystudentsseemedtohavelittlestomachforequilibriumrefinements,forexample)ThereareafewadvancedtopicsaswelldifferentinstructorswillhavethefreedomtodecidewhichsubsetoftheadvancedtopicstheywouldliketoteachintheircourseSectionsthataremoredifficultaremarkedwiththesymbolDependingonlevel,someinstructorswillwanttoskippagexxiiPageXXIIIthesesectionsatfirstpresentation,whileothersmaywishtotakeextratimeindiscussingthematerialExercisesAttheendofeachchapterthereareabouttwentyfivetothirtyproblems(intheExercisessection)Inaddition,withinthetexti

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