基于信息熵风险和收益的纳什均衡选择
Nash Equilibriums Selection Based on Information Entropy Risk and Payoff
纳什均衡是博弈论的关键概念,它是理性决策者最优决策的结果。但纳什均衡的多重性使得决策者仍然面临不确定性问题,这限制了博弈论的应用。本文提出了一种基于信息熵风险和收益的纳什均衡选择方法,该方法根据博弈者的风险类型,综合考虑博弈决策者的收益和风险,对多重纳什均衡进行选择。通过一个具有两个严格纳什均衡解的2×2博弈实例对该方法进行了验证,结果表明该方法是有效的。
Nash equilibrium is the key conception of game theory and it’s the best decision-making result of rational players. But the multiple Nash equilibriums still makes the players into uncertainty and it constrains the application of game theory. In this thesis, we give a Nash equilibriums selection method based on information entropy risk and rewards. This method takes both risk and rewards into account according to the player’s risk characteristic and gives a selection. We give a 2×2 game example with two strict Nash equilibriums to justify this method and the result proves the given method is reasonable.
朱晓建、吴迪
数学经济学
纳什均衡信息熵风险特性收益
Nash equilibriuminformation entropyrisk characteristicpayoff
朱晓建,吴迪.基于信息熵风险和收益的纳什均衡选择[EB/OL].(2008-12-10)[2025-08-05].http://www.paper.edu.cn/releasepaper/content/200812-290.点此复制
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