贝叶斯博弈关于信息结构的比较静态分析及应用

项目名称： 贝叶斯博弈关于信息结构的比较静态分析及应用

项目编号： No.71472110

项目类型： 面上项目

立项/批准年度： 2015

项目学科： 管理科学

项目作者： 秦承忠

作者单位： 山东大学

项目金额： 62万元

中文摘要： 海萨尼提出的贝叶斯博弈模型描述的是多人互动决策问题。不同于单人决策问题，贝叶斯博弈的每一参与方所得收益不仅依赖于本身的决策，也赖于他人的决策，以及让各参与方拥有非对称信息的不确定性。贝叶斯博弈理论奠定了信息经济学的理论基础。贝叶斯博弈的信息结构是外生变量，贝叶斯博弈关于信息结构的一般性比较静态分析至今还未出现，但信息结构的变化对有效机制设计具有深刻的理论和实践意义。例如，在竞争性市场中，增加信息可能会使参与者丧失互惠交易的机会，导致帕累托恶化(Hirshleifer效应）。本课题旨在建立贝叶斯博弈关于信息结构的比较静态分析，并探讨其在企业理论中的应用。预期主要理论结果是基于贝叶斯博弈内在结构，建立评价信息结构的标准。考虑到贝叶斯博弈理论在信息经济学中的基础地位，本课题将会对信经济学加以拓展，丰富其应用范围。

中文关键词： 贝叶斯博弈；信息结构；布莱克威尔标准；贝叶斯势；比较静态分析

英文摘要： The economic roles of information have been actively analyzed over the past several decades, which have led to the emergence of information economics as a major new field of economics. The analysis of issues pertaining to imperfections of information, costly information acquisition, and information asymmetries has had profound implications for thinking about economic behavior and has enabled economists to explain important economic and social phenomena, which otherwise would be difficult or impossible to understand. The model of Bayesian games introduced in Harsanyi's (1966/68) seminal work provides the theoretical foundations of information economics. Bayesian games are models of interactive situations in which a player's payoff depends on his own action, the actions of the others, and in addition, on some unknown fundamentals for which the players receive exogenous partial information. The information structure of a Bayesian game is exogenous.No general comparative static analysis of Bayesian games with respect to the exogenous information structures has ever been made. Yet, changing information structure can have significant behavioral implications and profound practical implications for the design of efficient economic organizations among many other areas. Indeed, in a competitive market context, improving agents' information may destroy the opportunity of mutually beneficial trade. The phenomenon that an increase in public information may be Pareto-worsening in the context of a competitive market with diverse information, known as the Hirshleifer effect, has been extensively investigated and has had important practical applications since the publication of Hirshleifer's (1971) seminal work. Competitive economies with incomplete information are special cases of Bayesian games. The main purse of this project is to provide the missing general comparative static analysis of Bayesian games with respect to information structures, and to explore applications to principal-agent problems in industrial economics and business administration. Given that information economics is grounded on the theory of Bayesian games, comparative static analysis of Bayesian games would be timely, highly original, and generally applicable. Our expected theoretical results include establishing criteria for ranking information structures in terms of private or social values based on intrinsic structures of the underlying Bayesian games. Structural properties such as strategic complementarity, strategic substitutability, Bayesian potentials will play useful roles for our analysis. By specifying feasible actions, information structures, the rewards (payoffs) to be paid, many problems are naturally modeled as Bayesian games. Our project provides a unified framework for analyzing problems of information in the presence of strategic behavior and the efficient design of mechanisms, in particular for the principal's efficient design of incentive schemes for the agents.

英文关键词： Bayesian Game;Information Structure;Blackwell Criterion;Bayesian Potential;Comparative Static Analysis