Data and Code for: Stochastic Equilibria: Noise in Actions or Beliefs?

We introduce noisy belief equilibrium (NBE) for normal form games in which players best respond to noisy belief realizations. Axioms restrict belief-distributions to be unbiased with respect to and responsive to changes in the opponents’ behavior. The axioms impose testable restrictions both within and across games, and we compare these restrictions to those of regular QRE in which axioms are placed on the quantal response function as the primitive. NBE can generate similar predictions as QRE in several classes of games. Unlike QRE, NBE is a refinement of rationalizability and invariant to affine transformations of payoffs.

本文针对标准式博弈提出了噪声信念均衡（Noisy Belief Equilibrium, NBE），在该类博弈中，参与者会基于噪声信念的实现值做出最优反应。其公理约束信念分布需满足两项要求：关于对手行为无偏，且能响应对手行为的变化。这些公理在单场博弈内部以及跨博弈场景下均施加了可检验的约束条件，我们将此类约束与常规量子反应均衡（Quantal Response Equilibrium, QRE）的约束进行对比——后者将公理作为基本前提施加于量子反应函数之上。在多类博弈中，NBE可生成与常规量子反应均衡（QRE）相似的预测结果。与QRE不同，NBE是可理性化性的一种精炼形式，且不受收益的仿射变换影响。