Sequential Equilibrium Analysis and Computational Experiments of a Bargaining Game with Incomplete Information
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摘要: 本文从理论研究和计算实验两个层次分析和验证了一类带有时间 偏好的单边双类型不完全信息议价博弈模型及其序贯均衡, 运用单阶段偏离法则分别推导和证明了该议价博弈的合并均衡与分离均衡, 并通过策略比较和构造静态出价博弈证明了合并均衡是议价博弈的唯一理性解. 在此基础上, 本文设计不完全信息议价博弈计算实验场景, 基于协同演化计算实验方法验证了议价博弈的序贯均衡解. 最后, 本文探讨了该序贯均衡对于议价双方相应管理策略的实践指导意义.Abstract: This paper analyzes and experimentally validates the sequential equilibrium of a bargaining game with one-sided incomplete information about players' time preferences. Using one-stage-deviation principle, we deduce the pooling equilibrium and separating equilibrium of this bargaining game, respectively, and we prove by strategy comparison and constructing a static offer game that the pooling equilibrium is the unique rational solution to the bargaining model. We also design the computational experiments for the bargaining game with incomplete information, and quantitively validate the sequential equilibrium solution via co-evolution-based computational experiments. Towards the end, we discuss the practical significance of our research findings.
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表 1 静态出价博弈的支付矩阵
Table 1 The payoff matrix of the static offer game
2s 2w $p_{2s}^0 = {{\hat V}_s}$ $p_{2s}^0=y^{\omega_0}$ $p_{2w}^0 = {{\hat V}_w}$ $\;({{\hat V}_w},0)({y^{{\omega _0}}},2)$ $({{\hat V}_w},0)({y^{{\omega _0}}},0)$ $p_{2w}^0 = P_{2s}^0$ $({x^{{\omega _0}}},1)({y^{{\omega _0}}},2)$ $({y^{{\omega _0}}},0)({y^{{\omega _0}}},0)$ 
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表 2 计算实验场景的参数设置
Table 2 The parameters of the computational experiments
贴现因子 初始信念 议价期数 δ1= 0.6, δw= 0.2, δw=0.8 ω= 0.6 T = 100
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