《博弈论cdam-2016-09》.pdf

Game Theory Theodore L. Turocy Bernhard von Stengel Texas AM University London School of Economics CDAM Research Report LSE-CDAM-2001-09 October 8, 2001 Contents 1 What is game theory 4 2 De?nitions of games 6 3 Dominance 8 4 Nash equilibrium 12 5 Mixed strategies 17 6 Extensive games with perfect information 22 7 Extensive games with imperfect information 29 8 Zero-sum games and computation 33 9 Bidding in auctions 34 10 Further reading 38 This is the draft of an introductory survey of game theory, prepared for the Encyclopedia of Information Systems, Academic Press, to appear in 2002. 1 Glossary Backward induction Backward induction is a technique to solve a game of perfect information. It ?rst consid- ers the moves that are the last in the game, and determines the best move for the player in each case. Then, taking these as given future actions, it proceeds backwards in time, again determining the best move for the respective player, until the beginning of the game is reached. Common knowledge A fact is common knowledge if all players know it, and know that they all know it, and so on. The structure of the game is often assumed to be common knowledge among the players. Dominating strategy A strategy dominates another strategy of a player if it always gives a better payoff to that player, regardless of what the other players are doing. It weakly dominates the other strategy if it is always at least as good. Extensive game An extensive game or extensive form game describes with a tree how a game is played. It depicts the order in which players make moves, and the information each player has at each decision point. Game A game is a formal description of a strategic situation. Game theory Game theory is the formal study of decision-making where several players must make choices that potentially affect the interests of the other players. 2 Mixed strategy A mixed strategy is an active randomization, with giv