请问一个Game Theory的问题 - 未名空间MITBBS历史存档

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请问一个Game Theory的问题

请问一个Game Theory的问题# Economics - 经济

s*a2008-07-04 07:07

1 楼

请问有没有一些文献描述下面这样的情况，
在一个含有许多同质agent的经济环境下分别定义Competitive equilibrium，也就是所
有agent把价格认为是恒定的均衡，再定义一个Nash equilibrium，也就是所有agent考
虑他们自身market power的均衡，结果发现Nash equil. 与 competitive equil. 不同
（这不稀奇），且当agent数量向无穷多趋近时，Nash equil.也不收敛到competitive
equil.
有没有这种可能呢？

U*e2008-07-04 07:07

2 楼

似乎没有
Cournot Equilibrium with Free Entry
William Novshek
The Review of Economic Studies, Vol. 47, No. 3 (Apr., 1980), pp. 473-486

competitive

【在 s*****a 的大作中提到】

: 请问有没有一些文献描述下面这样的情况，
: 在一个含有许多同质agent的经济环境下分别定义Competitive equilibrium，也就是所
: 有agent把价格认为是恒定的均衡，再定义一个Nash equilibrium，也就是所有agent考
: 虑他们自身market power的均衡，结果发现Nash equil. 与 competitive equil. 不同
: （这不稀奇），且当agent数量向无穷多趋近时，Nash equil.也不收敛到competitive
: equil.
: 有没有这种可能呢？

f*k2008-07-04 07:07

3 楼

depends on the settings of the games, it is possible that NE does not
converge to CE. for example, see Schmeidler & Postelwaite "Approximate
efficiency of non-Walrasian Nash equilibria", Econometrica, 1978.

competitive

【在 s*****a 的大作中提到】

s*a2008-07-04 07:07

4 楼

我粗略看了一下这篇文章，感觉说的还是NE趋近了CE啊，下面是它的原文
...The inefficiency should be negligible when each agent's trades are
negligible relative to the aggregate trade if this is to be a plausible
model. The object of this papter is to show such a result.
Since in any model with a finite number of traders, a specific trader cannot
be completely negligible, we should not expect to get complete efficiency
in such a case. Rather, when each agent is nearly negligible, the allocation
resulting from a Nash equilibrium sh

【在 f******k 的大作中提到】

: depends on the settings of the games, it is possible that NE does not
: converge to CE. for example, see Schmeidler & Postelwaite "Approximate
: efficiency of non-Walrasian Nash equilibria", Econometrica, 1978.
:
: competitive

f*k2008-07-04 07:07

5 楼

sorry, bad memory. that one proves NE converges to CE in a Cournot game
under some conditions.
The one that I wanted to mention is Roberts, Donald John & Postlewaite,
Andrew, 1976. "The Incentives for Price-Taking Behavior in Large Exchange
Economies," Econometrica, Econometric Society, vol. 44(1), pages 115-27,
January.
basically if the action set is the demand function, then usually you do not
get the convergence.

cannot
allocation
the

【在 s*****a 的大作中提到】

: 我粗略看了一下这篇文章，感觉说的还是NE趋近了CE啊，下面是它的原文
: ...The inefficiency should be negligible when each agent's trades are
: negligible relative to the aggregate trade if this is to be a plausible
: model. The object of this papter is to show such a result.
: Since in any model with a finite number of traders, a specific trader cannot
: be completely negligible, we should not expect to get complete efficiency
: in such a case. Rather, when each agent is nearly negligible, the allocation
: resulting from a Nash equilibrium sh

s*a2008-07-04 07:07

6 楼

what do you mean by"the action set is the demand function"?

not

【在 f******k 的大作中提到】

: sorry, bad memory. that one proves NE converges to CE in a Cournot game
: under some conditions.
: The one that I wanted to mention is Roberts, Donald John & Postlewaite,
: Andrew, 1976. "The Incentives for Price-Taking Behavior in Large Exchange
: Economies," Econometrica, Econometric Society, vol. 44(1), pages 115-27,
: January.
: basically if the action set is the demand function, then usually you do not
: get the convergence.
:
: cannot

f*k2008-07-04 07:07

7 楼

means that each agent reports his demand function in the game.

【在 s*****a 的大作中提到】

: what do you mean by"the action set is the demand function"?
:
: not