ИНФОРМАЦИЯ И ОГРАНИЧЕНИЯ ФИНАНСИРОВАНИЯ В КУБИЧЕСКОЙ ИГРЕ ВАЛЮТНОЙ АТАКИ

We study a finite-state two-trader currency-attack game with private information, positive funding caps and a committed defensive charge. Cubic equilibrium conditions permit exact comparisons of complete-suppression thresholds and optimal policies. In the unique-equilibrium region, information refinement weakly raises the suppression threshold, whereas reductions in positive funding caps leave it unchanged. Under common information and coordination, sufficiently tight equal caps lower the charge required to exclude all positive equilibria. A two-state example gives exact optimal charges under three information regimes and a tighter informed-trader cap. A further example establishes nonattainment of pessimistic policy despite compact policy sets, a continuous government loss and strongly concave individual payoffs. This record contains the Russian manuscript (main_ru.pdf) and its English translation (main_en.pdf). The manuscript has been submitted to Mathematical Game Theory and Its Applications (Математическая теория игр и её приложения). The results concern a fully specified theoretical model. No empirical data are used.