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One-Shot deviation principle : ウィキペディア英語版 | One-shot deviation principle
The one-shot deviation principle is the principle of optimality of dynamic programming applied to game theory. It says that a strategy profile of a finite extensive-form game is a subgame perfect equilibrium if and only if there exist no profitable one-shot deviations. Ultimately, no player can profit from deviating from the strategy for one period and then reverting to the strategy. == Definitions ==
A one-shot deviation for player ''i'' from strategy ''σ''''i'' is a different strategy ''σ''~''i'' for only one period. A profitable one-shot deviation is one in which using a different strategy for one period (an one-shot deviation) yields a higher payoff. A proof of how an unimprovable strategy must be optimal can also be done.
抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「One-shot deviation principle」の詳細全文を読む
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