دانلود کتاب Quantal Response Equilibrium: A Stochastic Theory of Games

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Contents\nPreface\n1. Introduction and Background\n 1.1 Errare Humanum Est\n 1.2 Why a Statistical Version of Nash Equilibrium?\n 1.3 Six Guiding Principles for Statistical Game Theory\n 1.4 A Road Map\n2. Quantal Response Equilibrium in Normal-Form Games\n 2.1 The Reduced-Form Approach: Regular QRE\n 2.2 Two Simple Regular QRE Models\n 2.2.1 The Luce Model and a Power-Law Generalization\n 2.2.2 QRE Based on Distribution Functions\n 2.3 Properties of Logit QRE\n 2.3.1 Examples to Illustrate Logit-QRE-Based Refinements\n 2.4 Alternative Models Related to Regular QRE\n 2.4.1 Rosenthal’s Linear Response Model\n 2.4.2 Van Damme’s Control Cost Model\n 2.5 Structural Approach to QRE\n 2.5.1 An Equilibrium Model of Action Trembles\n 2.5.2 Structural QRE: An Equilibrium Model of Payoff Trembles\n 2.6 On the Empirical Content of QRE\n 2.6.1 Empirical Restrictions of Regular QRE\n 2.6.2 Empirical Restrictions of Structural QRE\n 2.6.3 Regularity with Structural QRE\n 2.6.4 Structural versus Reduced-Form QRE\n 2.7 QRE for Continuous Games\n3. Quantal Response Equilibrium in Extensive-Form Games\n 3.1 Regular QRE for Extensive-Form Games\n 3.2 Structural AQRE for Extensive-Form Games\n 3.2.1 Notation\n 3.2.2 Agent Quantal Response Equilibrium\n 3.3 Logit AQRE\n 3.4 AQRE Analysis of the Centipede Game\n4. Heterogeneity\n 4.1 Skill and Role Heterogeneity\n 4.1.1 Systematic Heterogeneity Depending on Player Roles\n 4.1.2 Idiosyncratic Heterogeneity\n 4.2 Heterogeneous Quantal Response Equilibrium\n 4.3 Skill Heterogeneity without Rational Expectations\n 4.3.1 Egoistic Beliefs about Opponents\n 4.3.2 Unconstrained Point Beliefs about Opponents’ Skill\n 4.4 QRE without Rational Expectations\n 4.4.1 Subjective Heterogeneous QRE\n 4.4.2 Truncated QRE and Cognitive Hierarchy\n 4.5 Noisy Introspection\n 4.5.1 Noisy Rationalizability\n 4.5.2 Noisy Introspection in Extensive-Form Games\n5. Dynamics and Learning\n 5.1 QRE in Infinitely Repeated Games\n 5.1.1 Notation\n 5.1.2 A Finite Recursive Form for Repeated Games\n 5.2 QRE in Dynamic and Stochastic Games\n 5.2.1 Markov Perfect Equilibrium\n 5.2.2 Logit Markov QRE\n 5.3 Evolutionary Dynamics and Logit QRE\n 5.4 Stochastic Learning Equilibrium\n 5.4.1 Some Alternative Learning Rules\n 5.4.2 Beliefs and Probabilistic Choice\n 5.4.3 History Formation\n 5.4.4 Stochastic Learning Equilibrium\n6. QRE as a Structural Model for Estimation\n 6.1 The QRE Estimation Approach\n 6.1.1 Estimation Program for Generalized Matching Pennies\n 6.2 Estimation and Methodological Issues\n 6.2.1 Multiple Equilibria\n 6.2.2 Estimation Methods\n 6.2.3 Unobserved Heterogeneity\n7. Applications to Game Theory\n 7.1 The Traveler’s Dilemma\n 7.1.1 Traveler’s Dilemma Experimental Data\n 7.1.2 Logit QRE Claim Distributions\n 7.2 The Compromise Game\n 7.2.1 Simultaneous versus Sequential Compromise Games\n 7.2.2 The Logic of Equilibrium\n 7.2.3 QRE with Continuous Types and Binary Action Spaces\n 7.2.4 Estimating QRE, TQRE, and a-Cursed QRE\n 7.3 Simplified Poker\n 7.4 Signaling Games\n 7.4.1 Banks, Camerer, and Porter (1994)\n 7.4.2 Brandts and Holt (1992, 1993)\n 7.5 Social Learning\n 7.5.1 The Basic Model\n 7.5.2 Nash Equilibrium\n 7.5.3 AQRE in the Information Cascade Game\n 7.5.4 Belief Dynamics Implied by QRE\n 7.5.5 An Experiment on Self-Correcting Cascades\n 7.5.6 Estimation\n8. Applications to Political Science\n 8.1 Participation Games\n 8.1.1 General Participation Games\n 8.1.2 Participation Games with Negative Externalities\n 8.1.3 Participation Games with Positive Externalities\n 8.1.4 Positive and Negative Externalities in Voting Games\n 8.2 Incomplete Information and Voter Turnout\n 8.2.1 QRE Model of Turnout with Private Information\n 8.2.2 Experimental Data\n 8.2.3 Asymptotic Voter Turnout Predicted by QRE\n 8.3 Information Aggregation by Voting\n 8.3.1 Rational Strategic Voting in Juries\n 8.3.2 Experimental Data\n 8.3.3 QRE Voting in Juries\n 8.4 Markov QRE and Dynamic Legislative Bargaining\n 8.4.1 Approximating MPE by Logit MQRE\n 8.4.2 Steady-State Equilibrium Dynamics\n 8.4.3 Using MQRE for Estimation\n 8.5 Crisis Bargaining\n9. Applications to Economics\n 9.1 Imperfect Price Competition\n 9.1.1 Learning and Convergence to Equilibrium\n 9.1.2 Logit QRE and Logit SLE Price Distributions\n 9.2 Minimum-Effort Coordination Games\n 9.2.1 Stochastic Potential and Logit QRE\n 9.2.2 A Coordination-Game Experiment\n 9.3 All-Pay Auctions\n 9.3.1 Rent Dissipation\n 9.3.2 Own-Payoff Effects in Asymmetric All-Pay Auctions\n 9.4 Private-Value Auctions\n 9.4.1 Two Simple Auction Games\n 9.5 Common-Value Auctions\n 9.5.1 The Maximum-Value Auction Game\n 9.5.2 Logit QRE for the Maximum-Value Auction Game\n 9.5.3 Estimating HQRE for the Maximum-Value Auction Game\n10. Epilogue: Some Thoughts about Future Research\n 10.1 Theory\n 10.1.1 Repeated Games\n 10.1.2 Correlated Equilibrium, Preplay Communication, and Mechanism Design\n 10.1.3 Endogenizing the Quantal Response Parameter\n 10.2 Applications\n 10.2.1 Bargaining Games: Legislative Bargaining, Offer/Counteroffer\n 10.2.2 The Winner’s Curse\n 10.3 Methodology\n 10.4 Closing Remarks\nReferences\nIndex