Mixed Strategies混合的策略.pptVIP

Mixed Strategies Mixed Strategies Player 2 Head Tail Player 1 Head 1, -1 -1, 1 Tail -1, 1 1, -1 Mixed Strategies Player 2 Head Tail Player 1 Head 1, -1 -1, 1 Tail -1, 1 1, -1 Mixed Strategies Definition: A mixed strategy of a player in a simultaneous move game is a probability distribution over the player’s actions In matching pennies a mixed strategy will be ai = (ai(H), ai(T)), where 0 ≤ ai(.) ≤ 1 Mixed Strategies Player 2 q 1 - q Head Tail Player 1 Head 1, -1 -1, 1 Tail -1, 1 1, -1 Where 0 ? q ? 1 Mixed Strategies Player 2 q 1 - q Head Tail Expected Payoff Player 1 Head 1, -1 -1, 1 2q - 1 Tail -1, 1 1, -1 1 – 2q Mixed Strategies Player 2 1 – 2q 1, -1 -1, 1 Tail 2q - 1 -1, 1 1, -1 Head p Player 1 1-p Expected Payoff Tail Head 1 - q q Expected 1 - 2p 2p-1 Payoff Mixed Strategies 1 – 2q 2q – 1 if and only if q ? player 1’s Best pure-strategy response is: Tail if q ? Head if q ? Indifferent between H and T if q = ? Mixed Strategies Player 2 q 1 - q Head Tail Player 1 p Head 1, -1 -1, 1 1 – p Tail -1, 1 1, -1 Where 0 ? p ? 1 Mixed Strategies E1(Payoff) = pq*1 + p(1 - q)*(-1) + (1 – p)q*(-1) + (1 – p)(1 – q) * 1 = (1 – 2q) + p(4q – 2) Maximize E1(Payoff) choosing p. If 4q – 2 0 [q ?] ? p = 0 (Tail) is best response If 4q – 2 0 [q ?] ? p = 1 (Head) is best response If 4q – 2 = 0 [q = ?] ? any p in [0, 1] is a best response Mixed Strategies E2(Payoff) = pq*(-1) + p(1 - q)*1 + (1 – p)q*1 + (1 – p)(1 – q) *(-1) = (2p - 1) + q(2 – 4p) Maximize E2(Payoff) choosing q. If 2 - 4p 0 [p ?] ? q = 0 (Tail) is best response If 2 - 4p 0 [p ?] ? q = 1 (Head) is best response If 2 - 4p = 0 [p = ?] ? any q in [0, 1] is a best response Mixed Strategies p q 1 1 1/2 1/2 b1(q) b2(p) The unique Nash equilibrium is in mixed-strategy: (a1, a2) = ((1/2,1/2), (1/2,1/2)) Mixed Strategies Definition: The mixed strategy profile a* in a simultaneous-move game with VNM preferences is a mixed stra