第五讲 完美信息动态博弈.ppt

第五讲 Extensive games with perfect information 一、An example：entry game Challenger Out 1，2 In Incumbent Acquiesce Fight 2，1 0，0 The key features of a dynamic game of perfect information are that ：(a) the moves occur in sequence, (b) all previous moves are observed before the next move is chosen, and (c) the players’ payoffs form each feasible combination of moves are common knowledge. 二、Strategies 在静态博弈中，博弈方一次性同时选择的行为就是博弈方的策略，这些策略的策略组合，以及所对应的各方得益，就是博弈的结果。 动态博弈方决策，不是博弈方在单个阶段的行为，而是各博弈方在整个博弈中轮到选择的每个阶段，针对前面阶段的各种情况作相应选择和行为的完整计划，以及由不同博弈方的这种计划构成的组合。动态博弈的结果包括双方（或多方）采用的策略组合，实现的博弈路径和各博弈方的得益。 二（1）Example 1 In entry game， the strategies is： Challenger：in，out Incumbent：acquiesce，fight 二（2）Example 2 1 D C 2 E F 2，1 3，0 0，2 1，3 G H 2 二（2）Example 2 Play 1 has two strategies：C and D； Play 2 has four strategies：EG，EH，FG，FH； And the outcome of the strategy pair (C,EG) and (C,EH) is (C,E)，……. Action assigned to history C Action assigned to history D Strategy 1 E G Strategy 2 E H Strategy 3 F G Strategy 4 F H 二（3） Example 3 1 D C 2 2，0 E F 3，1 1 0，0 1，2 G H 二（3） Example 3 Player 1 has four strategies：CG,CH,DG and DH (In particular, each strategy specifies an action after the history (C,E) even if it specifies the action D at the beginning of the game, in which case the history (C,E) does not occur!) Player 2 has two strategies：E and F. The outcome of the strategy pair (DG,E) is the terminal history D, and the outcome of (CH,E) is the terminal history (C,E,H). 三、Nash equilibrium Definition (Nash equilibrium of extensive game with perfect information) The strategy profile s* in an extensive game with perfect information is a Nash equilibrium if，for every player i and every strategy ri of player i，the terminal history O(s*) generated by s* is as least as good according to player i’s preferences as the terminal history O(ri, s*-i) generated by the strategy profile (ri, s *-i) in which player i chooses ri while every other player j chooses s*j. Equivalently, for each player i,