NASH

(.. 11/08)

2010

Copyright , 2010
. All rights reserved.



.

/Abstract
1.
1.1
1.2
1.3
1.4
1.5
2. Nash
2.1 John Nash
2.2 Nash
2.3
2.3.1 Prisoners dilemma
2.3.2 Battle of the Sexes
2.3.3 Chicken Game
2.3.4 Risk Dominance
2.3.5 Matching Pennies
3.
3.1
3.2
3.2.1 Prisoners dilemma
3.2.2 Battle of the Sexes
3.2.3 Chicken Game
3.2.4 Risk Dominance
3.2.5 Matching Pennies
3.2.6
3.2.7



Nash.
,
.
.
Nash.
John Nash,
.
: ,
, chicken game, matching pennies.


.

, .

ABSTRACT
This thesis addresses with the analysis of game theory and in particular the Nash
equilibrium. It starts with a general reference to game theory and continues with its
development, from its first discovery until today. It shows all the applications in
different fields and analyzed some important definitions for understanding.
Then the focus shifts to Nash equilibrium. It describes the concept of
equilibrium that took its name from John Nash, whose life is summarized. Moreover
presented five of its most famous games which were used in research: the prisoner's
dilemma, the battle of the sexes, the chicken game, the risk dominance and the
matchingpennies.
The next chapter analyzes the results of research conducted with the help of
students at the University of Macedonia for all these games and compared with
previous experiments. Eventually, the conclusions which resulted from the
development of this work are being presented and what could be done to be further
development in

the

future.

1.1


.
,

. [1]
, .
, .


, .[2]

1.2
18 (1838)
Augustin Cournot

. [3]

,

John von Neumann, 1928

.
Theory of Games & Economic Behavior, 1944,
John von Neumann Oskar Morgenstern.[4]
1950
John Nash -

, Nash. ,
,
, .
Russel Crow,
,
29 .

,

. 1965 Reinhard Selten
( )
(subgame perfect equilibrium)
(trembling hand perfect equilibrium), 1975 John Harsanyi
John Nash - .
, , 1994,
.
1970 ,
John Maynard Smith
(evolutionary stable strategy).[5]
1990
.

.[6]
2005 Tomas Schelling
Robert Aumann

.
2007 Roger Myerson, Leonid Hurwicz Eric Maskin
.[7]

1.3
,
.

 , , ,
, , ,
.[8]
,
, .[9]

( )

(industrial organization), (mechanism design)
, , , , (
1838 ) [10]
.
,
.

,
. [11]

(Collective action),
.
.
. [12]

. (
) 1 1 . Ronald Fisher (1930)
,
!
,
.

,
,
. [13]

1.4

. ,
( ),
,
,
.[14]
(outcome),
. (payoff),
,
. [15]

,
, .
pure
mixed. ()
.
,
.[16]

,
.
. [17]
,
(normal) (strategic)

. [18]
,
, .
:

(
).

.
, ,
.

. [19]

1.1 Risk Dominance [20]

, . ,
.
.
, 1, 2.
,
1, , 2.[21]
(, payoff)
.
, .
.

. ,
(1) (1) 5
.

10


, ,
.
.
dominant

.
.
dominated
.[22]
1
2, (5>4) (1>0),
1 , 1 2.
1 .
.
1 ,
1, (5>0) 2, 1
2 (-100<0).
.

.
.
weakly dominates


.
weakly dominated
strategy. 1 2
(5>-100) (0=0).

equilibrium.
. [23]
(1, 1) (5, 5)

11

 1, 1
(1, 1).

, .
, dominated
,
.

.

Iterated Elimination of Dominated Strategies, IEDS.

.
,
.
, .
. [24]

Nash .

1.5

.
. :
.
,
( n), n ,
.
,
.
. [25]

12

 . ( )

.
(cooperative games)
,
(non cooperative games). [26]
.
,
(zero-sum games).

. - (non zero-sum
games) .
,
.[27]
.
,
,

.
. [28]
.
.
,

.
.

.
, .

.[29]

13

 2
Nash
2.1 John Nash
John Nash

.
Nash 1928.
, .
1945 Carnegie Institute of Technology Pittsburgh
,
.
1948 Princeton
,
.
John Nash
Princeton University, R. L. Duffin.


Nash . Nash
21 ! 1950 Proceedings of the
National Academy of Sciences. Equilibrium Points in n-Person Games,
.
1951
Annals of Mathematics Non-cooperative Games. [30]
, Nash
,
1994.
Nash. [31]

14

 Nash ()
.
.

2.2 Nash
Nash

,
,
. ,

.
() .
Nash. [32]
,
.

.
,
.
[33] ,
.
Nash, :


. [34]
Nash,
.

15

 2.1 Risk Dominance [35]

.
1 .
. 1 5
, 2 0(
, ).
1 5. .
2 2
(-100<0), 0 .
, :

2.2

.
1 , 1 5
4 (
, ).
2 , 1 1
0 . .
:

16

 2.2

Nash
,
. .
(1, 1)=(5, 5).
Nash,
Nash.

.
.
1 p
2 p-1.

, .

.
Nash
( )
Nash ()
Nash ( ), Nash
. [36]
,
. [37]

, .
,

. [38]

17

2.3
Nash

Nash .
Nash ,
,
.
.

2.3.1 Prisoners dilemma

(Prisoners dilemma).
1950 Melvin Dresher Merrill Flood
RAND
Corporation.
Stanford University, Albert W. Tucker
.
,
. [39]
Tucker :

, .

:
.

. , ,
. [40]

18

 2.3 ( ) [41]

,
.

2.4 ( ) [42]

.
:
(confess), (not confess).

.
,
. .
,
( ),
.
.

. .
, ,
.

19

 .

. ,
. ,
. Nash ,
, (1,1)=(1,1), .[43]

Gambit,
Nash
.

.

Gambit

.
(1, 1)=(1, 1)
( ) ( 1)
( ) ( 1).


.
.

,

20

.[44] :

. ,
.
,

- Nash

. [45]

free rider problem( ).

. (
,
)
, ,
.

,

John Nash(

) Robert Axelrod. 70
Axelrod ,

.

.
,
. Anatol Rapoport
, Tit for Tat, .

, ,
.

.

21

( ) (
).[46]
, .

, , .

.
,
. [47]

.
:
,
.

.
50(
) . [48]

,
.
.
,
. [49]

, .


/
. [50]

. ,
. [51]

22

2.3.2 Battle of the Sexes

battle of the sexes ( )
.

, `50,
.
,
.
.
,

.
2.5 [52]

, ,
.
.
,
.[53]

, .
.

.[54]
.
( )
.

.

23

 ,

. ( )
.

. Nash
, (1,1)=(2,1) (2,2)=(1,2).
2 1
, 2 1.

. [55]
Gambit

.
1 2 ,
1 2 .

Gambit

2.3.3 Chicken Game

Chicken Game.
, `50
(Rebel without

24

a cause,1955) James Dean.

.
(chicken)
. ,
.
:

2.6 Chicken Game [56]

:
( ), ( ).
.
.
, .
, .

. [57]

(
, ,
) .
, . [58]
.
Nash :
(12)=(3,1) (21)=(1,3).
.
, .
. [59]

25


Gambit.
,
.

Gambit

Hawk-Dove(-).
.
.

( )
( 11=0,0
). ( )


( 22=2,2 ).
.[60]
Nash ,
.
(
).
,
.
chicken game battle of the sexes,
, .

26


Nash.
Nash
,
chicken game ( ).

(
). [61]

2.3.4 Risk Dominance

,
(risk dominance).
(1, 1)=(5, 5) ,
(1, 2)= (-100, 4)

.
2
.
Gambit .

Gambit

,
.

27

2.3.5 Matching Pennies

matching pennies
von Neumann(1928). .
(head) (tail)
(
), .
, .
, .
.

2.7 Matching Pennies

(zero sum game)

.
.
,
Nash
.
(
),
. Nash
(,),(,).
, *1+*(-1)=0
*(-1) +*1=0 .

. [62]

28

 Gambit
.

Gambit

. ,
, Nash
.

,

, , .

baseball, .[63]
(odds and
evens). ,
.[64]

29

 3



Nash.

.
.

3.1

.

Nash.

30

31

3.2
233
, (116
117 ). 109 (59
50 ) 124 (57 67 ).
,
,
Nash .

SPSS
.

(
).

.

3.2.1 Prisoners dilemma

(Prisoners dilemma).
SPSS.

3.1

(
) 1 2. 82%(191
233 ) 1
32

 Nash . (1, 1)= (1, 1)

.

, .
( 10)

3.2

( ) 1
78%(85 109) 22%(24 )
2 .

33

 ( 20)
:
3.3

124 85,5 % (106) 1

.

.
.

34

.
.
( 300)
:

3.4

116 ,
81%(94 ) 1
.

35

 (
400) :
3.5

117 , ,
82,9%(97 ) 1 .
1
.

3.2.2 Battle of the Sexes

(battle of the sexes)
:
3.6

36

 85%(198 ) 1 ,
15%, 2
.

3.7

1
76,1%(83 109).

37

 :
3.7

1
92,7(115 124).

1 .

38

3.8

116 ( )
87,9%(102) 1 .

3.9

117 96, 82,1 1

,
.

39

3.2.3 Chicken Game

, chicken game,
:
3.10 chicken game

42,5% (99 ) 1 ,
57,5%(134 ) 2.
.
(1, 2)= (3, 1) (2, 1)=(1, 3).

40

3.11

1 50,5(55 109)
2 49,5, 54
.

:
3.12

35,5%(44 124 ) 1 .
.

41

(
300).
3.13

35,3%(41 116) 1 .

42

 117
3.14

. 49,6%(58 )
1 50,4%(59) 2.
. 1
.

3.2.4 Risk Dominance

(
)
3.15

43

 .
71,7%(167 ) 2
.
.

:
3.16

1 36,7(40
109).

44

 :
3.17

124 26, 21%

1 .

,
1
Nash.
(risk averse behavior),
.

:
3.18

45

 1
2 . 1
25 116 21,6%.

:
3.19

117 35%, 41,

1 .
Nash,

.

46

3.2.5 Matching Pennies

matching
pennies. ,
,

.

,
, .
.
.

3.20 matching pennies

,
.
( ),

47

 .
62,1% (144 ) 1 37,9% (88
) 2 , .

1 63,3%(69
109) .
3.21

48


3.22

1 61%(75 124).
, .

.

49

 3.23

67,2% 1 .
116 78 1 38 2.

.
3.24

56,9%(66 117) 1
.
10% .
.

50

3.2.6
1
, .

3.25 1

1(%)

2(%)

3(%)

4(%)

5(%)

82

85

42,5

28,3

62,1

78

76,1

50,5

36,7

63,3

85,5

92,7

35,5

21

61

81

87,9

35,3

21,6

67,2

82,1

49,6

35

56,9

82,9

SPSS

. x2

. p-value 0,05
.

51

 :
3.26
x2

p-value

2,210

0,137

12,515

0,000

5,323

0,021

7,069

0,008

0,133

0,715

p-value 0,05 :
, chicken game
0,05.

:
3.27
x2

p-value

0,138

0,710

1,578

0,209

4,825

0,028

5,222

0,022

2,636

0,104

, chicken game ,
p-value 0,05.
.

3.2.7
,
,
.
.

52

Ariel Rubinstein .
Ariel Rubinstein Princeton University Tel Aviv
University, 40
.
:
.
.
, ,
1999 .
.
, .
36 75% ,
1 (2, 1), Nash.
50%
50% .

(
) 1
: 75% Rubinstein, 76,1 .
: 36
Rubinstein, 109 .

,
,

53

 85% 233 . 10%

.
, 1998 1999.
33
, 1 (5, 5) 79%,
49 1 76%.

.
1 28,3%,

1 .
2
.
.
,
, . Rubinstein
33 49, ,
233, . [65]

.
.
Coleman (1983) 1500 .
1950 .
RAND Corporation (

Melvin Dresher Merrill Flood )

, UCLA Alchian
Williams, RAND,

54

100 . Nash (
) 14 (
) 60 .
( ).
,
.


.
Frank, Gilovich Regan (1993)
,
. (
).

(
).
.
, ,
:

24%
.

( ) 33%
.

17%
.

28%, 53%.(
,

, ).

( 13%
).

55



. [67]
,
:
( )
(
).

24% .
:
22% 14,5%
(
2 ).

.
13% ,
:
.
2 19%,
17,1%.

56



.
.
,
.

.

(
).
(
),
,
.

,
,
.
.

.
, ,
.[67]
,
,

2009
ACM(Association for
Computing Machinery),
,
. ,

,

57

 50 .
Nash,
Nash(
).
, ,
.[68]

.
Nash
.

( )
.

.
Nash .
.
,
(
),
.
.
( ).
,

Nash .

58


[1]http//:eclass.uop.gr/modules/document/file.php/TST125/O1%20/
%2001%20.pdf
[2] . (1978), ,

[3]http//:eclass.uop.gr/modules/document/file.php/TST125/O1%20/
%2001%20.pdf
[4] . (2005),
, ,
[5] http//:el.wikipedia.org/wiki/
[6] . (2005),
, ,
[7] . (2008),
, ,
[8]http//:eclass.uop.gr/modules/document/file.php/TST125/O1%20/
%2001%20.pdf
[9] http//:focusmag.gr/articles/view-article.rx?oid=392222
[10] http//:www.uni-bonn.de/~sgeorgan/Paihnidia.ppt
[11] http//:giggle.ws
[12] http//:el.wikipedia.org/wiki/
[13] en.wikipedia.org/wiki/Game_theory
[14] http//:www.pitt.edu/~jduffy/econ1200/lect1.pdf
[15] Mansour Yishay(2003), Computational Learning Theory, Lecture 1:March 2
[16] . (1978), ,

[17] http//:users.auth.gr/~kehagiat/Game theory
[18] http//:www.gametheory.net
[19] Mansour Yishay(2003), Computational Learning Theory, Lecture 1:March 2
[20] http://arielrubinstein.tau.ac.il/99/gt100.html#g1
[21] Hargreaves Heap P.Shaun and Varoufakis Yanis(1995), Game theory: A critical
Introduction, London, Routledge

59

[22] Hargreaves Heap P.Shaun and Varoufakis Yanis (1995), Game theory: A critical
Introduction, London, Routledge
[23] Rasmusen Eric(2001), Games and Information:An introduction to Game
Theory,fourth edition
[24] http://macedonia.uom.gr/~yrefanid/Courses/GameTheory/
[25] /(2008), Grid- -
, ,
[26] . (2008),
, ,
[27] /(2008), Grid- -
, ,
[28] http//:prlab.ceid.upatras.gr/courses/simeiwseis/DT/_6.pdf
[29] http// :en.wikipedia.org/wiki/Game_theory
[30] Siegfried Tom (2006), A beautiful Math: John Nash, game theory and the
Modern quest for a code of nature, Washington,D.C.,Joseph Henry Press
[31] Fisher Len Ph.D.(2008), Rock, Paper, Scissors: Game Theory in every day life,
New York, Basic Books
[32] http//:balla.gr/default.asp?pid=69
[33] http//:www.gametheory.net/dictionary
[34] Osborne J.Martin (2002), An introduction to game theory, Oxford University
Press
[35] http://arielrubinstein.tau.ac.il/99/gt100.html#g1
[36] , :
,Gutenberg
[37] http//:www.pitt.edu/~jduffy/econ1200/lect1.pdf
[38] Daskalakis Constantinos (2008), The Complexity of Nash Equilibria, Electrical
Engineering and Computer Sciences University of California at Berkeley
[39] Straffin D. Philip(1993), Game Theory and Strategy, The Mathematical
Association of America
[40] Osborne J.Martin and Rubinstein Ariel (1998), A Course in Game Theory,
London, The MIT Press Cambridge
[41] http//:en.wikipedia.org/wiki/Prisoners_Dilemma
[42] Osborne J.Martin and Rubinstein Ariel (1998), A Course in Game Theory,
London, The MIT Press Cambridge
60

[43] Osborne J.Martin and Rubinstein Ariel(1998), A Course in Game Theory,

London, The MIT Press Cambridge
[44] http//:www.gametheory.net/lecture_Notes/Levent kockesen
[45] http//:www.ant1news.gr
[46] , :
,Gutenberg
[47] http//:en.wikipedia.org/wiki/Prisoners_Dilemma
[48] Osborne J.Martin(2002), An introduction to game theory, Oxford University
Press
[49] http//:en.wikipedia.org/wiki/Prisoners_Dilemma
[50] Rasmusen Eric(2001), Games and Information:An introduction to Game
Theory,fourth edition
[51] http//:www.gametheory.net/lecture_Notes/Levent kockesen
[52] Gibbons Robert, Game Theory for Applied Economists, Princeton, New Jersey,
Princeton University Press
[53] http://macedonia.uom.gr/~yrefanid/Courses/GameTheory/
[54] http//:weber.ucsd.edu/~bslantch/courses/gt/02-preferences_expected-utility.pdf
[55] Rasmusen Eric(2001), Games and Information:An introduction to Game
Theory,fourth edition
[56] http//:www.gametheory.net/lecture_Notes/Levent kockesen
[57]http//:users.iit.demokritos.gr/~a.artikis/teaching/DAI/5-multiagentinteractions.pdf
[58] http//:en.wikipedia.org/wiki/Chicken_Game
[59] http//:www.egwald.ca/operationresearch/cooperative.phd
[60] Osborne J.Martin and Rubinstein Ariel(1998), A Course in Game Theory,
London, The MIT Press Cambridge
[61] Fisher Len Ph.D.(2008), Rock, Paper, Scissors: Game Theory in every day life,
New York, Basic Books
[62] Fudenberg Drew, Tirole Jean, Game Theory, London, The MIT Press Cambridge
[63] Gibbons Robert, Game Theory for Applied Economists, Princeton, New Jersey,
Princeton University Press
[64] http//:en.wikipedia.org/wiki/ Matching_pennies
[65] http://arielrubinstein.tau.ac.il/99/gt100.html#g1
[66] , :
,Gutenberg
61

[67] Siegfried Tom(2006), A beautiful Math: John Nash, game theory and the Modern
quest for a code of nature, Washington,D.C.,Joseph Henry Press
[68] http//:www.kairatos.com.gr/midinea

62