摘要翻译：
研究了在agent不知道当前状态和行为到未来状态的转移概率函数的情况下的马尔可夫决策问题。agent对一组可能的转移函数有一个优先信念，并使用贝叶斯规则更新信念。我们允许她被错误地规定，因为真正的转移概率函数不支持她的先验。这个问题在许多经济环境中都是相关的，但通常不适合由研究人员进行分析。我们通过研究渐近行为使问题变得容易处理。我们提出了一个平衡概念，并给出了它表征稳态行为的条件。在问题是静态的特殊情况下，均衡与Berk-Nash均衡的单代理版本一致（Esponda and Pouzo(2016))。我们还讨论了由于实验的负值的可能性而专门在动态环境中出现的微妙问题。
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英文标题：
《Equilibrium in Misspecified Markov Decision Processes》
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作者：
Ignacio Esponda and Demian Pouzo
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最新提交年份：
2016
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Economics        经济学
分类描述：q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学，包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
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一级分类：Economics        经济学
二级分类：Econometrics        计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
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英文摘要：
  We study Markov decision problems where the agent does not know the transition probability function mapping current states and actions to future states. The agent has a prior belief over a set of possible transition functions and updates beliefs using Bayes' rule. We allow her to be misspecified in the sense that the true transition probability function is not in the support of her prior. This problem is relevant in many economic settings but is usually not amenable to analysis by the researcher. We make the problem tractable by studying asymptotic behavior. We propose an equilibrium notion and provide conditions under which it characterizes steady state behavior. In the special case where the problem is static, equilibrium coincides with the single-agent version of Berk-Nash equilibrium (Esponda and Pouzo (2016)). We also discuss subtle issues that arise exclusively in dynamic settings due to the possibility of a negative value of experimentation.
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PDF链接：
https://arxiv.org/pdf/1502.06901