| 基于随机最优反应均衡的认知层级模型 |
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| 引用本文： | 安毅,杨忠直,刘晓峰. 基于随机最优反应均衡的认知层级模型[J]. 系统管理学报, 2008, 17(6) |
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| 作者姓名： | 安毅 杨忠直 刘晓峰 |
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| 作者单位： | 1. 上海交通大学安泰经济与管理学院,上海,200052
2. 中南财经政法大学工商管理学院,武汉,430074 |
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| 摘 要： | 随机最优反应均衡与认知层级理论是在有限理性框架下对纳什均衡的修正方法,在解释实验结果时,2个模型存在参数范围变化过大的缺陷.将二者结合起来,并在表述参与者判断认知层级概率分布时引入噪声干扰,修正了各认识层级参与者选择策略的行为方式,从而建立了认知层级模型框架下,参与者依据反应函数决定策略选择概率的模型.通过算例进行比较,结果表明,该模型的精度更高、解释能力更强.
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| 关 键 词： | 有限理性 认证层级 随机最优反应均衡 |
A Cognitive Hierarchy Model Based on Quantal Response Equilibrium |
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| AN Yi,YANG Zhong-zhi,LIU Xiao-feng. A Cognitive Hierarchy Model Based on Quantal Response Equilibrium[J]. Systems Engineering Theory·Methodology·Applications, 2008, 17(6) |
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| Authors: | AN Yi YANG Zhong-zhi LIU Xiao-feng |
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| Affiliation: | 1.Antai College of Economics and Management;Shanghai Jiaotong University;Shanghai 200052;China;2.School of Business Management;Zhongnan University of Economics and Law;Wuhan 430074;China |
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| Abstract: | Quantal response equilibrium and cognitive hierarchy theory are the two modified methods of Nash equilibrium under the framework of bounded rationality.Both models have the defect of parameters varying too much when the experiment result is explained.This paper combines the two models and introduces noise interference in the process of one player's characterizing cognitive hierarchy probability distribution and also modifies the behavioral mode of all-level cognitive hierarchy players selecting strategies.T... |
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| Keywords: | bounded rationality cognitive hierarchy quantal response equilibrium |
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