非期望效用与纳什均衡- - 基于行为决策理论视角

项目名称： 非期望效用与纳什均衡- - 基于行为决策理论视角

项目编号： No.71271217

项目类型： 面上项目

立项/批准年度： 2013

项目学科： 管理科学

项目作者： 谭春桥

作者单位： 中南大学

项目金额： 56万元

中文摘要： 非合作博弈是博弈论一个重要的理论分支和研究领域，鉴于现有非合作博弈理论存在的局限，本项目拟从"有限理性"假设出发，运用非期望效用理论──积累前景理论，克服作为博弈模型的理论基石──期望效用的缺陷，从行为决策理论的视角以分析有限感知条件下非期望效用博弈纳什均衡的认知特点为基础，以构建非期望效用博弈模型为主线，把博弈过程中弈模型本身蕴含的经济与社会含义、博弈参与人个体行为及心理特征对博弈行为的影响、博弈模型的重构等问题纳入到一个统一的框架加以研究，突破期望效用理论对博弈论发展的制约，建立一种新的非期望效用博弈理论框架，综合运用积累前景理论、非可加测度理论、优化理论、认知心理学等研究其纳什均衡的存在性及其性质，应用行为决策和实验经济学的实验研究方法讨论纳什均衡的选择，解释纳什均衡一致预测性与现实决策行为相悖的内在原因。研究成果将进一步丰富和发展博弈理论，为博弈论提供一种新的研究途径和方法。

中文关键词： 非期望效用；均衡分析；有限理性；博弈论；

英文摘要： Non-cooperative game theory is an important branch and research field in game theory. Since there are limitations in non-cooperative game, from the bounded rationality assumption in this project, the cumulative prospect theory, a non-expected utility theory, is applied to overcome defect of expected utility theory, which is the theoretical foundation of game theory. Under the condition of limited sense cognitive characteristics of Nash equilibrium in non-expected utility game are analyzed from behavioral decision making. The non-expected utility game model is constructed. This project puts game model itself with economic and social meaning, influence of individual behavior and psychological characteristics of game player over game behavior in the process of game, and the reconstruction of game model into a unified framework and study them. A theoretical framework for non-expected utility game is set up. The Nash equilibrium existence and its properties of this new game are investigated by comprehensively using of cumulative prospect theory, non-additive measure theory, optimization theory and cognitive psychology. Further, behavioral decision and experimental economics experimental methods are applied to discuss Nash equilibrium selection problem.The contradictious intrinsic reasons between consistent prediction

英文关键词： non-expected utility；equilibrium analysis；bounded rationality；game theory；