博弈论课后作业lecture4.docxVIP

∑ ∑ ( ( U Ui(1 ? a?) = ui(a? i ) ≥ ∑ G??? T?????: L?????? ? Instructor: Xiang Sun* Updated: 12:43, September 23, 2013 1 MixedstrategyNashequilibirum 1. e notion of mixed strategy Nash equilibrium is designed to model a steady state of a game in which the partici- pants choices are not deterministic but are regulated by probabilistic rules. 2. Consider a strategic game G = ?N, (Ai), (ui)?. e mixed extension of G is defined as the strategic game ?N, (?(Ai)), (Ui)?, in which ?(Ai) is the set of probability distributions over Ai, and Ui : ×j∈N ?(Aj ) → R that assigns to each α = (αj ) ∈ ×j∈N ?(Aj ) the expected value under ui of the lottery induced by α. If A is finite, then Ui(α) = a∈A α1(a1)α2(a2) ··· αn(an)) · ui(a). 3. We refer to a member of ?(Ai) as a mixed strategy of player i; we refer to a member of Ai as a pure strategy. In strategic games, a pure strategy can be viewed as a degenerate mixed strategy that attaches probability one to the pure strategy. 4. A mixed strategy Nash equilibrium of a strategic game is a Nash equilibrium of its mixed extension. 5. A profile a? is a pure strategy Nash equilibrium if and only if 1 ? a? = (1 ? ai ?, 1 ? a??i) is a mixed strategy Nash equilibrium, where 1 ? a? is is degenerate mixed strategy that attaches probability one to a?. Proof: ?: Since a? is a pure strategy Nash equilibrium, for any αi ∈ ?(Ai), we have ai αi(ai) · ui(ai,a??i) = Ui(αi, 1 ? a??i). ?: Since 1 ? a? is a mixed strategy Nash equilibrium, for any ai ∈ Ai, we have ui(a?) = Ui(1 ? a?) ≥ Ui(1 ? ai, 1 ? a??i) = ui(ai,a??i). 6. A profile α? is a mixed strategy Nash equilibrium if and only if for each player i, Ui(α?) ≥ Ui(1 ? ai,α?? i) for all ai ∈ Ai. *E-mail: xiangsun.econ@. Suggestion and comments are always welcome. 1 ∈ ∈ support(α? ?: If each a? 1 1, ?1 ?1, 1 ?1, 1 1, ?1 Game eory 2/9 Lecture 4 7. Somegames, e.g.,matchingpennies,maypossessnopurestrategyNashequilibrium. However,everyfinitestrategic game must have at least one mixed strategy N