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貝葉斯博弈.
貝葉斯博弈(Bayesian game),又或者叫貝氏博弈,係博弈論上嘅一種博弈。技術性啲噉講,貝葉斯博弈定義係噉嘅:喺一場貝葉斯博弈裏面,每位博弈者都屬某一個類型(type;指個博弈者有個報償函數);博弈者都唔具有完全資訊;是但搵位博弈者嚟睇,佢做唔到確實知道每個對手「屬邊個類型」,但心目中都會對自己每個對手「屬邊個類型」有概率分佈[1]。
用日常用語嚟講即係話,喺一場貝葉斯博弈裏面,每位博弈者都唔能夠確實噉知道對手嘅偏好,但能夠估每個對手嘅偏好係點。
喺一場貝葉斯博弈當中,如果話一套博弈策略處於貝葉斯拿殊均衡點(Bayesian Nash equilibrium),即係話對於個博弈者嚟講,假設佢對博弈形勢嘅判斷完全正確,嗰套策略能夠做到「無論對手揀乜,都令自己嘅預期報償有咁大得咁大」。
- ↑ Harsanyi, John C., 1967/1968. "Games with Incomplete Information Played by Bayesian Players, I-III." Management Science 14 (3): 159-183 (Part I), 14 (5): 320-334 (Part II), 14 (7): 486-502 (Part III).
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