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
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.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.
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
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.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=0s
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
=
」
で
;
<
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eah
i
s
t
o
r
y
"
=
(
m
0
,
"
1
,
…
"
毎
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,wewanttoshowthatthereexistsanequilibriumt
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
{
(
司
、
亀
)
}
『
三
;
、
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 11mH
1允一帥
+LH〃
柄副一
1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 lll
晩聰
i、f、 1 1++
t t −t −t l6−6Lemmal."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ア
で
『
,
ご)-(I/I-L)=L-丁=二tw
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==tSincewemayassumet=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.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
#
=
ざ
−
(
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.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
-
'
(
聰
−
鰯
'
-
'
)
-
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ラ
ー
コ
5
ア
-
1
C
r
≦
5
&
-
'
(
V
I
-
錘
t
-
'
)
−
ア
テーニ0 丁=二0 UI(VI,c)=5t-'(5VI-c#)- jT-’ccW!==uuii((sslIII//1I,,ノ0t,pi),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・ZCt
鰯 1 T H l6TE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,thenwehavez
ア
〈
鰯
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叉
"戸一一、尻
5
T
-
'
c
r
=
u
i
(
s
I
H
,
/
u
t
,
p
i
)
,
一 一 、 3T-'c『≦5t-'(H−Z‘−1)−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−1U
I
(
H
,
c
)
=
5
t
-
'
(
5
H
-
c
!
)
−
尻
5
ア
ー
'
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,thegamefUrtherc
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 + tUI(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
リ
ー
ア
5
ア
ー
1
C
r
≦
5
‘
−
1
(
5
3
H
-
5
3
L
)
−
E
3
ア
ー
'
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#=0withprobabilityoneinperiodtandthegamecontinueswith"t=zI,t-'>53L+(1-53)H>3L+(1-5)H.Whenpunisherjfbllowssj
g
i
v
e
n
/
n
t
+
'
=
(
"
Ⅲ
"
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・2CiJ
1 j H 丁 伺n劃|刊 1、﹄+
1 + L鰯〆w
t 2 2 −6l6HH
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 − 1U
m
(
H
c
)
=
−
E
3
『
-
'
c
『
_
E
3
ア
ー
l
c
r
≦
O
−
Z
5
ア
ー
'
c
7
<
5
t
-
'
(
5
3
H
-
5
3
L
)
-
E
5
ア
-
'
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"t+'=5L+(1-5)Hand γ・Z C 1 丁 で、﹀丁・Z
銅E司北,
j’|がz
p 7洲制E司珊
t ’0℃・ZQ︶CfI
H.Z
uil1
1++
tqT8 c t −6l−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 − 1U
i
(
H
,
c
)
≦
5
t
-
'
(
H
-
"
t
-
'
)
−
尻
5
7
-
'
c
r
<
5
t
-
'
(
5
3
H
_
5
3
L
)
_
7W
-
'
c
cr
‘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屍
5
ア
ー
'
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 − lE
5
T
-
'
c
r
<
5
t
L
-
E
5
T
-
'
c
7
=
"
,
(
s
l
L
冴
仙
)
、
T : = 0 γ = = 0 Ui(L,c)=5t-'(L-c#)-wherethestrictinequalityholdssince(1-5)L<"t'≦c: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 − 1U
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 − 1E
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 l6l6TE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,thenwehavez
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,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 uj|’
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M11
“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 ‘
Ⅲ
U
i
(
I
,
,
c
)
=
5
t
-
'
(
5
L
-
c
W
)
-
=W
-
'
c
『
≦
5
t
-
'
(
5
L
+
(
'
-
5
)
H
-
"
t
-
'
)
-
E
"
-
Ⅲ
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
;
+
]
=
鰯
‘
−
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 = 0Gradualisminvoluntarycontributiongamesduetoverysmalluncertainties t − 1 t − 1
尻
5
ア
-
'
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'spayofffbrcdoesnotexceedu
i
(
s
I
L
,
が
.
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 − 1U
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 Cz1
,︲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 − 1U
i
(
z
,
,
6
)
≦
5
t
-
'
(
5
L
+
(
1
-
5
)
H
−
鰯
t
-
'
)
_
E
5
T
-
'
c
r
<
0
-
E
5
T
-
'
c
r
=
"
i
(
s
l
L
,
〃
伽
)
,
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.Whenpunisherifbllowssi,hechoosesc!="t」withprobabilityoneinperiodtandthegameendswithhispayoff t - 1
u
i
(
s
I
L
,
〃
、
p
i
)
=
5
t
-
'
(
L
−
鰯
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・Z11C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)Hbythec
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"
ア
<
z
t
−
Ⅱ
≦
(
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.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 − 1U
i
(
L
,
c
)
=
5
t
-
1
(
5
L
-
c
#
)
−
両
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),hechoosesc
;
+
」
=
"
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 − 1u
i
(
s
l
v
I
〃
、
p
i
)
=
伽
一
元
5
ア
-
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ラ
ー
コ
6
ア
-
'
c
r
<
5
t
V
I
-
ア
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)Haccordingt
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 − 1U
i
(
v
I
、
c
)
=
5
f
-
'
(
5
V
I
-
c
f
)
-
F
W
-
'
c
7
≦
5
t
V
I
-
夛W
-
'
c
cr
,c7=ui(sIvI:/'t;pi), T = 0 丁 = O wheretheweakinequalityholdssincecf≧0. □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 ’6t.|
〃イー
i’別ノ
1l6
Hj1
’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
逗
是
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 1Cl
1 T −6卸欧弘笹﹃
γ・Z C−勺
11’
一F0Kt勿
丁卸E﹃腓H
’|の一の
0く一11
丁・2、ⅡIノ、Iノc2
2 1 −6l6 Tl611
画Z司刊州
LL
−6−6 丁・ZC++
1聰晩
T’6デヂ
rZ言丸1
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-typed
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),possiblyinonetimeorinseveraltimes.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)