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中国管理科学 ›› 2009, Vol. 17 ›› Issue (5): 133-139.

• 论文 • 上一篇    下一篇

基于策略熵的博弈分析研究

何大义   

  1. 中国地质大学人文经管学院, 北京 100083
  • 收稿日期:2009-01-31 修回日期:2009-08-10 出版日期:2009-10-31 发布日期:2009-10-31
  • 作者简介:何大义(1973- ),男(汉族),四川成都人,中国地质大学人文经济学院讲师,博士,研究方向:运筹学、风险决策理论与方法.

Game Analyzing Based on Strategic Entropy

HE Da-yi   

  1. School of Humanities and Economic Management, China University of Geosciences, Beijing 100083, China
  • Received:2009-01-31 Revised:2009-08-10 Online:2009-10-31 Published:2009-10-31

摘要: 通过建立博弈问题的信息论模型和定义不同类型博弈问题的策略熵,论证了纳什均衡与最大熵之间的内在联系:最大策略熵是纳什均衡的充分必要条件。这表明纳什均衡不仅是利益的均衡同时也是信息均衡的结果。在此基础上,给出了基于熵最大化准则的纳什均衡估计与精炼的方法。

关键词: 信息论, 博弈论, 策略熵, 最大熵准则

Abstract: Based on communication model in information theory,a game theoretical model is developed.And different definitions of strategic entropy for different kind of games are presented respectively. Then we prove that a mixed strategy with maximum entropy is sufficient and necessary condition for Nash equilibrium,which demonstrates that Nash equilibrium is the equilibrium not only of benefits but also of information. Based on the basic theorem we presented,the method of achieving and refining Nash equilibrium is presented by the end.

Key words: information theory, game theory, strategic entropy, maximum entropy principle

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