Preview

Вопросы экономики

Расширенный поиск
Доступ открыт Открытый доступ  Доступ закрыт Только для подписчиков

Модели ограниченной рациональности vs. оптимизационные модели стратегического мышления и обучения в играх

https://doi.org/10.32609/0042-8736-2014-5-27-44

Полный текст:

Аннотация

В статье, написанной в ответ на работу Р. Харстада и Р. Зельтена (см.: Вопросы экономики. 2014. № 5. С. 5-26. - Примеч. ред. ), рассматривается выбор между моделями ограниченной рациональности и оптимизационными моделями в теоретико-игровом контексте. Показано, что в большинстве моделей элементы оптимизации сохраняются, и сделан вывод, что более продуктивно совершенствовать оптимизационные модели, чем заменять их моделями ограниченной рациональности.

Об авторе

В. Кроуфорд
Оксфордский университет (Великобритания) и Университет Калифорнии в Сан-Диего (США)
Россия
профессор экономики, Оксфордский университет (Великобритания) и Университет Калифорнии в Сан-Диего (США)


Список литературы

1. Crawford V. P. Boundedly Rational versus Optimization-Based Models of Strategic Thinking and Learning in Games // Journal of Economic Literature. 2013. Vol. 51, No 2. P. 512-527

2. Abreu D., Brunnermeier M. K. (2003). Bubbles and Crashes // Econometrica. Vol. 71, No 1. P. 173-204.

3. Andreoni J., Miller J. (2002). Giving According to GARP: An Experimental Test of the Consistency of Preferences for Altruism // Econometrica. Vol. 70, No 2. P. 737-753.

4. Arad A., Rubinstein A. (2012). Multi-dimensional Iterative Reasoning in Action: The Case of the Colonel Blotto Game // Journal of Economic Behavior and Organization. Vol. 84, No 2. P. 571-585.

5. Armstrong M., Huck S. (2010). Behavioral Economics as Applied to Firms: A Primer // Competition Policy International. Vol. 6, No 1. P. 3-45.

6. Barberis N., Thaler R. (2003). A Survey of Behavioral Finance // Handbook of the Economics of Finance. Vol. 1B. Financial Markets and Asset Pricing / G. M. Constantinides, M. Harris, R. Stulz (eds.). Amsterdam; L.; N. Y.: Elsevier, North Holland.

7. Bernheim B. D. (1984). Rationalizable Strategic Behavior // Econometrica. Vol. 52, No 4. P. 1007-1028.

8. Bolton G. E., Ockenfels A. (2000). ERC: A Theory of Equity, Reciprocity, and Competition // American Economic Review. Vol. 90, No 1. P. 166-193.

9. Brandenburger A. (1992). Knowledge and Equilibrium in Games // Journal of Economic Perspectives. Vol. 6, No 4. P. 83-101.

10. Brunner Ch., Camerer C. F., Goeree J. K. (2011). Stationary Concepts for Experimental 2 x 2 Games: Comment // American Economic Review. Vol. 101, No 2. P. 1029-1040.

11. Brunnermeier M. K., Oehmke M. (2013). Bubbles, Financial Crises, and Systemic Risk // Handbook of the Economics of Finance. Vol. 2, Part B / G. M. Constantinides, M. Harris, R. Stulz (eds.). Amsterdam; L.; N. Y.: Elsevier, North Holland.

12. Camerer C. F. (2003). Behavioral Game Theory: Experiments in Strategic Interaction. Princeton: Princeton University Press; N. Y.: Sage.

13. Camerer C. F., Ho T.-H. (1999). Experience-Weighted Attraction Learning in Normal Form Games // Econometrica. Vol. 67, No 4. P. 827-874.

14. Camerer C. F., Ho T.-H., Chong J.-K. (2002). Sophisticated Experience-Weighted Attraction Learning and Strategic Teaching in Repeated Games // Journal of Economic Theory. Vol. 104, No 1. P. 137-188.

15. Camerer C. F., Ho T.-H., Chong J.-K. (2004). A Cognitive Hierarchy Model of Games // Quarterly Journal of Economics. Vol. 119, No 3. P. 861-898.

16. Capen E. C., Clapp R. V., Campbell W. M. (1971). Competitive Bidding in High-Risk Situations // Journal of Petroleum Technology. Vol. 23, No 6. P. 641-653.

17. Charness G., Levin D. (2009). The Origin of the Winner’s Curse: A Laboratory Study // American Economic Journal: Microeconomics. Vol. 1, No 1. P. 207-236.

18. Charness G., Rabin M. (2002). Understanding Social Preferences with Simple Tests // Quarterly Journal of Economics. Vol. 117, No 3. P. 817-869.

19. Conlisk J. (1996). Why Bounded Rationality? // Journal of Economic Literature. Vol. 34, No 2. P. 669-700.

20. Costa-Gomes M. A., Crawford V. P. (2006). Cognition and Behavior in Two-Person Guessing Games: An Experimental Study // American Economic Review. Vol. 96, No 5. P. 1737-1768.

21. Crawford V. P. (1995). Adaptive Dynamics in Coordination Games // Econometrica. Vol. 63, No 1. P. 103-143.

22. Crawford V. P., Costa-Gomes M. A., Iriberri N. (2013). Structural Models of Non-equilibrium Strategic Thinking: Theory, Evidence, and Applications // Journal of Economic Literature. Vol. 51, No 1. P. 5-62.

23. Crawford V. P., Smallwood D. (1984). Comparative Statics of Mixed-Strategy Equilibria in Noncooperative Two-Person Games // Theory and Decision. Vol. 16, No 3. P. 225-232.

24. Cyert R. M., March J. G. (1963). A Behavioral Theory of the Firm. N. Y.: Prentice Hall.

25. DellaVigna S. (2009). Psychology and Economics: Evidence from the Field // Journal of Economic Literature. Vol. 47, No 2. P. 315-372.

26. Делавинья С. (2011). Психология и экономика: результаты эмпирических исследований // Вопросы экономики. № 4. С. 47-77; № 5. С. 56-74; № 6. С. 82-106.

27. Erev I., Roth A. E. (1998). Predicting How People Play Games: Reinforcement Learning in Experimental Games with Unique, Mixed Strategy Equilibria // American Economic Review. Vol. 88, No 4. P. 848-881.

28. Ewerhart Ch. (2000). Chess-like Games Are Dominance Solvable in at Most Two Steps // Games and Economic Behavior. Vol. 33, No 1. P. 41-47.

29. Eyster E., Rabin M. (2005). Cursed Equilibrium // Econometrica. Vol. 73, No 5. P. 1623-1672.

30. Eyster E., Rabin M. (2010). Naive Herding in Rich-Information Settings // American Economic Journal: Microeconomics. Vol. 2, No 4. P. 221-243.

31. Fehr E., Schmidt K. M. (1999). A Theory of Fairness, Competition, and Cooperation // Quarterly Journal of Economics. Vol. 114, No 3. P. 817-868.

32. Frederick S., Loewenstein G., O’Donoghue T. (2002). Time Discounting and Time Prefe -rence: A Critical Review // Journal of Economic Literature. Vol. 40, No 2. P. 351-401.

33. Fudenberg D., Levine D. K. (1998). The Theory of Learning in Games. Cambridge, MA; L.: MIT Press.

34. Gabaix X. (2011). A Sparsity-Based Model of Bounded Rationality // National Bureau of Economic Research Working Paper. No 16911.

35. Harstad R. M. (2000). Dominant Strategy Adoption and Bidders’ Experience with Pricing Rules // Experimental Economics. Vol. 3, No 3. P. 261-280.

36. Harstad R. M., Selten R. (2013). Bounded-Rationality Models: Tasks to Become Intel lectually Competitive // Journal of Economic Literature. Vol. 51, No 2. P. 496-511.

37. Харстад Р. М., Зельтен Р. (2014). Модели ограниченной рациональности: пути достижения интеллектуальной конкурентоспособности // Вопросы экономики. № 5. С. 5-26.

38. Hogarth R. M., Reder M. W. (eds.) (1986). Rational Choice: The Contrast between Economics and Psychology. Chicago; L.: University of Chicago Press.

39. Jehiel Ph. (2005). Analogy-Based Expectation Equilibrium // Journal of Economic Theory. Vol. 123, No 2. P. 81-104.

40. Johnson E. J., Camerer C. F., Sen S., Rymon T. (2002). Detecting Failures of Backward Induction: Monitoring Information Search in Sequential Bargaining // Journal of Economic Theory. Vol. 104, No 1. P. 16-47.

41. Kagel J. H., Harstad R. M., Levin D. (1987). Information Impact and Allocation Rules in Auctions with Affiliated Private Values: A Laboratory Study // Econometrica. Vol. 55, No 6. P. 1275-1304.

42. Kagel J. H., Levin D. (1993). Independent Private Value Auctions: Bidder Behaviour in First-, Second- and Third-Price Auctions with Varying Numbers of Bidders // Economic Journal. Vol. 103, No 419. P. 868-879.

43. Kahneman D., Tversky A. (1979). Prospect Theory: An Analysis of Decision under Risk // Econometrica. Vol. 47, No 2. P. 263-292.

44. Kőszegi B., Rabin M. (2006). A Model of Reference-Dependent Preferences // Quarterly Journal of Economics. Vol. 121, No 4. P. 1133-1165.

45. Laibson D. (1997). Golden Eggs and Hyperbolic Discounting // Quarterly Journal of Economics. Vol. 112, No 2. P. 443-477.

46. Lei V., Noussair Ch. N., Plott Ch. R. (2001). Nonspeculative Bubbles in Experimental Asset Markets: Lack of Common Knowledge of Rationality vs. Actual Irrationality // Econometrica. Vol. 69, No 4. P. 831-859.

47. McKelvey R. D., Palfrey T. R. (1995). Quantal Response Equilibria for Normal Form Games // Games and Economic Behavior. Vol. 10, No 1. P. 6-38.

48. Milgrom P. R., Roberts J. (1990). Rationalizability, Learning, and Equilibrium in Games with Strategic Complementarities // Econometrica. Vol. 58, No 6. P. 1255-1277.

49. Milgrom P. R., Roberts J. (1991). Adaptive and Sophisticated Learning in Normal Form Games // Games and Economic Behavior. Vol. 3, No 1. P. 82-100.

50. Milgrom P. R., Stokey N. (1982). Information, Trade and Common Knowledge // Journal of Economic Theory. Vol. 26, No 1. P. 17-27.

51. Milgrom P. R., Weber R. J. (1982). A Theory of Auctions and Competitive Bidding // Econometrica. Vol. 50, No 5. P. 1089-1122.

52. Morris S., Postlewaite A., Shin H. S. (1995). Depth of Knowledge and the Effect of Higher Order Uncertainty // Economic Theory. Vol. 6, No 3. P. 453-467.

53. Mullainathan S. (2000). Thinking through Categories. Mimeo.

54. Munier B. et al. (1999). Bounded Rationality Modeling // Marketing Letters. Vol. 10, No 3. P. 233-248.

55. Myerson R. B. (1999). Nash Equilibrium and the History of Economic Theory // Journal of Economic Literature. Vol. 37, No 3. P. 1067-1082.

56. Майерсон Р. (2010). Равновесие по Нэшу и история экономической науки // Вопросы экономики. № 6. С. 26-42.

57. Nelson R. R., Winter S. G. (1982). An Evolutionary Theory of Economic Change. Cambridge, MA; London: Harvard University Press.

58. Нельсон Р., Уинтер С. (2002). Эволюционная теория экономических изменений. М.: Дело.

59. Newell A., Simon H. A. (1972). Human Problem Solving. N. Y.: Prentice Hall.

60. Ockenfels A., Selten R. (2005). Impulse Balance Equilibrium and Feedback in First Price Auctions // Games and Economic Behavior. Vol. 51, No 1. P. 155-170.

61. O’Donoghue T., Rabin M. (1999). Doing It Now or Later // American Economic Review. Vol. 89, No 1. P. 103-124.

62. Pearce D. G. (1984). Rationalizable Strategic Behavior and the Problem of Perfection // Econometrica. Vol. 52, No 4. P. 1029-1050.

63. Rabin M. (1993). Incorporating Fairness into Game Theory and Economics // American Economic Review. Vol. 83, No 5. P. 1281-1302.

64. Rabin M. (1998). Psychology and Economics // Journal of Economic Literature. Vol. 36, No 1. P. 11-46.

65. Rabin M. (2002). Inference by Believers in the Law of Small Numbers // Quarterly Journal of Economics. Vol. 117, No 3. P. 775-816.

66. Rabin M. (2013). Incorporating Limited Rationality into Economics // Journal of Economic Literature. Vol. 51, No 2. P. 528-543.

67. Рабин М. (2014). Интеграция ограниченной рациональности в экономическую науку // Вопросы экономики. № 5. С. 45-65.

68. Rosenthal R. W. (1989). A Bounded-Rationality Approach to the Study of Non-cooperative Games // International Journal of Game Theory. Vol. 18, No 3. P. 273-291.

69. Roth A. E., Erev I. (1995). Learning in Extensive-Form Games: Experimental Data and Simple Dynamic Models in the Intermediate Term // Games and Economic Behavior. Vol. 8, No 1. P. 164-212.

70. Rubinstein A. (1998). Modeling Bounded Rationality. Cambridge, MA; L.: MIT Press.

71. Samuelson L. (2001). Analogies, Adaptation, and Anomalies // Journal of Economic Theory. Vol. 97, No 2. P. 320-366.

72. Samuelson W. F., Bazerman M. H. (1985). The Winner’s Curse in Bilateral Negotiations // Research in Experimental Economics. Vol. 3 / V. Smith (еd.). Greenwich, Conn.: JAI Press.

73. Selten R. (1990). Bounded Rationality // Journal of Institutional and Theoretical Economics. Vol. 146, No 4. P. 649-658.

74. Selten R. (1991). Anticipatory Learning in Two-Person Games // Game Equilibrium Models I: Evolution and Game Dynamics / R. Selten (ed.). N. Y.; Berlin; L.; Tokyo: Springer.

75. Selten R. (1998). Features of Experimentally Observed Bounded Rationality // European Economic Review. Vol. 42, No 3-5. P. 413-436.

76. Selten R., Abbink K., Cox R. (2005). Learning Direction Theory and the Winner’s Curse // Experimental Economics. Vol. 8, No 1. P. 5-20.

77. Selten R., Buchta J. (1999). Experimental Sealed Bid First Price Auctions with Directly Observed Bid Functions // Games and Human Behavior: Essays in Honor of A. Rapoport / D. V. Budescu et al. (eds.). Mahwah, NJ: Lawrence Erlbaum Associates.

78. Selten R., Chmura Th. (2008). Stationary Concepts for Experimental 2 x 2 Games // American Economic Review. Vol. 98, No 3. P. 938-966.

79. Selten R., Chmura Th., Goerg S. J. (2011). Stationary Concepts for Experimental 2 x 2 Games: Reply // American Economic Review. Vol. 101, No 2. P. 1041-1044.

80. Selten R., Pittnauer S., Hohnisch M. (2012). Dealing with Dynamic Decision Problems when Knowledge of the Environment Is Limited: An Approach Based on Goal Systems // Journal of Behavioral Decision Making. Vol. 25, No 5. P. 443-457.

81. Selten R., Stoecker R. (1986). End Behavior in Sequences of Finite Prisoner’s Dilemma Supergames: A Learning Theory Approach // Journal of Economic Behavior and Organization. Vol. 7, No 1. P. 47-70.

82. Simon H. A. (1955). A Behavioral Model of Rational Choice // Quarterly Journal of Economics. Vol. 69, No 1. P. 99-118.

83. Smith V. L., Suchanek G. L., Williams A. W. (1988). Bubbles, Crashes, and Endogenous E xpectations in Experimental Spot Asset Markets // Econometrica. Vol. 56, No 5. P. 1119-1151.

84. Sobel J. (2005). Interdependent Preferences and Reciprocity // Journal of Economic Literature. Vol. 43, No 2. P. 392-436.

85. Spiegler R. (2011a). Bounded Rationality and Industrial Organization. Oxford; N. Y.: Oxford University Press.

86. Spiegler R. (2011b). ‘But Can’t We Get the Same Thing with a Standard Model?’ Rationalizing Bounded-Rationality Models // Economics and Philosophy. Vol. 27, No 1. P. 23-43.

87. Thaler R. H. (1992). The Winner’s Curse: Paradoxes and Anomalies of Economic Life. Princeton; Chichester, U.K.: Princeton University Press.

88. Tirole J. (1982). On the Possibility of Speculation under Rational Expectations // Econometrica. Vol. 50, No 5. P. 1163-1181.

89. Tversky A., Kahneman D. (1974). Judgment under Uncertainty: Heuristics and Biases // Science. Vol. 185, No 4157. P. 1124-1131.

90. Tversky A., Kahneman D. (1991). Loss Aversion in Riskless Choice: A Reference-Dependent Model // Quarterly Journal of Economics. Vol. 106, No 4. Р. 1039-1061.

91. Woodford M. (1990). Learning to Believe in Sunspots // Econometrica. Vol. 58, No 2. P. 277-307.

92. Xiong W. (2013). Bubbles, Crises, and Heterogeneous Beliefs // Handbook on Systemic Risk / J.-P. Fouque, J. A. Langsam (eds.). Cambridge: Cambridge University Press.

93. Young H. P. (2004). Strategic Learning and Its Limits. Oxford: Oxford University Press.


Для цитирования:


Кроуфорд В. Модели ограниченной рациональности vs. оптимизационные модели стратегического мышления и обучения в играх. Вопросы экономики. 2014;(5):27-44. https://doi.org/10.32609/0042-8736-2014-5-27-44

For citation:


Crawford V.P. Boundedly rational versus optimization-based models of strategic thinking and learning in games. Voprosy Ekonomiki. 2014;(5):27-44. (In Russ.) https://doi.org/10.32609/0042-8736-2014-5-27-44

Просмотров: 44


ISSN 0042-8736 (Print)