Mixed Strategies and Nash Equilibrium: Game Theory Course: Jackson, Leyton-Brown & Shoham
Mixed Strategies and Nash Equilibrium: Game Theory Course: Jackson, Leyton-Brown & Shoham
Mixed Strategies and Nash Equilibrium: Game Theory Course: Jackson, Leyton-Brown & Shoham
you allow more agents, any game can be turned into a zero-sum game by adding
a dummy player whose actions do not impact the payoffs to the other agents, and
whose own payoffs are chosen to make the payoffs in each outcome sum to zero.
A classical example of a zero-sum game is the game of Matching Pennies. In this
game,
of the
playersbad
hasidea
a penny
and any
independently
chooses
to display
Iteach
would
betwo
a pretty
to play
deterministic
strategy
either in
heads
or tails.pennies
The two players then compare their pennies. If they are the
matching
same then player 1 pockets both, and otherwise player 2 pockets them. The payoff
matrix is shown in Figure 3.6.
Mixed Strategies
Heads
Tails
Heads
1, 1
1, 1
Tails
1, 1
1, 1
Mixed Strategies
It would be a pretty bad idea to play any deterministic strategy
in matching pennies
Idea: confuse the opponent by playing randomly
Define a strategy si for agent i as any probability distribution
over the actions Ai .
pure strategy: only one action is played with positive probability
mixed strategy: more than one action is played with positive
probability
profile s S?
We cant just read this number from the game matrix anymore:
profile s S?
We cant just read this number from the game matrix anymore:
ui (s) =
ui (a)P r(a|s)
aA
P r(a|s) =
sj (aj )
jN
.
.s = s1 , . . . , sn is a Nash equilibrium iff i, si BR(si )
.
.s = s1 , . . . , sn is a Nash equilibrium iff i, si BR(si )
.
.
Every
finite game has a Nash equilibrium.
.
Game Theory Course: Jackson, Leyton-Brown & Shoham
Heads
Tails
Heads
1, 1
1, 1
Tails
1, 1
1, 1
Example: Coordination
Left
Right
Left
1, 1
0, 0
Right
0, 0
1, 1
Zero-sum games
At the other end of the spectrum from pure coordination games lie zero-sum games,
Mixed
Strategies
and Nash affine
Equilibrium
which (bearing in mind the comment we made earlier
about
positive
trans-
you adopts D and the other adopts C then the D adopter will experience no delay at all,
but the C adopter will experience a delay of 4ms.
These consequences are shown in Figure 3.1. Your options are the two rows, and
your colleagues options are the columns. In each cell, the first number represents
your payoff (or, minus your delay), and the second number represents your colleagues
payoff.1
1, 1
4, 0
0, 4
3, 3
Given these options what should you adopt, C or D? Does it depend on what you
think your colleague will do? Furthermore, from the perspective of the network operator, what kind of behavior can he expect from the two users? Will any two users behave
the same when presented with this scenario? Will the behavior change if the network
operator
allows
the Leyton-Brown
users to communicate
with each other
a decision?
Game
Theory Course:
Jackson,
& Shoham
Mixedbefore
Strategiesmaking
and Nash Equilibrium