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Misspecified learning and evolutionary stability

delete2025-09-01
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OA
AI
K
Kevin He *
J
Jonathan Libgober
DOI：10.1016/j.jet.2025.106082delete
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摘要

摘要

En 中文
我们将间接演化方法扩展到（可能存在误设的）模型选择中。持有不同模型的代理人两两匹配进行阶段博弈，其中模型定义了关于博弈参数及他人策略的可信信念。在均衡时，每个代理人采用与其数据最契合的可信信念，并基于该信念进行最优策略选择。我们通过比较在位模型的均衡支付与进入模型的均衡支付来定义在位模型的稳定性，并提供了在何种条件下，正确设定的在位模型仅能被包含多个可信信念（即允许推断的）误设的进入模型所破坏。我们还表明，由于误设信念的内生性，进入者仅在进入者群体规模较大时，才可能在与其在位者的匹配中表现良好。应用包括库诺特双头垄断中需求弹性误判的选择，以及蜈蚣博弈中类比推理的出现。
Keyword:
Misspecified Bayesian learning
Endogenous misspecifications
Evolutionary stability
Analogy classes
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期刊

J
Journal of Economic Theory
IF:
1.2
论文数:
68
被引数:
0

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