게임이론

들어가며
1 게임이론이란 무엇인가? ························································· 001
2 게임이론의 역사와 발전 ·························································· 003

SECTION 01 전략과 경쟁
CHAPTER 01 게임의 형태와 해
1.1 게임의 구성요소 ··································································· 011
1.2 게임의 형태 ········································································· 018
1.2.1 전 개 형 / 018
1.2.2 전 략 형 / 020
1.3 게임의 해 ··········································································· 022
1.4 우월전략과 열등전략 ····························································· 023
1.5 열등전략의 단계적 소거 ························································· 028
1.6 순수전략 내쉬균형 ································································ 032
1.7 여러 2×2 전략형게임 ··························································· 036

CHAPTER 02 전략형게임의 응용
2.1 생산량경쟁 과점시장 ··························································· 042
2.1.1 간단한 예시 / 042
2.1.2 쿠르노 복점모형 / 044
2.1.3 쿠르노 과점모형 / 049
2.2 가격경쟁 과점시장 ································································ 051
2.2.1 동질적 재화 / 051
2.2.2 차별화된 과점 / 053
2.2.3 엡손(Epson)의 부메랑 / 055
2.3 제품 차별화 ········································································· 057
2.3.1 호텔링 모형 / 057
2.3.2 민주 선거 및 중위투표자정리 / 060
2.4 공유지의 비극 ······································································ 063
2.5 공조게임과 네트워크산업 ······················································· 071
2.5.1 네트워크효과 / 071
2.5.2 포지티브 피드백 / 073
2.5.3 공조게임 / 075
2.6 공조게임과 케인즈 경기변동론 ················································ 080
2.7 손해배상법 ·········································································· 083

CHAPTER 03 혼합전략의 개념과 응용
3.1 강단계소거와 합리화전략 ······················································· 087
3.2 혼합전략 내쉬균형 ································································ 090
3.2.1 순수전략 내쉬균형의 부존재 가능성 / 090
3.2.2 혼합전략 내쉬균형의 계산 / 091
3.2.3 혼합전략 내쉬균형의 성질 / 093
3.3 백화점의 바겐세일 ································································ 096
3.4 가위바위보 ·········································································· 099
3.5 정치경제적 소모전 ································································ 102
3.6 투표의 역설과 중추투표가설 ··················································· 107
3.6.1 양 후보 지지자들의 수가 같은 k＝m의 경우 / 108
3.6.2 후보 B 지지자들이 후보 A 지지자들보다 많은 k＜m의 경우 / 109

CHAPTER 04 내쉬균형의 성질과 대안
4.1 내쉬균형과 강단계소거의 관계 ················································ 116
4.2 최소극대와 최대극소 ····························································· 120
4.2.1 안전성과 최소극대 / 120
4.2.2 최대극소 / 122
4.2.3 혼합전략 최소극대 및 최대극소 / 123
4.3 최소극대, 최대극소, 내쉬균형의 관계 ········································ 125
4.4 여행자의 딜레마·································································· 128
4.5 초점과 위험우위 ··································································· 131
4.5.1 초 점 / 132
4.5.2 위험우위와 보수우위 / 134
4.6 진화게임(evolutionary game) ················································ 137
4.6.1 학습, 진화, 경로의존성 / 137
4.6.2 진화안정적 균형 / 139
4.6.3 동태적 진화안정성 / 142
4.7 혼합전략 내쉬균형의 직관성 ··················································· 145
4.8 상관균형 ············································································ 146

SECTION 02 공약과 신빙성
CHAPTER 05 전개형게임
5.1 전개형게임 ·········································································· 155
5.1.1 전개형의 개념과 특징 / 155
5.1.2 전개형과 전략형의 관계 / 157
5.1.3 행태전략 / 159
5.2 위협과 약속의 신빙성 ···························································· 161
5.3 부분게임완전균형과 역진귀납법 ·············································· 164
5.4 역진귀납법과 완전균형의 현실성 ············································· 167
5.5 전략적 공약 ········································································· 171
5.5.1 내구재 독점판매 / 171
5.5.2 듀폰의 생산용량 확장 / 173
5.6 공약의 신빙성을 높이는 방안 ·················································· 178
5.6.1 자신의 손을 묶음으로써 신빙성을 높이는 방안 / 178
5.6.2 보수의 구조를 바꿈으로써 공약의 신빙성을 높이는 방안 / 181

CHAPTER 06 전개형게임의 응용
6.1 선점효과가 있는 과점시장 ······················································ 185
6.1.1 스타켈버그 과점 모형 / 186
6.1.2 선도-추종 관계 / 189
6.2 뱅크런 금융공황 ··································································· 191
6.2.1 뱅크런의 자기실현적 성질 / 191
6.2.2 예금보험제도를 통한 신뢰성 회복 / 194
6.3 소비자 예속 ········································································· 196
6.3.1 전환비용과 소비자 예속 / 196
6.3.2 벨아틀랜틱의 AT&T 교환기 설치 / 197
6.3.3 기타 사례들 / 199
6.4 전략적 무역정책 ··································································· 201
6.5 지리적 입지선정 및 가격결정 ·················································· 210

CHAPTER 07 협상과 중재
7.1 유한수명 협상 ······································································ 218
7.2 최후통첩협상, 독재자게임 및 공평정의 ······································ 226
7.3 무한수명 협상 ······································································ 231
7.4 협상지연, 파업, 결렬과 미비정보의 역할 ···································· 237
7.5 중 재 ················································································· 239
7.5.1 일반중재 / 239
7.5.2 최종제안중재 / 240

SECTION 03 반복과 협조
CHAPTER 08 반복게임
8.1 보복, 보상 및 협조 ································································ 249
8.2 반복게임의 요소와 균형 ························································· 250
8.2.1 역사와 전략 / 250
8.2.2 반복게임에서 보수 개념 / 253
8.2.3 반복게임 균형 / 255
8.3 유한반복게임 ······································································· 256
8.3.1 유한반복 죄수의 딜레마 게임 / 256
8.3.2 다수의 내쉬균형을 갖는 게임의 유한반복 / 260
8.4 재협상방지 ·········································································· 265
8.5 무한반복 죄수의 딜레마 ························································· 269
8.5.1 반복게임 전략 / 269
8.5.2 내쉬균형 / 272
8.5.3 부분게임완전균형 / 275
8.6 팃포탯의 이론과 실례 ···························································· 278
8.6.1 균형 분석 / 278
8.6.2 팃포탯의 실례 / 281

CHAPTER 09 전래정리
9.1 사회적 실현가능성 및 개인적 합리성 ········································ 285
9.2 무한반복게임의 내쉬균형 ······················································· 290
9.3 무한반복게임의 부분게임완전균형 ··········································· 291
9.4 유한반복게임의 내쉬균형 ······················································· 294
9.5 다양한 예시 ········································································· 296

CHAPTER 10 반복게임의 응용
10.1 카 르 텔 ············································································ 301
10.1.1 생산량카르텔 / 301
10.1.2 가격카르텔 / 305
10.2 불완전정보하의 담합 ··························································· 308
10.3 담합과 카르텔의 실례 ·························································· 312
10.3.1 OPEC의 담합과 국제유가 / 312
10.3.2 다이아몬드는 영원히 / 315
10.3.3 가격선도 / 318
10.3.4 유통전략을 통한 경쟁제한 / 321
10.3.5 자진신고자 감면 제도 / 323
10.4 실효임금과 생산성 향상 ······················································· 325
10.4.1 실효임금이론 / 325
10.4.2 실효임금이론의 응용 / 331
10.5 정책의 비일관성과 정부 신뢰 ················································ 335

SECTION 04 정보와 제도
CHAPTER 11 정태적 미비정보 게임
11.1 서 론 ············································································· 345
11.2 베이즈게임 및 균형의 개념 ··················································· 348
11.2.1 정태적 미비정보 게임 / 348
11.2.2 베이즈내쉬균형 / 350
11.3 변형된 투자－진입게임 ························································ 351
11.4 생산비에 대한 미비정보하의 쿠르노 복점모형 ··························· 357
11.5 공공재 건설게임 ································································· 361
11.6 정보우위는 반드시 유익한가? ················································ 366
11.7 근사주지사실과 미비정보게임 ················································ 368
11.7.1 협공(coordinated attack) / 368
11.7.2 동전 테두리의 톱니문양 / 369
11.7.3 흙투성이 꼬마들 / 370
11.7.4 봉투교환게임(envelope exchange) / 373
11.7.5 투기거래의 불가능성 / 376

CHAPTER 12 경 매
12.1 개 요 ············································································· 381
12.2 사적가치 경매 ···································································· 387
12.2.1 영국식 경매 / 388
12.2.2 차가 경매 / 390
12.2.3 최고가 경매 / 392
12.2.4 네덜란드식 경매 / 398
12.3 수익동등정리와 효율성 ························································ 399
12.4 공통가치 경매와 승자의 저주 ················································ 403
12.5 위험회피 성향이 미치는 영향 ················································ 409
12.6 입찰담합 ··········································································· 411
12.7 부록 A: 최고가 입찰 균형 전략의 성질 ···································· 415

CHAPTER 13 메커니즘의 설계
13.1 개 요 ············································································· 419
13.2 고객차별화의 단순모형 ························································ 424
13.2.1 여객기의 좌석등급 / 424
13.2.2 기업의 최적전략 / 426
13.3 고객차별화의 일반모형 ························································ 430
13.3.1 개요 / 430
13.3.2 고객차별화의 실례 / 432
13.3.3 일반 모형 / 434
13.4 공공재 건설을 위한 그로브스-레드야드 메커니즘 ······················ 440
13.4.1 단순 예시 / 440
13.4.2 일반모형 / 442
13.4.3 메커니즘 이행의 신빙성 / 444
13.5 배타적 유통 계약 ································································ 446
13.6 메커니즘 설계와 현시원리 ···················································· 449
13.6.1 메커니즘 설계 / 449
13.6.2 현시원리 / 452

SECTION 05 신호, 선별, 계약
CHAPTER 14 동태적 미비정보 게임
14.1 문제의 제기 ······································································· 459
14.2 완전베이즈균형 ·································································· 461
14.3 완전베이즈균형의 계산 예 ···················································· 466
14.4 동태적 미비정보 게임 ·························································· 469
14.5 신호게임 ··········································································· 473
14.5.1 신호게임의 정의 / 473
14.5.2 신호게임에서 완전베이즈균형 / 476
14.6 민사소송에서 상호 합의 ······················································· 479
14.7 평 판 ············································································· 485
14.8 직관적 신념과 전진귀납법 ···················································· 490
14.8.1 독점기업의 진입제한가격 부과게임 / 490
14.8.2 외부대안이 있는 성대결게임 / 494

CHAPTER 15 역선택, 신호와 선별
15.1 자동차 품질보증과 비싼 광고 ················································ 498
15.1.1 미비정보가 시장실패에 미치는 영향 / 498
15.1.2 품질보증, 광고, 브랜드가치 / 500
15.2 학력 인플레이션의 순기능 ···················································· 506
15.3 금융시장의 역선택, 신용할당 및 재무구조 ································ 519
15.3.1 역선택과 신용할당 / 520
15.3.2 신호발송으로서의 지분 제안 / 526
15.4 다양한 보험상품과 소비자 선택 ············································· 534
15.4.1 보험을 통한 위험분산 / 534
15.4.2 모 형 / 535
15.4.3 역선택과 시장실패 / 538
15.4.4 보험상품의 다양화 / 541

CHAPTER 16 대리인 문제와 유인계약
16.1 감춰진 행동과 도덕적 해이 ··················································· 547
16.2 단순 모형 ·········································································· 551
16.2.1 불완전정보와 도덕적 해이 / 551
16.2.2 유인계약 / 553
16.2.3 고정급이 성과급보다 우월한 경우 / 557
16.3 최적 계약: 위험분담과 유인제공 ············································ 560
16.4 일반화된 대리인 모형 ·························································· 563
16.4.1 완전정보하의 자원배분 / 564
16.4.2 불완전정보하의 유인설계 / 565
16.5 토너먼트 경쟁 ···································································· 572
16.5.1 완전정보하의 자원배분 / 572
16.5.2 불완전정보하의 유인계약 / 574
16.6 공동생산 체제와 주인의 역할 ················································ 578
16.7 유인설계와 경제제도 ··························································· 584
16.7.1 경영자 보수와 기업 소유지배구조 / 584
16.7.2 징세청부제와 세무공무원제 / 589

SECTION 06 협조게임과 사회선택
CHAPTER 17 협조적 게임이론
17.1 협조적 협상 ······································································· 595
17.2 협조적 협상해 ···································································· 598
17.3 연합형 게임 ······································································· 600
17.4 코어 ················································································· 602
17.5 섀플리값 ··········································································· 604
17.5.1 개념과 공식 / 605
17.5.2 섀플리값의 성질 / 608
17.6 권력지수 ··········································································· 609
17.6.1 섀플리-슈빅 권력지수 / 609
17.6.2 반자프-콜먼 권력지수 / 611

CHAPTER 18 사회선호와 사회선택
18.1 사회적 선호 ······································································· 613
18.2 애로우의 불가능성 정리 ······················································· 614
18.2.1 애로우의 공리 / 614
18.2.2 불가능성 정리 / 616
18.3 사회적 선택 ······································································· 619
18.3.1 사회선택함수 / 619
18.3.2 콩도르세의 역설 / 621
18.4 투표 제도 ·········································································· 624
18.4.1 최다득표제 / 624
18.4.2 점수투표제 / 626
18.4.3 승인투표제 / 629
18.4.4 결선투표제 / 630
18.5 형사재판 제도와 피의자의 운명 ············································· 632

CHAPTER 19 미비정보하의 사회선택
19.1 기버드-새터스웨이트 불가능성 정리 ······································ 635
19.2 메커니즘 설계를 통한 사회선택의 구현 ···································· 641
19.3 안정적 매칭 ······································································· 646
19.3.1 매칭에 의한 자원배분 / 646
19.3.2 안정적 매칭 / 648
19.4 게일-섀플리 알고리즘 ························································· 650
19.5 매칭간의 비교 및 전략적 조작 ··············································· 654
19.5.1 매칭간의 비교 / 654
19.5.2 전략적 조작 / 654

찾아보기 ························································································ 657