• 検索結果がありません。

Gradualism in voluntary contribution games due to very small uncertainties 利用統計を見る

N/A
N/A
Protected

Academic year: 2021

シェア "Gradualism in voluntary contribution games due to very small uncertainties 利用統計を見る"

Copied!
28
0
0

読み込み中.... (全文を見る)

全文

(1)

Gradualism in voluntary contribution games due

to very small uncertainties

著者

Yusuke Samejima

journal or

publication title

The Economic Review of Toyo University

volume

40

number

2

page range

173-199

year

2015-03

(2)

Gradualislninvoluntarycontributiongalnes

duetoveryslnalluncertainties

YusukeSamejima

Abstract WeimproveontheresultbySamajimal20131andshowthatintwo-playervoluntarycontributiongamesas analyzedbyCompteandJehiel[2003},verysmalluncertaintiesaboutopponentplayers'valuationsofcompleting aprojectcancausegradualisminaccumulationofcontributions'OurstudydiffersfromCompteandJehiel{20031 inthatourgamesareplayedinincompleteinfbrmationenvironmentswherethereisachancefbreachplayerto beeitherahighvaluationtypeoralowvaluationtype.Insuchenvironments,Samejimal20131showsthat,ifthe priorprobabilityoftheopponentplayerbeingahigh-typeisbelowacertainupperbowzdfOrbothplayers,andif playersaresufficientlypatient,thereexistsaperfectBayesianequilibriuminwhichstep-by-stepcontributionsare realizedalongtheequilibriumpath.ThisgradualaccumulationofcontributionsisnotobservedinCompteand Jehiel'sequilibriumincompleteinfbrmationenvironments.Inthepresentpaper,weremovetheupperbound conditiononthepriorprobabilitiesinSamejima[20131.Ourresultindicatesthatverysmalluncertaintiesabout valuationsheldbytheopponentplayerscanbeasourceofthegradualism. 1.Introduction Contributiongameshavebeenstudiedinvariousaspectsintheliterature.AdmatiandPerryll9911have investigatedgamesinwhichcontributionsfbrajointprojectaresunk・Theyshowthatthereexistsa subgame-perfectequilibriuminwhichcontributionsaremadeinsmallstepsalongtheequilibriumpath. Suchgradualaccumulationofcontributionsisreferredtoasgm伽α"sm.Theirresultofgradualismis obtainedundertheassumptionsthatacostfUnctionfbrtheprojectisarbitrarilyconvexandvaluations oftheprojectarethesamebetweentwoplayers.Theyhavesuggestedthatthesunkcharacterof contributionsisasourceofthegradualism.

(3)

RevisitingAdmatiandPerry'scontributiongames:CompteandJehiel[20031havepointedout thattheirresultofgradualismdependsontheconvexityofthecostfUnctionandthesymmetryof thevaluations.CompteandJehielhaveintroducedalinearcostfUnctionandasymmetricvaluations intoAdmatiandPerry'scontributiongames、andshowthatthereexistsauniquesubgame-perfect equilibrium,inwhichatmosttwolargecontributionsarerealized.So)thegradualismobservedin AdmatiandPerry[1991]hasdisappearedduetothelinearcostfUnctionandtheasymmetricvaluations. IntheproofofCompteandJehiel'sresult,theyheavilyusetheassumptionundercompleteinfOrmation environments:Eachplayerknowshisopponent'svaluationoftheproject. Seekingaftersourcesofgradualism,Samejima[20131hasintroduceduncertaintiesaboutvaluations intoCompteandJehiel'smodel.'InSamejima'smodel,thereisachancefOreachplayertobeeither ahighvaluationtypeoralowvaluationtype.EachplayerisinfOrmedofhisownvaluationbutnot ofhisopponent'svaluation:Hejustknowsthepriorprobabilityofhisopponentbeingahigh-type. Samejimashowsthat,ifthispriorprobabilityisbelowacertain叩perbowzdfbrbothplayers,andif playersaresufficientlypatient,thenthereexistsaperfectBayesianequilibriuminwhichstep-by-step contributionsarerealizedalongtheequilibriumpath. Inthepresentpaper,weimproveontheresultbySamejima[20131:Weremovetheupperbound conditiononthepriorprobabilities.Weregardthisconditionasalimitationtosomeextentbecause theupperboundbecomeslowerasthedifferencebetweenthevaluationsheldbyahigh-typeanda low-typebecomeslarger. Toillustratethelimitationimposedbytheupperboundcondition)webrieHydiscussthemodel. Supposethattwoagentsland2wanttocompleteajointprojectthatrequiresatotalamountKof contributions.Oncompletionoftheproject,eachagentobtainsabenefit,whichiseitherahighvalue HoralowvalueL.EachagentiknowsthepriorprobabilityFjofhisopponentjbeingahigh-type. TheconditionK<2Lisassumedsothatcompletingtheprojectisefficientevenifbothagentsarelow-types.Samejimal20131showsthatthereisanequilibriuminwhichtwoagentscontributealternately insmallstepsuntiltheprojectiscompletedifR<2L/(H+L)fbrj=1,2,wheretherighthandside oftheinequalityistheupperbound・Fbrexample,givenK=99,H=150,andL=50,theupper boundisl/2,whichisinfactalimitation, However,thepresentpaperhassucceededinremovingtheupperboundcondition.Accordingto 'MiyagawaandSamejima[20091havealsointroduceduncertaintiesaboutvaluationsintoCompteandJehiel's model・Intheirmodel,oneplayerhasachancetobeeitheraノzigノlvaluationtypeorazerovaluationtype, andtheotherplayerhasachancetobeeitheralouノvaluationtypeorazerovaluationtype.So,theirwayof introducinguncertaintiesdiffersfromthatofSamejima{20131.

(4)

ourresult,evenifP,=0.9999anda=0.0001,thatis,evenifagentlisalmostahigh-typeand agent2isalmostalow-typebuttherestillremainverysmalluncertainties、andifagentsaresufficiently patient)thenthereexistsaperfectBayesianequilibriuminwhichstep-by-stepcontributionsarerealized. Furthermore、fOranycontributionsequence,wecanfindanequilibriumthatrealizesthecontribution sequenceuptothestepjustbefOrethelaststepfOrcompletingtheproject. Sinceanycontributionsequencecanberealizedalongsomeequilibriumpathinourmodel,thereis achancethatalmostequalcost-sharingisachieved.ThisisabigdifferencefromtheresultbyCompte andJehiell20031:Iftherearenouncertaintiesaboutvaluationsheldbytheopponentplayers,then unfaircost-sharingisrealizedinmostcases.Fbrtheabovenumericalexample,ifagentlisahigh-typeandagent2isalow-typewithnouncertainties,thenagentlbearsallthecostsKandagent2 contributesnothingintheuniquesubgame-perfectequilibrium.Thiscost-sharingisunfair. Theremainingpartofthispaperisorganizedasfbllows・Section2explainsamodeloftwo-player contributiongamesunderincompleteinfbrmation・Section3provesthatthereexistsaperfectBayesian equilibriuminwhichgradualismisobserved.Section4providessomeconcludingremarks. 2.TheModel Weinvestigatetwo-playervoluntarycontributiongamessimilartotheonesstudiedbyCompteand Jehiell20031. Twoagents,agentsland2、aretheplayersofthegame.Theycontributealternatelytocomplete aproject,whichcostsK>0.Uponanimmediatecompletionoftheproject,agentiobtainsabene6t VI,whichiscalledagentj'sUα加α虎onoftheproject.Atthebeginningofthegame,thenaturedecides whethereachagenti'svaluationisahighvalueHoralowvalueL,thatis,VIE{H,L}where H>L>0.So,agenti'svaluationVIalsorepresentshistl/pe:AgentiwithVI=Hisa/zd9ノz-tweand agentiwithVI=Lisalouノ-tWe.LetRE(0,1)denotethepriorpro6(MM"thatVi=Hisdrawnby thenature.WeassumethatP,andeareindependent.Furthermore,weassumethatP,andaare commonknowledgewhiletherealizedvalueofVIisknownonlytoagenti. Thegameisplayedinperiodst=1,2,.…whereagentlmovesinperiodswithoddnumberswhile agent2movesinperiodswithevennumbersuntiltheprojectiscompleted.Letm(t)denotetheyno"er inperiodt,thatis,m(t)=1iftisapositiveoddnumberwhilem'(t)=2iftisapositiveevennumber. Letc:ど0denotetheamountofco71伽加"onbyagentjinperiodt.Sincetwoagentstaketurnsin makingcontributions,c#=0ifi≠、(t):Thisconstrainton(Cf,c;)togetherwithc9=c:=Ofbr notationalconvenienceiscalledtheたas伽j伽fOr(ci,c;).Attheendofperiodt,(ci,c;)isobserved

(5)

bybothagents.Let t

"'=K-E(cI+c5)

T==O bethe7℃、α伽伽9qmountnecessaryfbrcompletionoftheprojectattheendofperiodt.Notethat "0=Kand((I,0,"',"2、...)isanon-increasingsequence.WhentheremainingamountreachesO,the projectiscompletedandthegameends.LetTdenotetheperiodq/compJetionoftheproject,thatis, Tistheleastnaturalnumberthatsatisfiesthecondition"T=0.Iftheprojectisnotcompletedfbrever duetoaninsufficientamountofcontributions,thenweletT=○○.Weassumethatcontributionsare non-refUndableeveniftheprojectisnotcompleted.So,contributionsbecomesunkcostsfbragents. Letノzt=(a'0,"',…〃t')denoteallistorl/atthebeginningofperiodt.Wedenote/lt+'by(/lt,:lyt). Agenti'sbehaviorstmte卯sfisafUnctionthatspecifiesaprobabilitydistributionovercontribution amountsfOreachtypeofiandfbreachhistory:si(c#│Vi,")istheprobabilityofchoosingc#givenI/iand /zt=(a'0,"',…,"t')with"t'>0.2Bythefeasibilityfbr(ci,c;),werequirethatsi(01I/I,Izt)=1if j≠m(t). Onreachingahistoryノ,t=("o,"',...,"t-')with"t-'>0,agentjholdsa6e"afpi("),which representstheprobabilitythatagentiassignstotheeventwherehisopponentisahigh-typegiven/zt. Wecallpiagenti'sbe"afん71ctio".Giventhecommonprior(P,,B),weassumethatp,(/D')=Band p2(ノ'')=P,. Bothagentsdiscountbenefitsandcontributionsusingadiscof〃んctor6E(0,1).Whenagenti's typeisVI,hispayofffbracontributionsequencec={(ci:c;)}Loisgivenby TZ卸 Ui(vI,c)=6T-'I/I- 6t-'cCf' WeassumethatagentsmaximizeexpectedpayoffS.Letui(slVI,/zt,pi)bethee"ecte(I肌yQ"ofagenti withtypeI/Iunderastrategypro61es=(s,,s2)onconditionthathereachesahistory"withabelief pi("). WelookfbrperfectBayesianequilibriaofthegame.WefbllowFudenbergandTirolell991a,1991b] fOrthedefinitionoftheequilibria.Inthepresentmodel,ape7jbctBql/esmne""6rMn(s,p)isapair ofastrategypro61es=(s,,s2)andabelieffUnctionprofilep=(pl,p2)thatsatisfiesthefbllowingtwo conditions. SequentmJRα伽、α伽.Fbrall",j=m(t),j≠j,I/I,ands{,wehaveui(sII/I,",pi)≧ui((s{,sj)│vI,",pi) 2Fbrthedefinitionsofstrategiesandbelieffunctions,werequirethat"t-'>0becauseotherwise,thegame musthaveendedbefbreperiodt.

(6)

ReqsonqMitl/.Bayes,ruleisusedtoupdatebeliefSwheneverpossible:Fbralli,j≠j:"=("0,…,〃t-'); and(ci,c;)satisfyingthefeasibility,ifpi(ノ,t)sj(c;│"")>0or(1-pi("))sj(c;│L,")>0,then pi(")sj(c;│H,") pi((/'t,"t))= pi(ht)sj(c;│H")+(1-pi(ht))sj(c;│L,") where"t="t-'-(ci+c;)>0 Wenotethatthereasonabilityconditiondoesnotimposeanyconstraintonagenti'sbeliefpi((","t))

ifsj(c;IH,")=sj(c;│L")=0.ThatisjfitisagentjthatmovesatlltandifjchoosesCithat

shouldhavezeroprobabilityfbrbothtypesofjaccordingtosj,thenagenti'sbeliefatllt+'=(",5ct) canbecompletelyarbitrary. 3.TheResult LetRE(0,1)begivenfOrj=1,2.WeassumethatK<2L)whichmeansthatevenifboth agentsarelow-types。totalbenefitsexceedthecost.Chooseanycontributionsequence{(61,63)}I=0

s

a

t

i

s

f

y

i

n

g

t

h

e

f

e

a

s

i

b

i

l

i

t

y

a

n

d

t

h

e

f

b

l

l

o

w

i

n

g

c

o

n

d

i

t

i

o

n

s

:

5

#

>

0

i

f

j

=

m

(

t

)

,

E

I

=

<

L

f

b

r

a

l

l

i

)

a

n

d

ZI=0(61+63)=KDefineahistory"+]=(mo,"1,…、毎t)correspondingto{(61,63)}I=o.Since

Ei+6;>0fOrt=1,2,…,t、wehaveK=Zo>"1>…>"t-'>"t=0.Furthermore,de伽ea

h

i

s

t

o

r

y

"

=

(

m

0

,

"

1

,

"

f'

)

c

o

r

r

e

s

p

o

n

d

i

n

g

t

o

{

(

6

1

,

6

3

)

}

q

N

o

t

e

t

h

a

t

t

h

e

p

r

o

j

e

c

t

i

s

n

o

t

c

o

m

p

l

e

t

e

d

onreachingthehistory".Wewanttoshowthatthereexistsanequilibriuminwhichthehistory Fitisrealizedalongtheequilibriumpath.Thatis,wewanttoshowthatthereexistsanequilibrium

t

h

a

t

r

e

a

l

i

z

e

s

t

h

e

c

o

n

t

r

i

b

u

t

i

o

n

s

e

q

u

e

n

c

e

{

(

)

}

;

w

h

i

c

h

m

a

y

e

x

h

i

b

i

t

g

r

a

d

u

a

l

i

s

m

s

i

n

c

e

t

h

e

c

h

o

i

c

e

o

f

{

(

6

1

,

6

3

)

}

I

=

0

i

s

a

r

b

i

t

r

a

r

y

t

o

a

c

e

r

t

a

i

n

e

x

t

e

n

t

.

Theorem."6E(0,1)@ssu"cie庇"Z/J(z7yeofノ1entノ'eree"sts(Mper/bctBql/esmne9M肋γ畑m(s:p) mf"伽c向tノ'el'istorl/Jitis7尼α"ze(i(MIon,9tlleeqM肋γ伽、加仇 Toprovethetheorem,wefirstchoose5E(0,1)satisfyingthefbllowingconditionsfbralliandI/;

1111

1234

● 1 一t ■j ● ◆ ● QJ 2 7 1 一一 7 −t t 9“ 7

〃恥Ⅱ

a j ● 一J r ?

2伽

1 1 1 i、 |’t j 2 t |勿 一6 11

mH

允一帥

LH〃

柄副一

聰一価Ⅲ

2113

’6一J−6

くンンン

K王の手q手q

+韮t

|羊qlr|〃 ,逗言tZ言

1j

HH

1j

’6一j l l

ll

晩聰

i、f、 1 1

++

t t −t −t l6−6

(7)

Lemmal."5E(0,1)is剛版cientll/I(We,t/Ben58(zt"esα〃胡eco""jonS(1)-(4)fbralliand I/I Pγ℃QfTherighthandside(RHS,hencefOrth)oftheinequality(1)convergestoI/I+Las6converges tol.SinceK<2L=I/i+L,thecondition(1)holdsfbrlarge6. Asfbrtheinequality(2),RHSconvergestoOas5convergestol.Since;+53>0bythechoice

o

f

{

(

E

i

,

6

5

)

}

I

=

0

,

t

h

e

c

o

n

d

i

t

i

o

n

(

2

)

h

o

l

d

s

f

b

r

l

a

r

g

e

5

.

Asfbrtheinequality(3),weconsiderthelefthandside(LHS,hencefbrth)subtractedbyRHS.As 5convergestol,(LHS-RHS)convergesto t 一t

(vI-E

T=二t

ご)-(I/I-L)=L-丁=二t

w

h

i

c

h

i

s

p

o

s

i

t

i

v

e

s

i

n

c

e

E

I

=

,

6

#

<

L

b

y

t

h

e

c

h

o

i

c

e

o

f

{

(

E

i

:

6

;

)

}

I

=

o

S

o

,

b

h

e

c

o

n

d

i

t

i

o

n

(

3

)

h

o

l

d

s

f

O

r

l

a

r

g

e

5

Asfbrtheinequality(4),wenotethatas6convergestol,(LHS-RHS)convergestothefOllowing 一t T・Z −C Z言一t jj T2 −C + 丁句l −C E﹃ 1 t K I t t

=(K-Z(司+53))+Eご=EEy

γ==0 丁 = = t γ = = t

=3

6

7

− t − 1 z γ==t

Sincewemayassumet=f-1fOrtheinequality(4),wehaveZ="

So,thecondition(4)holdsfbrlarge6. >0bythechoiceof{(でi,E;)}I=0. □ Wenextdefineastrategyprofiles=(s,,s2)andabelieffUnctionprofilep=(p,,p2).Recallthat si(c:│VI,/zt)representstheprobabilityofchoosingc#ど0givenI/IE{H,L}and/zt=("0,"'、…、"t-') with"t'>0.Wealsorecallthatpi(")representstheprobabilitythatagentiassignstotheevent wherehisopponentisahigh-typegiven/lt. TodescribethestrategiesandthebelieffUnctions,letusdefineatieU伽o『んnctjor,d(")asfOllows. Givenahistory"=("0,al',…,"t 1)with"t-'>0if〃アー元γfbrall'r=0,1,…,t-1、thenlet d(")=0;Otherwise,letd(/zt)=m(f)wherefistheleastTthatsatisfies"T≠盃ア.Ifd(/lt)=0,then wesaythat/ztison-"thandthereisnodeviator;Otherwise,wesaythat/ltisq""t/zandagentd(") isthedeU伽07、.IfiztisoffLpathandi≠d(/lt),thenwecallagentithepums向er.Wenotethatif"is offLpath,itmustbethecasethatt>2becauseノz'isalwayson-pathduetothefactthat"0=Z0=K. Strategysifbrj=1,2.

(8)

thatsi(OIVI,/mt)=13bythefeasibilityfOr(ci,c;).Wheni、n(t),thefbllowingdescriptionsde6ne si(・│vI,ht). Theon,-pα仇cqse.Ifd(llt)=0,thenwedefinesi(.│VI,/,t)asfOllows.4 Ift=5-1,thenletsi(c:│VI,")=1fOrc:=61.

I

f

t

=

f

a

n

d

I

/

I

=

H

,

t

h

e

n

l

e

t

s

i

(

c

#

V

I

,

"

)

=

1

f

b

r

c

:

=

E

!

.

5

I

f

t

=

f

a

n

d

V

I

=

L

,

t

h

e

n

l

e

t

s

i

(

c

W

I

I

/

I

,

/

z

t

)

=

1

f

b

r

c

#

=

(

1

-

6

ー 6

)

H

.

T/ledeU伽Or9SC(ZSe・Ifi=d(/zt),thenwedefinesi(.│VI,/nt)asfbllows. IfVI=Hand"t-'=53L+(1-53)",thenletsf(cWIVI,")=1fbrc#="t-'. IfVI=Hand"t-'>33L+(1-53)H,thenletsi(c#│VI,")=1fbrc#=0. IfVI=Land"t-'≦(1-5)L,thenletsi(cIIVI,llt)=1fOrcf="t'. IfVI=Land(1-5)L<"t '≦(1-5)H,thenletsi(cflI/I,")=1fOrc#=0. IfVI=Land(1-5)H<"t'=5L+(1-5)H;thenletsi(cflVI,llt)=1fbrc#=:rt'-(1-5)H. IfVI=Land"t'>5L+(1-5)H,thenletsi(cflVI,/zt)=1fbrc!=0. Tノle伽畑sノler'sc(zse.If"isoffpathandi≠d(")thenwedefinesi(・│VI,/lt)asfbllows. If"t-1≦(1-5)H,thenletsi(cilVI,/zt)=1fbrc:=zt'. If(1-5)H<"t '=5L+(1-5)H,thenletsi(c#│I/I,")=1fOrc#=0. If"t '>5L+(1-5)H,thenletsi(c#│VI,")=1fOrc#="t '-3L-(1-5)H. BelieffUnctionpifbri=1,2. Letl,t=("0,"',…,"t一')with"t '>0begiven.Fbrt=1{letPl(ll')=BandP2(ノ'')=P,. Fbrt>2,wedefinepi(/mt)asfbllows.Whenj=m(t-1)」etpi(")=pi(" ').Whenj=m(t),the fOllowingdescriptionsdefinepi("). T7zeon-p(Itノlcase.Ifd(/lt)=0,thenletpi(llt)=Pjwherej≠j. TノledeU伽07、'SC(ISe・Ifi=d(ノlt),thenletpi(")=Pjwherej≠i. me肌冗紬er'sc(zse.If/ztisoffLpathandj≠d(")、thendefinepi(")asfOllows. If"t-1≦(1-5)H,thenletpi(/,t)=0. If(1−5)H<"t-'≦5L+(1-5)H,thenletpi(/,t)=1. Ifalt '>3L+(1-5)H,thenletpi(")=0. 3Thisexpressionimplicitlystatesthatsi(c#│VI,/lt)=0fbrc#>0. 4ThefOllowingthreecasesareexhaustivebecauseift>f,thenitmustbethecasethatd(/ut)≠0. 5NotethatEF="'-'bythedefinitionsofff-'and{(EI,5;)};=" 6WenotethatE『−(1-6)H>6f−(1-52)H>0duetothecondition(2)inLemmaltogetherwiththe factthat弓=0inthiscase.

(9)

Wenowprovethat(s,p)satis6essequentialrationalityintheseriesoflemmas.TakeanyiE{1,2}, vIE{H,z,}、tE{1,2,…}}andl,t=(a,0,"',…:"t1)with"t'>0,andfixthemfbrthearguments inLemmas2throughl3.Let{(cT,c5)}E;bethecontributionsequencecorrespondingto/lt.When weconsideracontributionsequencefbrperiodtandbeyond,{(cI$c5)}L&,wedenotethecombined sequencebyc={(c1,c3)}LofOrnotationalconvenience.Weassumethatcsatisfiesthefeasibility, andwenotethat,byitsconstruction,cisconsistentwith". Letgibeagenti'soptimalstrategyonconditionthat(sj,I/I,",pi)isgiven: giEargm3xui((s;,sj)II/I,",Pf) sI Z Wewanttoshowthatui(slVI,/lt,pi)どui((gi,sj)II/M,",pi)inexhaustivecases,whichimpliesthat ui(sIvI,l't,pi)どui((sI,sj)│VI,",pi)fbralls{. Lemma2.WJlen"entimof)es9"entmQBL"tノル/zistorl/,t加加s,f"/zen/ztisqL皿tノ,α""=m(t), α〃dがzt−1≦(1-5)vi,tノ'enui(slVI,/'t,pi)≧ui((5i,sj)│I/I,〃仙). Pγ℃qfWhenagentifOllowssi,hechoosesc#="t'withprobabilityoneinperiodjregardlessof histypeandwhetherheisthedeviatororthepunisher,andthegameendswithhispayoff t − 1 γ・2 ︽し 1 丁 ’6 逗司 ui(slvI,",p,)=5t-1(vI−zt-') -Letc={(c1,c5)}Lobesuchthatpositiveprobabilityisassignedtocbytheprobabilitydistri -butiongeneratedbypi(")and(5i:sj)given/lt.Weshowthatagenti,spayofffbrcdoesnotexceed ui(sII/I,",pi)inexhaustivecases,whichimpliesthatui(sII/1,llt,pi)Zui((5i,sj)│I/I,l't,pi). Ifc#どぉオー1,thenthegameendsinperiodtaccordingtoc,andwehave t − 1 t − 1

=a

r

-

%

5

t

-

'

(

'

-

'

)

-

E

ァ:=0 丁=二0 Ui(VI,c)=5t-'(I/I-c:)- 5アー'c『=ui(sMノ't,pi), wheretheweakinequalityholdssincec#≧鰯t’G Ifc#<frt',thenthegamecontinueswithalt="t'-ciaccordingtoc.Inthiscase,themost preferredscenariofOragentjisthatagentjcontributesalltheremainingamount"tandcompletes theprojectinperiod(t+1).Evenifthisscenarioappliestoc, t − 1 t − 1

5

-

1

C

r

5

&

-

'

(

V

I

-

t

-

'

)

テーニ0 丁=二0 UI(VI,c)=5t-'(5VI-c#)- jT-’ccW!==uuii((sslIII//1I,,ノ0t,pi),

(10)

wheretheweakinequalityholdssincecf≧0and"t-'さ(1-5)vI □ Lelnnma3.W/Denq9entimOfJes(zStノletie”α加γ,t加伽s,uj/ze"=m(t)=d(/zt)≠j,(m(J"VI=H (mn(I(1-5)H<"t-'=5L+(1-5)H,t/'er'ui(sIvI",pi)どui((5i,sj)IvI,",pi). ProqfWhenhigh-typedeviatorifOllowssi,hechoosesci="t'withprobabilityoneinperiodt andthegameendswithhispayoff T・Z 〆︶ 1 − T −6 E﹃ 1 t ui(sIH,ILt,pi)=5t-'(H−〃#−1)− Letc={(cI、c5)}Lobesuchthatpositiveprobabilityisassignedtocbytheprobabilitydistribution generatedbypi(llt)=Fjand(5i,sj)given".Weshowthatdeviatori'spayofffbrcdoesnotexceed ui(sIH,",Pi)inexhaustivecases,whichimpliesthatui(slH,",pi)≧ui((5i,sj)│H,",pi).

I

f

t

h

e

p

r

o

j

e

c

t

i

s

n

o

t

c

o

m

p

l

e

t

e

d

a

c

c

o

r

d

i

n

g

t

o

c

,

t

h

a

t

i

s

,

i

f

E

L

o

(

c

r

+

c

I

)

<

K

,

t

h

e

n

w

e

h

a

v

e

γ・Z C 1 丁 ’6 樫E劃 1ノ ー t 鰯 H j l6 1 i + L −6 il 1 t −6 く一、八 .茜″﹂ p T・?

C9

勺1at ムル

ァqノ

H −6

包亟司心

4 1 0 く一テ・Z C T・Z君l C T 1 −6 画Z司包E﹃ T −6 j l T・Z

Ct

鰯 1 T H l6

TE言靴

t −6 Ui(H,c)= < wherethesecondweakinequalityholdssince"t-】g5L+(1-5)H.So,intheremainingpartofthe proofofthelemma,weconsiderthecaseswheretheprojectiscompletedaccordingtoc. Wenextshowthatc:≧zt-】 -(1-6)H・If砥丁>(1-6)HfbranyTZt,thenwehave

z

t

-

'

=

5

L

+

(

1

-

5

)

H

,

a

n

d

p

u

n

i

s

h

e

r

j

c

h

o

o

s

e

s

c

;

+

=

0

i

n

p

e

r

i

o

d

(

T

+

1

)

a

s

d

e

s

c

r

i

b

e

d

i

n

t

h

e

punisher,scaseofthestrategybecauseotherwise,zeroprobabilityisassignedtoc.Sincetheprojectis completedaccordingtocwhilepunisherjnevercontributesaslongastheremainingamountexceeds (1-5)H:itmustbethecasethatdeviatordpaysatleastthedifferencebetween"t'and(1-5)H, possiblyinonetimeorinseveraltimes.Ifdeviatorishouldpayanamountnecessaryfbrreaching someremainingamountfnomorethan(1-6)H,itisoptimalfOrhimtodosoinonetime,because punisherj'sstrategydoesnotdependonthepathfrom"t'tofbutontheremainingamountfitself, andbecausedelayingcompletionoftheprojectlowersthediscountedbenefit.TherefOre,wemusthave cf≧鰯t-'-(1-5)H. Ifc:之諺t−',thenthegameendsinperiodtaccordingtoc,andwehave t − 1 t − 1

"戸一一、

5

T

-

'

c

r

=

u

i

(

s

I

H

,

/

u

t

,

p

i

)

,

一 一 、 3T-'c『≦5t-'(H−Z‘−1)−

(11)

UI(H,c)=5t-'(H-cf)-wheretheweakinequalityholdssincecf≧zt−’● If"t-1>c澄砥t一'-(1-5)H,thegamecontinueswithalt=frt'-c#≦(1-6)Haccordingtoc.

T

h

e

n

,

p

u

n

i

s

h

e

r

j

c

h

o

o

s

e

s

c

;

+

'

=

"

!

i

n

p

e

r

i

o

d

(

t

+

1

)

a

s

d

e

s

c

r

i

b

e

d

i

n

t

h

e

p

u

n

i

s

h

e

r

'

s

c

a

s

e

o

f

t

h

e

s

t

r

a

t

e

g

y

becauseotherwise,zeroprobabilityisassignedtoc.So$thegameendsinperiod(t+1),andwehave t − 1 t−1

U

I

(

H

,

c

)

=

5

t

-

'

(

5

H

-

c

)

5

'

c

5

t

-

'

(

H

-

"

t

-

'

)

-

ZW

-

'

c

r

=

"

,

(

s

l

H

p

i

)

,

丁==0 丁==o wheretheweakinequalityholdssincecりど鰯t-'-(1-5)H. □ LelnIna4.Whe""en"moT)es(zst/le(ietmtor,t加加s'uノノルeM=m(t)=d(")≠',a"ifI/i=H qy,(I5L+(1_5)H<:rt_1=53L+(1_53)H,t/zenui(slVI,〃、pi)之ui((gi:sj)│vI,/'t,pi). ProqfWhenhigh-typedeviatorifbllowssi,hechoosesc:=qlt'withprobabilityoneinperiodt andthegameendswithhispayoff t − 1

ア5T-'c7

ui(sIH,/'t,pi)=5t-'(H−〃t-') -γ = 0 Letc={(cI,c5)}Lobesuchthatpositiveprobabilityisassignedtocbytheprobabilitydistribution generatedbypi(llt)=Pjand(gi,sj)givenht.Weshowthatdeviatori'spayofffbrcdoesnotexceed ui(sIH〃〃i)inexhaustivecases,whichimpliesthatui(sl",/zt,pi)どILi((5i,sj)│H,",pi).

I

f

t

h

e

p

r

o

j

e

c

t

i

s

n

o

t

c

o

m

p

l

e

t

e

d

a

c

c

o

r

d

i

n

g

t

o

c

,

t

h

a

t

i

s

,

i

f

E

L

o

(

c

I

+

c

5

)

<

K

,

t

h

e

n

w

e

h

a

v

e

T t − 1 t−1

=W

-

'

c

-

=W

-

'

c

0

E

r

5

-

r

:

-

c

'

;

c

<

7

<

;

5

'

#

-

-

:

'

(

(

H

H

-

_

"

"

t

'

-

-

'

)

,

-

)

E

_

E

5

=

T

-

'

c

7

=

"

i

(

s

l

H

"

,

p

i

)

Ui(H,c)= 丁 = = t T = 二 0 丁二=0 丁三=0 wherethestrictinequalityholdssince"t-'=53L+(1_53)H<H・So,intheremainingpartofthe proofofthelemma,weconsiderthecaseswheretheprojectiscompletedaccordingtoc.

I

f

c

#

<

"

t'

-

5

L

-

(

1

-

5

)

H

,

t

h

e

g

a

m

e

c

o

n

t

i

n

u

e

s

w

i

t

h

"

t

=

f

r

t'

-

c

I

>

5

L

+

(

1

-

5

)

H

a

c

c

o

r

d

i

n

g

t

o

c

.

T

h

e

n

,

p

u

n

i

s

h

e

r

j

i

n

p

e

r

i

o

d

(

t

+

1

)

c

h

o

o

s

e

s

c

;

+

'

=

"

t

-

5

L

-

(

1

-

5

)

H

a

s

d

e

s

c

r

i

b

e

d

i

n

t

h

e

p

u

n

i

s

h

e

r

'

s

c

a

s

e

ofthestrategybecauseotherwise、zeroprobabilityisassignedtoc.Accordingtoc,thegamefUrther

c

o

n

t

i

n

u

e

s

w

i

t

h

"

t

+

'

=

5

L

+

(

1

-

5

)

H

.

F

b

r

t

h

e

c

o

n

t

i

n

u

a

t

i

o

n

g

a

m

e

f

i

f

o

m

p

e

r

i

o

d

(

t

+

2

)

,

i

t

i

s

o

p

t

i

m

a

l

f

b

r

high-typedeviatoritofOllowsibyLemma3・So,wehave T・2 C 1 T l6 E卸 1 + t

(12)

UI(H,c)≦ui(slH,(が,"t,"t+'):pi)=5t+'(H−Zt+')-t − 1 t − 1

=

5

t

+

'

(

H

-

5

L

-

(

1

-

5

)

H

)

-

c

f

+

'

-

c

5

1

C

r

5

1

(

5

3

H

-

5

3

L

)

E

3

'

c

丁 = 0 丁 = 0 t − 1

=

5

I

-

'

(

H

-

"

t

-

'

)

-

E

5

r

-

'

c

r

=

u

i

(

s

l

H

"

p

i

)

丁==0 wheretheweakinequalityonthesecondlineholdssincec#≧0andc;+]=0、andtheweakinequality onthethirdlineholdssince"t-]=53L+(1_53)H. IfcI≧alt-'-5L-(1-5)H:thenthesameargumentsasintheproofofLemma3canshowthat c#≧〃t1-(1-5)H.Furthermore,byrepeatingtheargumentsintheproofofLemma3fbrthecases c:ど"t-'and"t-1>c:≧妙t-'-(1-5)H,weobtainUM(Hc)≦ui(sIH,〃↑pi).D LenIIna5.W7zenage""moUes(zstノzede""tor.t加加s‘1"ノDer'j=m(t)=d(")≠j,(MM"I/I=H (md"t-1>53L+(1_53)H,tl,er,ui(sIVI,ノ't,pi)≧ui((息恥sj)│vI,",pi). ProqfWhenhigh-typedeviatorifbllowssihechoosesc#=0withprobabilityoneinperiodtand

thegamecontinueswith"t=zI,t-'>53L+(1-53)H>3L+(1-5)H.Whenpunisherjfbllowssj

g

i

v

e

n

/

n

t

+

'

=

(

"

"

t

)

h

e

c

h

o

o

s

e

s

c

;

+

'

=

{

r

!

-

5

L

-

(

1

-

5

)

H

w

i

t

h

p

r

o

b

a

b

i

l

i

t

y

o

n

e

i

n

p

e

r

i

o

d

(

t

+

1

)

a

s

describedinthepunisher'scaseofthestrategy.ThegamefUrthercontinueswithayt+'=5L+(1-5)H, andhigh-typedeviatori,fbllowings!givenilt+2=(llt:"':"t+'),choosesci+2="t+'withprobability oneinperiod(t+2)andthegameends.So,wehave T・Z ︽し 1 丁 ’6 村E﹃ 一 j L 3 −6 | 〃 3 −6 iI 1 t l6 l− T?I C 1 γ ’6 樫E﹃ γ・2

CiJ

1 j H 丁 伺n劃|刊 1

、﹄+

1 + L

鰯〆w

t 2 2 −6l6

HH

2 2 −6−6 J11il 1 1 l t t −6−6 一一 一一 j ●、〃し P 9 t JJ ﹃← 7 H S ・f u Letc={(cr,c5)}Lobesuchthatpositiveprobabilityisassignedtocbytheprobabilitydistribution generatedbypi(")=Band(5i:sj)given/lt.Weshowthatdeviatori'spayofffbrcdoesnotexceed ui(sIH,ノlt,pi)inexhaustivecases,whichimpliesthatui(slH,/lt:pi)≧ui((gi,sj)│H,",pi).

I

f

t

h

e

p

r

o

j

e

c

t

i

s

n

o

t

c

o

m

p

l

e

t

e

d

a

c

c

o

r

d

i

n

g

t

o

c

,

t

h

a

t

i

s

,

i

f

E

L

(

c

I

+

c

5

)

<

K

,

t

h

e

n

w

e

h

a

v

e

T t − 1 t − 1 t − 1

U

m

(

H

c

)

E

3

-

'

c

_

E

3

l

c

r

O

Z

5

'

c

7

<

5

t

-

'

(

5

3

H

-

5

3

L

)

-

E

5

-

'

c

r

=

u

i

(

s

l

H

,

h

t

,

p

i

)

ア ー 二 t 丁 = = 0 T = 二 0 丁 = 二 0 So,intheremainingpartoftheproofofthelemma,weconsiderthecaseswheretheprojectiscompleted accordingtoc. Ifc#<"t '-5L-(1-5)H,thenthesameargumentsasintheproofofLemma4canshowthat

(13)

"t+'=5L+(1-5)Hand γ・Z C 1 丁 で、﹀丁・Z

銅E司北,

’|がz

p 7

洲制E司珊

t ’0℃・ZQ︶

CfI

H.Z

il1

++

tqT8 c t −6

l−卜包

刷一M樫画司

1 + 1 t

〃Q

l3

7 t

〃アム一CO

7−cハU t h H く

,H尿

H/I/I

/I+1

s1

雌孑ぶ

く一 一一 く一 j C , H u wheretheweakinequalityonthethirdlineholdssincec#≧0andc!+'=0. IfcIZ"t '-5L-(1-5)H,thenthesameargumentsasintheproofofLemma3canshowthat ci三〃t'-(1-5)H.Furthermore,byrepeatingtheargumentsintheproofofLemma3fOrthecases c!ど鰯t-1and"t-1>c;Z鰯t-'-(1-5)H,weobtain t − 1 t − 1

U

i

(

H

,

c

)

5

t

-

'

(

H

-

"

t

-

'

)

5

7

-

'

c

r

<

5

t

-

'

(

5

3

H

_

5

3

L

)

_

7W

-

'

c

c

r

‘c7=ui(slH:/'*,pi), 丁=二0 丁=二O wherethestrictinequalityholdssince"t-'>33L+(1_53)H. □ Lennrna6.W月e冗a9en,timoT)es(zstノルe(I剛ator,t加州s,QUIDeM=m(t)=(I(")≠j,(md"I/I=L aM(1-5)L<"t-'≦(1-6)H,tノ'enui(slI/I,/'t,pi)三ui((gi,sj)│1/I,",pi). ProqfWhenlow-typedeviatorifOllowssi,hechoosesc:=0withprobabilityoneinperiodtand thegamecontinueswith"t="t-'≦(1-5)HWhenpunisherjfOllowssjgivenノzt+'=(","t),

h

e

c

h

o

o

s

e

s

c

;

+

'

=

"

t

w

i

t

h

p

r

o

b

a

b

i

l

i

t

y

o

n

e

i

n

p

e

r

i

o

d

(

f

+

1

)

a

s

d

e

s

c

r

i

b

e

d

i

n

t

h

e

p

u

n

i

s

h

e

r

'

s

c

a

s

e

o

f

t

h

e

strategy,andthegameends.So, t − 1

5

'

c

丁==0 ui(slL;ノ'f,pi)=5tL -Letc={(cI,c5)}Lobesuchthatpositiveprobabilityisassignedtocbytheprobabilitydistribution generatedbypi(llt)=Band(5i,sj)givenllt.Weshowthatdeviatori'spayofffOrcdoesnotexceed ui(slL,",pi)inexhaustivecases、whichimpliesthatui(slL,",Pi)どui((5i,sj)IL,/'t,pi). Ifc#ど〃t-',thenthegameendsinperiodtaccordingtoc,andwehave t − 1 t − l

E

5

T

-

'

c

r

<

5

t

L

-

E

5

T

-

'

c

7

=

"

,

(

s

l

L

)

T : = 0 γ = = 0 Ui(L,c)=5t-'(L-c#)-wherethestrictinequalityholdssince(1-5)L<"t'≦c:

(14)

Ifcf<"t',thegamecontinueswith"t="t'-c#≦(1-5)Haccordingtoc.Then,punisherjin

p

e

r

i

o

d

(

t

+

1

)

c

h

o

o

s

e

s

c

;

+

'

=

"

!

a

s

d

e

s

c

r

i

b

e

d

i

n

t

h

e

p

u

n

i

s

h

e

r

s

c

a

s

e

o

f

t

h

e

s

t

r

a

t

e

g

y

b

e

c

a

u

s

e

o

t

h

e

r

w

i

s

e

,

zeroprobabilityisassignedtoc.So,accordingtoc]thegameendsinperiod(t+1):andwehave t − 1 t − 1

U

i

(

L

c

)

=

5

t

-

'

(

5

L

-

c

#

)

-

E

s

"

-

L

r

5

'

L

-

=W

-

'

c

7

=

"

i

(

s

l

L

,

'

'

t

,

p

i

)

アニー0 テニーo wheretheweakinequalityholdssincec#Z0. □ Lernrna7.WFze7z(z9e71,"mofJes(Ist/zedeUmtor,t加伽s。MewM=m(t)=(I(")≠j,anddfVI=L αγ'd(1-5)H<"t-'≦5L+(1-5)",ther'ui(sII/I,/'t,pi)≧ui((5i,sj)│I/I,";pi). Pγ℃QfWhenlow-typedeviatorifbllowss#,hechoosescリ="t'-(1-5)Hwithprobabilityonein periodtandthegamecontinueswithalt=(1-5)".Whenpunisherjfbllowssjgivenllt+'=(/lt,"t),

h

e

c

h

o

o

s

e

s

c

;

+

'

=

"

t

w

i

t

h

p

r

o

b

a

b

i

l

i

t

y

o

n

e

i

n

p

e

r

i

o

d

(

t

+

1

)

a

s

d

e

s

c

r

i

b

e

d

i

n

t

h

e

p

u

n

i

s

h

e

r

'

s

c

a

s

e

o

f

t

h

e

strategy,andthegameends.So, t − 1 t − 1

E

5

r

-

'

c

r

=

5

t

-

1

(

5

L

+

(

'

-

5

)

H

-

"

t

-

1

)

-

E

r

-

'

c

r

丁==0 丁=二0 ui(sIL,ノ't,pi)=5t-'(5L-("t-'-(1-5)H)) -Letc={(cI,c5)}Lobesuchthatpositiveprobabilityisassignedtocbytheprobabilitydistribution generatedbypi(ノlt)=Fjand(5i,sj)givenllt.Weshowthatdeviatori'spayofffbrcdoesnotexceed ui(slL;",pi)inexhaustivecases,whichimpliesthatui(sIL,",pi)どui((gi:sj)│L",pi).

I

f

t

h

e

p

r

o

j

e

c

t

i

s

n

o

t

c

o

m

p

l

e

t

e

d

a

c

c

o

r

d

i

n

g

t

o

c

,

t

h

a

t

i

s

,

i

f

Z

L

(

c

I

+

c

5

)

<

K

t

h

e

n

w

e

h

a

v

e

j p t 向 L S ●句〃し ル ー 一一 丁・I C 1 丁◇I C T 1 −6

回逗温欧司

0 く一恥j 丁・Zトレ C 〃 1 丁 −6

画E﹃肥

1 丁・2/I、 C 1 + T L l6l6

TE言判

t 一J UI(L,c)= < wheretheweakinequalityonthesecondlineholdssince"t-Ⅱ=5L+(1-5)H.So:intheremaining partoftheproofofthelemma,weconsiderthecaseswheretheprojectiscompletedaccordingtoc. Wenextshowthatcfど鰯t ] -(1-6)H.If"T>(1-6)HforanyT≧t,thenwehave

z

γ

<

"

t'

<

5

Z

,

+

(

1

-

5

)

H

,

a

n

d

p

u

n

i

s

h

e

r

j

c

h

o

o

s

e

s

c

;

punisher'scaseofthestrategybecauseotherwise、zeroprobabilityisassignedtoc.Sincetheprojectis completedaccordingtocwhilepunisherjnevercontributesaslongastheremainingamountexceeds (1-5)H,itmustbethecasethatdeviatordpaysatleastthedifferencebetween"t'and(1-5)H,

(15)

possiblyinonetimeorinseveraltimes.Ifdeviatorishouldpayanamountnecessaryfbrreaching someremainingamountfnomorethan(1-6)H,itisoptimalfOrhimtodosoinonetime,because punisherj'sstrategydoesnotdependonthepathfrom"t'tofbutontheremainingamountfitself, andbecausedelayingcompletionoftheprojectlowersthediscountedbene6t.Therefbre,wemusthave cfど:rt-'-(1-5)H. Ifc:三〃t-',thenthegameendsinperiodtaccordingtoc,andwehave Q︲J j T・Z ●ん″L C p l 7 t 向 丁

画面剴椰

qFI らの口四 u

j|’

1 丁・Z t c

〃1

’T

L’6

打倒画司

t l6 く一戦j γ・Z一

Ct

〃 1 丁 包画司一M

11

“r・Z/I、

C+

L|凡

1 1 t t −6’6

’一く

j C qrJ L i 叺 wheretheweakinequalityholdssincec#≧〃&'andthestrictinequalityholdssinceL<5L+(1-5)H. If"t-1>cf≧〃t'-(1-5)H,thegamecontinueswith"t="t'-c:≦(1-5)Haccordingtoc.

T

h

e

n

p

u

n

i

s

h

e

r

j

c

h

o

o

s

e

s

c

;

+

'

=

"

i

n

p

e

r

i

o

d

(

t

+

1

)

a

s

d

e

s

c

r

i

b

e

d

i

n

t

h

e

p

u

n

i

s

h

e

r

,

s

c

a

s

e

o

f

t

h

e

s

t

r

a

t

e

g

y

becauSeotherwise、zeroprobabilityisassignedtoc.So:thegameendsinperiod(t+1),andwehave

=

r

-

"

"

;

:

-

'

(

5

L

+

(

,

-

M

-

"

#

-

:

,

-

=

E ‘

U

i

(

I

,

,

c

)

=

5

t

-

'

(

5

L

-

c

W

)

-

=W

-

'

c

5

t

-

'

(

5

L

+

(

'

-

5

)

H

-

"

t

-

'

)

-

E

"

-

c

7

c,=t"(slL,〃仙),

=

u

i

(

s

I

L

,

テニー0 丁二=O wheretheweakinequalityholdssincec#≧鰯t’ -(1-6)H. □ Lenlrna8・WILenagen伽刀lof)esqst/ledeU伽o7、,t加伽s,IUIMeM=m(t)=d(/'t)≠、7,αM〃I/I=L α伽"t-'>5L+(1-5)H,tノ'e"ui(sII/I,",pi)どui((5i:sj)IvI:ht,pi). ProqfWhenlow-typedeviatorifOllowssihechoosesc#=0withprobabilityoneinperiodtand thegamecontinueswithalt="t'>5L+(1-5)H.Whenpunisherjfbllowssjgiven"+'=(","t),

h

e

c

h

o

o

s

e

s

c

;

+

]

=

6

L

-

(

1

-

6

)

H

w

i

t

h

p

r

o

b

a

b

i

l

i

t

y

o

n

e

i

n

p

e

r

i

o

d

(

t

+

1

)

a

s

d

e

s

c

r

i

b

e

d

i

n

t

h

e

punisher'scaseofthestrategy.ThegamefUrthercontinueswith"t+'=5Z,+(1-5)H,andlow-type deviatori,fOllowings#given/,t+2=(がりzt,"t+'),choosesc;+2="t+」-(1-6)Hwithprobability oneinperiod(t+2),andthegamecontinueswith"t+2=(1-5)H.WhenpunisherjfOllowssjgiven

"

+

3

=

(

"

,

"

t

,

"

t

+

'

,

z

t

+

2

)

,

h

e

c

h

o

o

s

e

s

c

;

+

3

=

"

t

+

2

w

i

t

h

p

r

o

b

a

b

i

l

i

t

y

o

n

e

i

n

p

e

r

i

o

d

(

t

+

3

)

a

s

d

e

s

c

r

i

b

e

d

inthepunisher'scaseofthestrategy,andthegameends.So,wehave t − 1

屍5T-'cr

ui(slL,月t,pi)=5t-'(53L-52("t+'-(1-5)H))-γ = 0

(16)

Gradualisminvoluntarycontributiongamesduetoverysmalluncertainties t − 1 t − 1

5

-

'

c

r

=

0

-

Za

r

-

'

c

r

T=二0 丁二二0 =5t-1(53L_53L)_ Letc={(cI,c5)}Lobesuchthatpositiveprobabilityisassignedtocbytheprobabilitydistribution generatedbypi(ht)=Band(島、sj)given/zt.Weshowthatdeviatori'spayofffbrcdoesnotexceed

u

i

(

s

I

L

,

.

p

i

)

i

n

e

x

h

a

u

s

t

i

v

e

c

a

s

e

s

,

w

h

i

c

h

i

m

p

l

i

e

s

t

h

a

t

u

i

(

s

l

Z

,

,

p

i

)

u

i

(

(

g

i

,

s

j

)

I

L

,

"

,

p

i

)

.

I

f

t

h

e

p

r

o

j

e

c

t

i

s

n

o

t

c

o

m

p

l

e

t

e

d

a

c

c

o

r

d

i

n

g

t

o

c

t

h

a

t

i

s

,

i

f

E

L

o

(

c

I

+

c

5

)

<

K

,

t

h

e

n

w

e

h

a

v

e

T t − 1 t − 1

U

i

(

L

,

c

)

=

-

g

3

5

T

-

'

@

7

3

5

T

-

'

c

0

-

W

T

-

'

c

=

"

,

(

s

I

M

t

"

i

)

T=二t T二二0 γ==0 So,intheremainingpartoftheproofofthelemma、weconsiderthecaseswheretheprojectiscompleted accordingtoc. Ifc#<"t-'-5L-(1-5)H,thegamecontinueswithzt=grt'-c;>5L+(1-5)Haccordingtoc.

T

h

e

n

,

p

u

n

i

s

h

e

r

j

i

n

p

e

r

i

o

d

(

t

+

1

)

c

h

o

o

s

e

s

c

;

+

'

=

"

&

-

5

L

-

(

1

-

5

)

H

a

s

d

e

s

c

r

i

b

e

d

i

n

t

h

e

p

u

n

i

s

h

e

r

'

s

c

a

s

e

ofthestrategybecauseotherwise、zeroprobabilityisassignedtoc.Accordingtoc,thegamefurther continueswith"t+'=5L+(1-5)H.Fbrthecontinuationgamefromperiod(t+2),itisoptimalfbr low-typedeviatoritofOllowsibyLemma7・So,wehave γ・Z ︽し 1 丁 ’6 蝿E鄙 1ノ ー + t 〃 j ゆめ″四

Hp

、−ノt

−6ん

L 1L S ili、 ●勺″シ

+u

L l− −6 /11T・Z 1 C

+1

|に、﹀壬t

昨画面﹃

i l O +

〃く一

t り丁・f t C

z1

,︲一 t

、6T

″、−6

仏蜘Z﹃

S ●の〃し

unU

く一一一 j C L u wheretheweakinequalityonthesecondlineholdssincec:≧0andc!+'=0. Ifc#ど錘t '-5L-(1-5)H,thenthesameargumentsasintheproofofLemma7canshowthat c#≧おt'-(1-5)H.Furthermore,byrepeatingtheargumentsintheproofofLemma7fOrthecases c#≧鯵t-'and"t-'>c#ど"t-'-(1-5)",weobtain t − 1 t − 1

U

i

(

z

,

,

6

)

5

t

-

'

(

5

L

+

(

1

-

5

)

H

t

-

'

)

_

E

5

T

-

'

c

r

<

0

-

E

5

T

-

'

c

r

=

"

i

(

s

l

L

,

)

,

γ==0 丁二二0 wherethestrictinequalityholdssince:rt'>5L+(1-5)H. □ Lennmma9.Wノze凡a9entimoT)es(Ist/zepumsller,t加州souノノ'end=m(t)≠(I(")=j,q'zd"vI=L (md(1-5)L<a't-'≦(1-5)H,が↓enui(sIvI,",pi)≧ui((gi:sj)IvI,",pi). P7℃Qflnthiscase,pi(/1t)=0,sopunisheribelievesthatdeviatorjisalow-type.Whenpunisheri

(17)

fbllowssi,hechoosesc!="t」withprobabilityoneinperiodtandthegameendswithhispayoff t - 1

u

i

(

s

I

L

,

p

i

)

=

5

t

-

'

(

L

t

-

'

)

-

E

r

-

'

c

Cf・

丁=二0 Letc={(cI,c5)}Lobesuchthatpositiveprobabilityisassignedtocbytheprobabilitydistribution generatedbypi(")=0and(5,,sj)given".Weshowthatpunisheri'spayofffbrcdoesnotexceed ui(slL,",pi)inexhaustivecases,whichimpliesthatui(sIL,/lt,pi)≧ui((5i,sj)│L,〃仙).

I

f

t

h

e

p

r

o

j

e

c

t

i

s

n

o

t

c

o

m

p

l

e

t

e

d

a

c

c

o

r

d

i

n

g

t

o

c

t

h

a

t

i

s

,

i

f

E

L

o

(

c

I

+

c

5

)

<

K

,

t

h

e

n

w

e

h

a

v

e

γ・2 C −Fnu 劃工司 H −6 L l6

泳艸

一〃

丁7

’6L

門E司個

一u

ハU|| く一TQ T・Z11

C一

旬1T

l−6

割欧弘甚司

γ一‘可

Ct

l勿

汚一

一6L

TE目却

一子

Ui(L,c)= < wherethestrictinequalityonthefirstlineholdssinceL>6i+E;>(1-52)H>(1-5)Hbythe

c

h

o

i

c

e

o

f

{

(

i

,

&

)

}

F

=

o

a

n

d

b

y

t

h

e

c

o

n

d

i

t

i

o

n

(

2

)

i

n

L

e

m

m

a

l

,

a

n

d

t

h

e

w

e

a

k

i

n

e

q

u

a

l

i

t

y

o

n

t

h

e

s

e

c

o

n

d

lineholdssince"t-'≦(1-6)H.So、intheremainingpartoftheproofofthelemma,weconsiderthe caseswheretheprojectiscompletedaccordingtoc. Wenextshowthatc#Z麺t ’ -(1-6)L.Ifzア>(1-6)Lfbranyγ≧t,thenwehave

"

z

t

(

1

-

5

)

H

,

a

n

d

l

o

w

-

t

y

p

e

d

e

v

i

a

t

o

r

j

i

n

p

e

r

i

o

d

(

T

+

1

)

c

h

o

o

s

e

s

c

;

γr+'=0asdescribedin thedeviator'scaseofthestrategybecauseotherwise,zeroprobabilityisassignedtoc.Sincethe projectiscompletedaccordingtocwhilelow-typedeviatorjnevercontributesaslongastheremain-ingamountexceeds(1-6)L,itmustbethecasethatpunisheripaysatleastthedifferencebetween cct'and(1-5)L,possiblyinonetimeorinseveraltimes.Ifpunisherishouldpayanamountnec-essaryfbrreachingsomeremainingamountfnomorethan(1-5)L,itisoptimalfOrhimtodosoin onetime,becauselow-typedeviatorj'sstrategydoesnotdependonthepathfrom"t'tofbuton theremainingamountfitself,andbecausedelayingcompletionoftheprojectlowersthediscounted bene6t.TherefOre、wemusthavec:ど鰯t-'-(1-5)L. Ifc#≧"t-',thenthegameendsinperiodjaccordingtoc,andwehave t − 1 t − 1

=W-'c『≦5t-1(L-"t-')-尻

5

T

-

'

c

r

=

u

i

(

s

l

L

,

"

,

p

i

)

,

γニー0 丁二=0 Ui(L:c)=5t-'(L-ci)-wheretheweakinequalityholdssincec!≧露t-1.

(18)

T

h

e

n

,

l

o

w

-

t

y

p

e

d

e

v

i

a

t

o

r

j

i

n

p

e

r

i

o

d

(

t

+

1

)

c

h

o

o

s

e

s

c

;

+

'

=

"

,

a

s

d

e

s

c

r

i

b

e

d

i

n

t

h

e

d

e

v

i

a

t

o

r

'

s

c

a

s

e

o

f

t

h

e

strategybecauseotherwise,zeroprobabilityisassignedtoc.So,thegameendsinperiod(t+1),and wehave t − 1 t − 1

U

i

(

L

,

c

)

=

5

t

-

1

(

5

L

-

c

#

)

5

T

-

'

c

5

t

-

1

(

L

zt

-

'

)

-

E

3

γ

-

c

7

c,=ui(slL〃,”,

=

u

i

(

s

I

L

,

"

,

p

i

)

,

γ=二0 丁=二o wheretheweakinequalityholdssincec#≧〃tⅡv -(1-5)L. □ LenmlnalO.W7ze7z(zgentimoT)esastノlepumsノler,t加州S7uノノzewM=m(t)≠d(")=j,αγ'dif (1-5)H<"t-'三5L+(1-5)H,t/'enui(slI/I,l't:pi)≧ui((gi,sj)│I/I,",pi). Pγ℃Qflnthiscase,pi(")=1,sopunisheribelievesthatdeviatorjisahigh-type.Whenpunisheri fOllowssi,hechoosesc;=0withprobabilityoneinperiodtandthegamecontinueswithfrt="t'= 5L+(1_5)H<53L+(1_53)H.Whenhigh_typedeviatorjfOllowssjgivenilt+'=(ノlt,alt),hechooses

c

;

+

=

"

w

i

t

h

p

r

o

b

a

b

i

l

i

b

y

o

n

e

i

n

p

e

r

i

o

d

(

t

+

1

)

a

s

d

e

s

c

r

i

b

e

d

i

n

t

h

e

d

e

v

i

a

t

o

r

'

s

c

a

s

e

o

f

t

h

e

s

t

r

a

t

e

g

y

,

a

n

d

thegameends.So, t − 1

u

i

(

s

l

v

I

p

i

)

=

5

-

1

C

γ=二O Letc={(cI,ca)}Lobesuchthatpositiveprobabilityisassignedtocbytheprobabilitydistribution generatedbypi(")=land(5,,sj)given/lt.Weshowthatpunisheri'spayofffbrcdoesnotexceed ui(sII/I,",pi)inexhaustivecases,whichimpliesthatui(slVI,llt,pi)どui((5j,sj)│I/I,",pi). Ifc;≧zt-',thenthegameendsinperiodtaccordingtoc,andwehave Ui(I/;,c)=5t-1(I/I-cI) -t − 1 t − 1

6

-

'

c

r

<

5

t

V

I

-

5

T

-

'

c

r

=

u

i

(

s

I

v

I

,

/

'

t

,

p

i

)

アニー0 丁二=0 wherethestrictinequalityholdssince(1-5)VI<"t'三c:. Ifc;<"t',thegamecontinueswith"t="t'-c#≦5L+(1_5)"<53L+(1_53)Haccording

t

o

c

T

h

e

n

:

h

i

g

h

-

t

y

p

e

d

e

v

i

a

t

o

r

j

i

n

p

e

r

i

o

d

(

t

+

1

)

c

h

o

o

s

e

s

c

;

+

'

=

"

&

a

s

d

e

s

c

r

i

b

e

d

i

n

t

h

e

d

e

v

i

a

t

o

r

'

s

c

a

s

e

ofthestrategybecauseotherwise,zeroprobabilityisassignedtoc.So,accordingtoc,thegameends inperiod(t+1)]andwehave t − l t − 1

U

i

(

v

I

c

)

=

5

f

-

'

(

5

V

I

-

c

f

)

-

F

W

-

'

c

7

5

t

V

I

-

夛W

-

'

c

c

r

,c7=ui(sIvI:/'t;pi), T = 0 丁 = O wheretheweakinequalityholdssincecf≧0. □

(19)

Lexnrnall.W/ze”a9en,"moUesastノzepums向eγ、t加州s,uj/zeni=m(t)≠d(ht)=j,αM〃 "t-'>5L+(1-5)H,t/'enui(sIvI,〃仙)≧ui((5i,sj)│vI,/zt,pi). Proqflnthiscase,pi(ht)=0,sopunisheribelievesthatdeviatorjisalow-type.Whenpunisherj fOllowssi,hechoosescf="t'-5L-(1-5)Hwithprobabilityoneinperiodtandthegamecontinues with"t=5L+(1-5)H.Whenlow-typedeviatorjfbllowssjgiven"+'=(","t),hechooses ;+」="t-(1-5)Hwithprobabilityoneinperiod(t+1)asdescribedinthedeviator,scaseof cj thestrategy.ThegamefUrthercontinueswithalt+'=(1-5)H,andpunisheri,fbllowingsigiven /lt+2=(IIt,"t]zt+'),choosesc:+2="t+'withprobabilityoneinperiod(t+2)andthegameends. So,wehave T・Z C 1 丁 −6

伺逗司惣

一T

j−6

川“Z﹃

l6 j

制11iIl

t z L

−6H

1ノ ー ’6

t.|

〃イー

’別ノ

1l6

j1

’6 +

向いL

−6

帆肝

2 2 ’6−6i、i、 1 1 t t −6’6 j p t 1 Jゞ 晩 S ・Z u Letc={(cI,c5)}Lobesuchthatpositiveprobabilityisassignedtocbytheprobabilitydistribution generatedbypi(")=0and(gi,sj)given".Weshowthatpunisheri'spayoHfbrcdoesnotexceed ui(slI/;,が仏)inexhaustivecases,whichimpliesthatui(slI/;,",pi)どui((5i,sj)│vI,l't,pi).

I

f

t

h

e

p

r

o

j

e

c

t

i

s

n

o

t

c

o

m

p

l

e

t

e

d

a

c

c

o

r

d

i

n

g

t

o

c

,

t

h

a

t

i

s

,

i

f

o

(

c

I

+

c

5

)

<

K

,

t

h

e

n

w

e

h

a

v

e

1 .2 P t 向 7 恥 S ●、〃し u 一一 丁・2 ︽し T・2 1

Cl

1 T −6

卸欧弘笹﹃

γ・Z C

−勺

1’

一F0Kt勿

卸E﹃腓H

’|の一の

く一11

丁・2、ⅡIノ、Iノ

c2

2 1 −6l6 T

l611

画Z司刊州

LL

−6−6 丁・Z

C++

聰晩

’6デヂ

rZ言丸1

−子子

Ui(I/I,c)= < < wherethestrictinequalityonthesecondlineisduetothecondition(1)inLemmal、andtheweak inequalityonthethirdlineholdssince"t-'gK・So,intheremainingpartoftheproofofthelemma, weconsiderthecaseswheretheprojectiscompletedaccordingtoc. Wenextshowthatc:Z"t '-5L-(1-5)H.If鉱丁>6L+(1-6)HfOranyTどt,thenlow-type

d

e

v

i

a

t

o

r

j

c

h

o

o

s

e

s

c

y

+

'

=

0

i

n

p

e

r

i

o

d

(

T

+

1

)

a

s

d

e

s

c

r

i

b

e

d

i

n

t

h

e

d

e

v

i

a

t

o

r

'

s

c

a

s

e

o

f

t

h

e

s

t

r

a

t

e

g

y

b

e

c

a

u

s

e

otherwise,zeroprobabilityisassignedtoc.Sincetheprojectiscompletedaccordingtocwhilelow-type deviatorjnevercontributesaslongastheremainingamountexceeds(6L+(1-6)H);itmustbethe casethatpunisheripaysatleastthedifferencebetweenfrt'and(5L+(1-5)H),possiblyinone

(20)

timeorinseveraltimes.IfpunisherjshouldpayanamountnecessaryfOrreachingsomeremaining

amountinomorethan(5L+(1-5)H)、itisoptimalfOrhimtodosoinonetime,becauselow-type deviatorj'sstrategydoesnotdependonthepathfrom"t'tofbutontheremainingamountfitself、

andbecausedelayingcompletionoftheprojectlowersthediscountedbenefit.TherefOre,wemusthave

c#≧鰯t-'一庇−(1-6)H.

If"t-'-(1-5)H>c:≧〃t '-5L-(1-5)H,thegamecontinueswith:rt=zt '-cisuchthat (1-5)H<"tg5L+(1-5)Haccordingtoc.Givenht+'=(","t),low-typedeviatorjinperiod(t+1)

c

h

o

o

s

e

s

c

;

+

=

"

#

1

-

5

)

H

a

s

d

e

s

c

r

i

b

e

d

i

n

t

h

e

d

e

v

i

a

t

o

r

'

s

c

a

s

e

o

f

t

h

e

s

t

r

a

t

e

g

y

b

e

c

a

u

s

e

o

t

h

e

r

w

i

s

e

,

z

e

r

o

probabilityisassignedtoc.Accordingtoc,thegamefUrthercontinueswith"t+'=(1-5)H.Fbrthe continuationgamefromperiod(t+2),itisoptimalfOrpunisheritofbllowsibyLemmas2and9.So; 7 1 ●わ〃L P 9 丁・Z t c ん 1 qノ. 晩 T l −6 S

包亟﹃ぜ!

u ’ 一一 丁 、1.ノ|e︿U丁?Z

到倒E剖剖℃

γ

’’6

肥別卸E﹃

−−6

’り

1 1

1|

i、t

晩十

一例庇H

i+|の

1 1 t |CO仁

勿向い

一一、ノ

ー2

沖一珊一い

●ぬ″α + t 〃 q︲七mⅡ﹂、丁,型 t

〃下0

+ QlJ t

仏砿晒

■●j︲ 2

Ⅸぽ一価

S1

i|

山ぶが

く一く一一一

j C Ql︲ 隣 叺 wheretheweakinequalityonthesecondlineholdssincec#ど鉱f-'-5L-(1-5)H. Ifcf≧zt-’ -(1-6)H,thenthesameargumentsasintheproofofLemma9canshowthat cfど〃t'-(1-5)L.Furthermore,byrepeatingsimilarargumentstotheonesintheproofofLemma9 fbrthecasesc#三zt-'and"t-'>c#ど"t-1一(1-6)L,weobtain T・2 打︶ 7 1 1ノ ・心〃妙 p 丁 −6 う

回E﹃〃

T2S

1JCf、

1 1 ・t u t T

〃で0

||

腓卸Z司吋q

j T 2

−6n〃−6

.舳包Z﹃

’勺

晩u炉

2 〃 でO II 1 L

’6|坪飢H

t 通Iノ

く一十一6

1 丁・2| 〃︶〃芯 1

〃vハ

’扉

T l6

卸逗﹃油﹂

一−6

+ 1

1L

1 −6 t

〃十十

晩聰

畷扉示

i、ノー、r、 1 1 1 t t t

l6−6’6

く一く

一一 j C 7 Ⅸ i u wherethesecondweakinequalityonthefirstlineholdssinceVI≦H,andthestrictinequalityonthe

s

e

c

o

n

d

l

i

n

e

h

o

l

d

s

s

i

n

c

e

L

>

f

{

+

6

;

>

(

1

-

5

2

)

H

b

y

t

h

e

c

h

o

i

c

e

o

f

{

(

r

i

,

E

;

)

}

I

=

o

a

n

d

b

y

t

h

e

c

o

n

d

i

t

i

o

n

(

2

)

inLemmal. □ Lenllnal2.〃a9entimoT)es9"e〃α〃on-pqtノz/listo7、I/,t伽tis,W=m(t)≠jq"dd(")=0,t/Ben

参照

関連したドキュメント

[r]

今回のわが国の臓器移植法制定の国会論議をふるかぎり,只,脳死体から

これに対し,わが国における会社法規部の歴史は,社内弁護士抜きの歴史

106-7頁;舟本信光「欠陥車事故訴訟の問題点」自動車事故民事責任の構造37-8

成人刑事手続で要請されるものを少年手続にも適用し,認めていこうとす

多くは現在においても否定的である。 ノミヅク・ロスと物理的 イギリスにあっては製品 また,生命自体・財産に しかし,

ずして保険契約を解約する権利を有する。 ただし,

2会社は, 条件を変更のうえ保険契約を締結したと染とめられる場合には,