为什么学习博弈论? Contd Nash Equilibrium has had a fundamental and ·博弈论是有关“互动行为”( Interactive pervasive impact in economics and the social behavior)的科学 science which is comparable to that of the A sort of umbrella, or unified field theory for the discovery of the dna double helix in the rational side of social science. It develops iological sciences. Nash formulated the basic methodologies that apply in principle to all ocabulary for a new language of economic nteractive situations. (Aumann and Hart, 1992) analysis." (R Myerson, 1999JEL) It provides solid micro-foundations for the study More and more, the language of game theory has of social structure and social change. (Jon Elster become the language of economics. More and 1982) more,'pure'theory came to mean game theory. (Faruk Gul, 1997, JEP) 博弈论的基本假设 关于理性人假设 ·理性假设( Rationality): agents are ·理性人的定义:有一个很好定义的偏好 ( well-defined preference在给定约束下 ·共同知识( common knowledge of 追求偏好的最大化( maximization) rationality) ·偏好是如何形成的 Know the rules of the game 关于偏好的假设 完备性( completeness):任何两个可选择的 方案之间都是可比较的 传递性( transitivity)(偏好具有一致性) 偏好函数 无差异曲线 ·如果偏好满足其他一些假设(特别是连 续性假设),可以定义一个偏好函数或 称效用函数( utility function) U=f(x, y) Lexicographic preferences · endowment effect3 为什么学习博弈论？ • 博弈论是有关“互动行为”(interactive behavior)的科学 • “A sort of umbrella, or unified field theory for the rational side of social science. It develops methodologies that apply in principle to all interactive situations.”(Aumann and Hart, 1992) • “It provides solid micro-foundations for the study of social structure and social change.”(Jon Elster, 1982) Cont’d • “Nash Equilibrium has had a fundamental and pervasive impact in economics and the social science which is comparable to that of the discovery of the DNA double helix in the biological sciences. Nash formulated the basic vocabulary for a new language of economic analysis.”(R. Myerson, 1999,JEL) • “More and more, the language of game theory has become the language of economics. More and more, ‘pure’ theory came to mean game theory.” (Faruk Gul, 1997, JEP) 博弈论的基本假设 • 理性假设（Rationality）: agents are instrumentally rational; • 共同知识（common knowledge of rationality) • Know the rules of the game 关于理性人假设 • 理性人的定义：有一个很好定义的偏好 （well-defined preference);在给定约束下 追求偏好的最大化（maximization) • 偏好是如何形成的？ • 关于偏好的假设： – 完备性（completeness)：任何两个可选择的 方案之间都是可比较的； – 传递性（transitivity):(偏好具有一致性） 偏好函数 • 如果偏好满足其他一些假设（特别是连 续性假设），可以定义一个偏好函数或 称效用函数（utility function); • Lexicographic preferences • endowment effect. U = f (x, y) 无差异曲线 X Y A B