StochasticGames.pptVIP

Stochastic Games Mr Sujit P Gujar. e-Enterprise Lab Computer Science and Automation IISc, Bangalore. Agenda Stochastic Game Special Class of Stochastic Games Analysis : Shapley’s Result. Applications Repeated Game When players interact by playing a similar stage game (such as the prisoners dilemma) numerous times, the game is called a repeated game. Stochastic Game Stochastic game is repeated game with probabilistic/stochastic transitions. There are different states of a game. Transition probabilities depend upon actions of players. Two player stochastic game : 2 and 1/2 player game. Repeated Prisoner’s Dilemma Consider Game tree for PD repeated twice. Issues in Analyzing Repeated Games How to we solve infinitely repeated games? Strategies are infinite in number. Need to compare sums of infinite streams of payoffs Stochastic Game : The Big Match Every day player 2 chooses a number, 0 or 1 Player 1 tries to predict it. Wins a point if he is correct. This continues as long as player 1 predicts 0. But if he ever predicts 1, all future choices for both players are required to be the same as that days choices. The Big Match S = {0,1*,2*} : State space. The Big-Match game is introduced by Gillette (1957) as a difficult example. The Big Match David Blackwell; T. S. Ferguson The Annals of Mathematical Statistics, Vol. 39, No. 1. (Feb., 1968), pp. 159-163. Scenario Stationary Strategies Enumerating all pure and mixed strategies is cumbersome and redundant. Behavior strategies those which specify a player the same probabilities for his choices every time the same position is reached by whatever route. x = (x1,x2,…,xN) each xk = (xk1, xk2,…, xkmk) Notation Given a matrix game B, val[B] = minimax value to the first player. X[B] = The set of optimal strategies for first player. Y[B] = The set of optimal strategies for second player. It can be shown, (B and C having same dimensions) |val[B] - val[C]| ≤ max |bij - cij| When we start in position k, we obtain a pa