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北航经商院 • 经济学双周论坛 第十一期

发布时间: 2018/05/09 15:24:06     点击次数:次   打印本页

北航经商院 • 经济学双周论坛 第十一期

尊敬的各位老师:

你们好!

“北航经商院 • 经济学双周论坛”将在本周迎来第十一期讨论,具体安排如下:

时间:本周五(5月11日)中午12:00-14:00

地点:新主楼A1138。

在此诚挚邀请您参与讨论和分享!

题目: 不确定性条件下混合策略的执行

TitleMixed Strategies Implementation under Ambiguity

主讲人: 刘知微

Presenter:Zhiwei LIU

摘要 (Abstract):

本报告拓展了de Castro and Yannelis (2018) 和 de Castro, Liu and Yannelis (2017) 的工作,考虑了类似 Prescott and Townsend (1984) 的随机彩票和混合策略。证明在Wald型maxmin偏好下,任何一个帕累托最优配置都是混合策略激励相容的,都可以在混合策略的maxmin均衡中完全地执行。作为应用,证明了Prescott和Townsend (1984)的竞争均衡分配,maxmin的核分配,maxmin的值分配,以及不公开的maxmin 理性预期均衡分配,都是混合策略激励兼容的,都可以在混合策略的maxmin均衡中完全地执行。这些结果在贝叶斯偏好下不成立。

We extend the results in de Castro and Yannelis (2018) and de Castro, Liu and Yannelis (2017), taking into account shock-contingent lotteries a la Prescott and Townsend (1984) and mixed strategies. We show that every efficient allocation is mixed incentive compatible and fully implementable through the maxmin equilibrium in mixed strategies, under the Wald type maxmin preferences. As applications, we show that the competitive equilibrium allocations a la Prescott and Townsend (1984), the maxmin core allocations, the maxmin value allocations, and the non-revealing maxmin rational expectations equilibrium allocations are mixed maxmin incentive compatible and fully implementable in mixed strategies. These results do not hold under Bayesian preferences.

主讲人简介 (Introduction):

刘知微现任首都经济贸易大学国际经济管理学校副教授,其于2014年在伊利诺大学香槟分校取得经济学博士学位,研究专注于实施理论、博弈论、一般均衡理论;并在众多国际会议论坛展示学术成果并发文于相关领域知名期刊。

Zhiwei LIU is an associate professor at International School of Economics and Management, Capital University of Economics and Business. She obtained her Ph. D in Economics at University of Illinois at Urbana-Champaign in 2014. Her research interests are Implementation Theory, Game Theory and General Equilibrium Theory. She has presented her research results at many international conferences and published articles in related prestigious journals.

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经济与商学研究院

2018年5月9日