论文标题

在双面信息不对称下用信号传导的承诺

Commitment with Signaling under Double-sided Information Asymmetry

论文作者

Li, Tao, Zhu, Quanyan

论文摘要

游戏中的信息不对称使具有信息优势的玩家通过战略性地向其他玩家揭示信息来操纵他人的信念。这项工作考虑了贝叶斯Stackelberg游戏中的双面信息不对称性,在此,从混合策略承诺中取样的领导者的实现动作被追随者隐藏了。相比之下,追随者拥有有关他的回报的私人信息。鉴于双方的不对称信息,出现了一个重要的问题:\ emph {领导者的信息优势是否超过了追随者的信息?}我们在这项工作中肯定地回答了这个问题,我们证明,通过充分设计一个信号设备,该信号设备可以揭示有关领导者对追随者的领导者实现行动的部分信息,而没有信号,则可以实现更高的预期效率。此外,与利用数学编程工具的贝叶斯Stackelberg游戏中的先前作品不同,我们将领导者的承诺视为对信仰空间的概率度量。这种概率语言大大简化了分析并允许间接信号方案,从而导致在提议的游戏模型下对平衡的几何表征。

Information asymmetry in games enables players with the information advantage to manipulate others' beliefs by strategically revealing information to other players. This work considers a double-sided information asymmetry in a Bayesian Stackelberg game, where the leader's realized action, sampled from the mixed strategy commitment, is hidden from the follower. In contrast, the follower holds private information about his payoff. Given asymmetric information on both sides, an important question arises: \emph{Does the leader's information advantage outweigh the follower's?} We answer this question affirmatively in this work, where we demonstrate that by adequately designing a signaling device that reveals partial information regarding the leader's realized action to the follower, the leader can achieve a higher expected utility than that without signaling. Moreover, unlike previous works on the Bayesian Stackelberg game where mathematical programming tools are utilized, we interpret the leader's commitment as a probability measure over the belief space. Such a probabilistic language greatly simplifies the analysis and allows an indirect signaling scheme, leading to a geometric characterization of the equilibrium under the proposed game model.

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