2019-08-012024-05-17https://scholars.lib.ntu.edu.tw/handle/123456789/678821摘要：本計畫的研究目的是將連續時間的數學技巧與結構與推廣到隨機賽局，並以此刻劃經濟均衡的顯示解，來突破隨機賽局領域在離散時間架構下能只能推導上下界的現況。借鏡於近年來重複賽局理論的研究成果，連續時間論可以更清楚刻劃經濟均衡。本研究成果會對經濟理論做出重大貢獻：因金融市場條件經常受外生衝擊影響、改變，隨機賽局在金融學與經濟學中有許多實際上的應用。其次，我研究多個體連結的形成經濟體網路，專注於它的兩種內生決定：它將如何防備可能造成系統性風險的巨大外生衝擊，以及它受衝擊後網路的重新整頓。這是當前金融監理既重要又急需解決的課題。<br> Abstract: Recent developments in the theory of repeated games have shown that continuous-time techniques allow us to obtain explicit results, where so far only bounds are known from the discrete-time literature. The purpose of the proposed research is to extend the continuous-time techniques to stochastic games and to derive similar explicit equilibrium characterizations. Such an extension is a highly relevant contribution to economic theory as stochastic games have many applications in finance and economics, in which underlying market conditions can change quickly due to the occurrence of shocks. In a second stream of research, I propose to investigate how networked economies prepare for shocks of potentially systemic magnitude when the ex-post resolution of such a shock as well as the ex-ante formation of the network are endogenous. This is currently a pressing issue in financial regulation.隨機賽局連續時間不完全監控穩定馬可夫均衡貝氏勸說資訊結構設計系統（崩壞）風險政府介入銷債內生網路生成。Stochastic gamescontinuous timeimperfect monitoringstationary Markov equilibriumBayesian persuasioninformation designsystemic riskbail-inendogenous network formation.