有限理性下的博弈均衡分析

An Analysis of Game Equilibrium under Bounded Rationality

人类理性所受的环境约束来自复杂性和不确定性,选择行为是在有限理性思考下作出的,它受到认识、环境和信息不确定的约束。传统博弈论采用了一种建立在完全理性和贝叶斯决策原则上的模式,纳什均衡的推导立足于严格的理性假定,纳什均衡产生的过程是局中人经过严密的逻辑运算而得到的一个最优化的结果。但有限理性的约束使他们难以做到传统假定下的最优化选择,他们只是处于向纳什均衡收敛的过程中,他们的选择很难达到,或者说在短期内很难做到纳什均衡。这个追求理性的过程实际上是一种认识或学习过程。

Man＇s rationality is affected by the complexity and instability of the environment. Making choice is under bounded rationality and restricted by the instability of the knowledge, environment and information. The traditional game theory is based on the complete rationality and Bayesian decision principle. The deduction process of Nash equilibrinm is based on the assumption of complete rationality. The Nash equilibrinm is an optimum result from the logical operation by the person in the game. However, it is difficult for them to make the optimum choice under bounded rationality as under the traditional consumption. They are in the process of Nash equilibrium convergence, i.e. it is difficult for them to reach the Nash equilibrium in short-term. Nash equilibrium is learned slowly in long term.