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Leonardo Felli

CLM.G.02

30 January 2014

Static Bayesian Games

1\2 L R

U 1, 1 0, 0

D 0, 0 6, 6

This game has two pure strategy Nash equilibria (U, L) and

(D, R) with payos respectively (1, 1) and (6, 6).

(6/7, 6/7) with payos (6/7, 6/7).

Leonardo Felli (LSE) EC202 Microeconomic Principles II 30 January 2014 2 / 43

Static Bayesian Game: Example

casting her choice of strategy in the game.

With probability

9

10

she thinks she is playing Game A:

1\2 L R

U

A

1, 1 0, 0

D

A

0, 0 6, 6

1

10

she thinks she is playing Game B:

1\2 L R

U

B

1, 0 0, 10

D

B

0, 0 6, 6

Leonardo Felli (LSE) EC202 Microeconomic Principles II 30 January 2014 3 / 43

Static Bayesian Games: Assumptions

We assume that:

after she has decided her strategy.

game he is playing.

This is a game of incomplete information or a Bayesian game.

Leonardo Felli (LSE) EC202 Microeconomic Principles II 30 January 2014 4 / 43

Static Bayesian Games: Player 1s Strategies

should be the basic tool to get a prediction.

function of what he expects player 2 to do as best reply.

actions,

(a

A

, a

B

)

the rst element species the action player 1 will take if the

game is A: a

A

,

the second element species the action player 1 will take if the

game is B: a

B

.

Leonardo Felli (LSE) EC202 Microeconomic Principles II 30 January 2014 5 / 43

Static Bayesian Games: Player 1s Best Reply

1\2.A L R 1\2.B L R

U

A

1,1 0,0 U

B

1,0 0,10

D

A

0,0 6,6 D

B

0,0 6,6

player 2 to play L is U

A

, while his best reply if he expects

player 2 to play R is D

A

.

player 2 to play L is U

B

, while his best reply if he expects

player 2 to play R is D

B

.

This is not a surprise since the payos to player 1 are the same in

both games.

Leonardo Felli (LSE) EC202 Microeconomic Principles II 30 January 2014 6 / 43

Static Bayesian Games: Player 2s Strategies

and payos are not enough.

game is played.

that:

game given her beliefs on which game is played.

Leonardo Felli (LSE) EC202 Microeconomic Principles II 30 January 2014 7 / 43

Static Bayesian Games: Player 1s Best Reply

If player 2 expects player 1 to play U

A

or U

B

her expected payos

are:

2

(U

A

, U

B

; L) = 1

_

9

10

_

+ 0

_

1

10

_

=

9

10

2

(U

A

, U

B

; R) = 0

_

9

10

_

+ 10

_

1

10

_

= 1

The best reply is therefore R.

If player 2 expects player 1 to play D

A

or D

B

her expected payos

are:

2

(D

A

, D

B

, L) = 0

_

9

10

_

+ 0

_

1

10

_

= 0

2

(D

A

, D

B

, R) = 6

_

9

10

_

+ 6

_

1

10

_

= 6

The best reply is therefore R.

Leonardo Felli (LSE) EC202 Microeconomic Principles II 30 January 2014 8 / 43

Static Bayesian Games: Player 1s Best Reply

If player 2 expects player 1 to play U

A

or D

B

her expected payos

are:

2

(U

A

, D

B

; L) = 1

_

9

10

_

+ 0

_

1

10

_

=

9

10

2

(U

A

, D

B

, R) = 0

_

9

10

_

+ 6

_

1

10

_

=

6

10

The best reply is therefore L.

Finally if player 2 expects player 1 to play D

A

or U

B

her expected

payos are:

2

(D

A

, U

B

; L) = 0

_

9

10

_

+ 0

_

1

10

_

= 0

2

(D

A

, U

B

, R) = 6

_

9

10

_

+ 10

_

1

10

_

=

64

10

The best reply is therefore R.

Leonardo Felli (LSE) EC202 Microeconomic Principles II 30 January 2014 9 / 43

Static Bayesian Games: Bayesian Nash Equilibrium

Recall that player 1s best reply is:

A

and U

B

,

A

and D

B

.

The unique Bayesian Nash equilibrium of the game is therefore:

player 1 chooses D

A

if the game is A and D

B

if the game is B.

The equilibrium payos for the two players are:

1

A

(D

A

, D

B

, R) = 6,

1

B

(D

A

, D

B

, R) = 6,

2

(D

A

, D

B

, R) = 6.

Leonardo Felli (LSE) EC202 Microeconomic Principles II 30 January 2014 10 / 43

Incomplete Information (Strategic Form)

An incomplete information game consists of:

A

i

player i s action set

T

i

player i s set of possible types

A prole of types t = (t

1

, ..., t

n

) is an element T =

j N

T

j

u

i

: A T R player i s utility function, u

i

(a|t)

Leonardo Felli (LSE) EC202 Microeconomic Principles II 30 January 2014 11 / 43

Bayesian Game Example

Consider the Bayesian game we solved before:

1

= {A, B}

2

= {C}

1\2.A L R 1\2.B L R

U

A

1,1 0,0 U

B

1,0 0,10

D

A

0,0 6,6 D

B

0,0 6,6

Leonardo Felli (LSE) EC202 Microeconomic Principles II 30 January 2014 12 / 43

Information Structure

Information structure:

T

i

denotes the type as a random variable

i

t

i

denotes the realization of the random variable T

i

T

i

= (T

1

, ..., T

i 1

, T

i +1

, ..., T

n

) denotes a prole of types for

all players other than i

i

Player i ignores T

i

, but knows

i

Player i has beliefs regarding the realization of the types of the

other players t

i

Leonardo Felli (LSE) EC202 Microeconomic Principles II 30 January 2014 13 / 43

Beliefs about other Players Types [Take 1]

In this course we consider models in which types are independent:

(t) =

j N

j

(t

j

)

This implies that the type T

i

of player i is independent of T

i

Beliefs are a probability distribution over the types of the other

players

Any player forms beliefs about the types of the other players by

using Bayes Rule

Independence implies that conditional on observing T

i

= t

i

the

beliefs of player i are:

i

(t

i

|t

i

) =

j N\i

j

(t

j

) =

i

(t

i

)

Leonardo Felli (LSE) EC202 Microeconomic Principles II 30 January 2014 14 / 43

Extra: Beliefs about other Players Types [Take 2]

Also in the general case with interdependence players form beliefs

about the types received by the others by using Bayes Rule

Conditional observing T

i

= t

i

the beliefs of player i are:

i

(t

i

|t

i

) = Pr(T

i

= t

i

|T

i

= t

i

) =

=

Pr(T

i

= t

i

T

i

= t

i

)

Pr(T

i

= t

i

)

=

=

Pr(T

i

= t

i

T

i

= t

i

)

i

T

i

Pr(T

i

=

i

T

i

= t

i

)

=

=

(t

i

, t

i

)

i

T

i

(

i

, t

i

)

Leonardo Felli (LSE) EC202 Microeconomic Principles II 30 January 2014 15 / 43

Strategies

Strategy Proles:

actions:

s

i

: T

i

A

i

s

i

(T

i

) species an action for every realization of the type T

i

.

s(T) = (s

1

(T

1

), ..., s

N

(T

N

))

s

i

(T

i

) = (s

1

(T

1

), ..., s

i 1

(T

i 1

), s

i +1

(T

i +1

), ..., s

N

(T

N

))

Leonardo Felli (LSE) EC202 Microeconomic Principles II 30 January 2014 16 / 43

Bayesian Game Example (contd)

Consider the Bayesian game we solved before:

1

= {A, B}, T

2

= {C}

1\2.A L R 1\2.B L R

U

A

1,1 0,0 U

B

1,0 0,10

D

A

0,0 6,6 D

B

0,0 6,6

1

: {A, B} {U, D}, it is a

pair (a

A

, a

B

)

2

{L, R}

Leonardo Felli (LSE) EC202 Microeconomic Principles II 30 January 2014 17 / 43

Dominant Strategy Equilibrium

Strategy s

i

weakly dominates s

i

if for any a

i

and t T:

u

i

(s

i

(t

i

), a

i

|t) u

i

(s

i

(t

i

), a

i

|t) with > for some a

i

Strategy s

i

is dominant if it dominates any other strategy s

Strategy s

i

is undominated if no strategy dominates it

Denitions (Dominant Strategy Equilibrium DSE)

A Dominant Strategy equilibrium of an incomplete information

game is a strategy prole s that for any i N, t T and

a

i

A

i

satises:

u

i

(s

i

(t

i

), a

i

|t) u

i

(s

i

(t

i

), a

i

|t) for any s

i

: T

i

A

i

I.e. s

i

is optimal independently of what others know and do

Leonardo Felli (LSE) EC202 Microeconomic Principles II 30 January 2014 18 / 43

Interim Expected Utility

The interim stage occurs just after a player knows his type

T

i

= t

i

dened by:

U

i

(s|t

i

) =

T

i

u

i

(s(t)|t)(t

i

|t

i

) : T

i

R

U

i

(a

i

, s

i

|t

i

) =

T

i

u

i

(a

i

, s

i

(t

i

)|t)(t

i

|t

i

)

Leonardo Felli (LSE) EC202 Microeconomic Principles II 30 January 2014 19 / 43

Best Reply

b

i

(s

i

|t

i

) = arg max

a

i

A

i

U

i

(a

i

, s

i

|t

i

)

observed by player i and the strategies followed by the other

players i .

Leonardo Felli (LSE) EC202 Microeconomic Principles II 30 January 2014 20 / 43

Pure Strategy Bayes Nash Equilibrium

Denitions (Bayes Nash Equilibrium BNE)

A pure strategy Bayes Nash equilibrium of an incomplete

information game is a strategy prole s such that for any i N

and t

i

T

i

satises:

U

i

(s|t

i

) U

i

(a

i

, s

i

|t

i

) for any a

i

A

i

BNE requires interim optimality (i.e. do your best given what you

know)

BNE requires s

i

(t

i

) b

i

(s

i

|t

i

) for any i N and t

i

T

i

Leonardo Felli (LSE) EC202 Microeconomic Principles II 30 January 2014 21 / 43

Bayesian Game Example (contd)

Consider the Bayesian game with (C, A) = 0.9:

1\2.A L R 1\2.B L R

U

A

1,1 0,0 U

B

1,0 0,10

D

A

0,0 6,6 D

B

0,0 6,6

As seen above the best reply maps for both player are:

b

1

(s

2

|A) =

_

U

A

if s

2

= L

D

A

if s

2

= R

b

1

(s

2

|B) =

_

U

B

if s

2

= L

D

B

if s

2

= R

while

b

2

(s

1

) =

_

L if s

1

= (U

A

, D

B

)

R otherwise

Leonardo Felli (LSE) EC202 Microeconomic Principles II 30 January 2014 22 / 43

Bayesian Game Example (contd)

As seen above, this Bayesian game has a unique (pure strategy)

BNE in which:

s

1

(A) = D

A

, s

1

(B) = D

B

, s

2

= R

The payos associated with the BNE are:

U

1

(D

A

, D

B

, R|A) = 6,

U

1

(D

A

, D

B

, R|B) = 6,

U

2

(D

A

, D

B

, R) = 6.

DO NOT ANALYZE MATRICES SEPARATELY!!!

Leonardo Felli (LSE) EC202 Microeconomic Principles II 30 January 2014 23 / 43

Relationships between Equilibrium Concepts

Theorem

If s is a DSE then it is a BNE.

In fact for any action a

i

and type t

i

:

u

i

(s

i

(t

i

), a

i

|t) u

i

(a

i

, a

i

|t) a

i

, t

i

u

i

(s

i

(t

i

), s

i

(t

i

)|t) u

i

(a

i

, s

i

(t

i

)|t) s

i

, t

i

T

i

u

i

(s(t)|t)

i

(t

i

|t

i

)

T

i

u

i

(a

i

, s

i

(t

i

)|t)

i

(t

i

|t

i

) s

i

U

i

(s|t

i

) U

i

(a

i

, s

i

|t

i

) s

i

Leonardo Felli (LSE) EC202 Microeconomic Principles II 30 January 2014 24 / 43

DSE Example: Exchange

A buyer and a seller want to trade an object:

T

S

= {L, H}. The buyer does not observe this.

Leonardo Felli (LSE) EC202 Microeconomic Principles II 30 January 2014 25 / 43

DSE Example: Exchange (contd)

The game is described by the following matrixes:

B\S.L sale no sale B\S.H sale no sale

3 0,3 0,0 3 0,1 0,2

1 2,1 0,0 1 2,-1 0,2

This game for any Bs beliefs 0 < < 1 has a DSE in which:

S

(L) = sale,

S

(H) = no sale,

B

= 1

where

i

(t

i

) is player i s strategy if the type is t

i

.

whatever

S

U

B

(1,

S

) U

B

(3,

S

) = 0

choose sale if t

S

= L and no sale if t

S

= H.

Leonardo Felli (LSE) EC202 Microeconomic Principles II 30 January 2014 26 / 43

Static Bayesian Games: Cournot Duopoly

Consider now the following Cournot Duopoly game with imperfect

information.

Firm 1s cost function is:

c(q

1

) = c q

1

.

Firm 2 can be a high cost rm:

c

H

(q

2

) = c

H

q

2

where c

H

> c;

or it can be a low cost rm:

c

L

(q

2

) = c

L

q

2

where c

L

< c;

Leonardo Felli (LSE) EC202 Microeconomic Principles II 30 January 2014 27 / 43

Static Bayesian Games: Cournot Duopoly (contd)

We assume that:

Firm 2 knows whether its variable cost is high c

H

or low c

L

,

Firm 1 does not know the variable cost of rm 2 but believes that:

with probability

1

2

the cost is high c

H

,

with probability

1

2

the cost is low c

L

.

Leonardo Felli (LSE) EC202 Microeconomic Principles II 30 January 2014 28 / 43

Static Bayesian Games: Cournot Duopoly (contd)

The inverse demand function faced by both rms is:

P(q

1

+q

2

) = a (q

1

+q

2

)

where c

H

< a.

Notice that rm 1 will choose a unique quantity.

Notice that rm 2 will choose a dierent quantity depending on

whether its cost is high or low.

We label these quantities: q

H

2

or q

L

2

.

Leonardo Felli (LSE) EC202 Microeconomic Principles II 30 January 2014 29 / 43

Static Bayesian Games: Cournot Duopoly (contd)

Depending on the value of the cost rm 2s prot functions are:

H

2

(q

1

, q

H

2

) = q

H

2

_

a (q

1

+q

H

2

) c

H

_

or

L

2

(q

1

, q

L

2

) = q

L

2

_

a (q

1

+q

L

2

) c

L

_

while rm 1s expected prot function is:

1

(q

1

, q

H

2

, q

L

2

) =

1

2

q

1

_

a (q

1

+q

H

2

) c

_

+

+

1

2

q

1

_

a (q

1

+q

L

2

) c

_

Leonardo Felli (LSE) EC202 Microeconomic Principles II 30 January 2014 30 / 43

Static Bayesian Games: Cournot Duopoly (contd)

For any given quantity chosen by rm 1, q

1

, rm 2s best reply is,

depending on the value of the cost:

max

q

H

2

R

+

q

H

2

_

a (q

1

+q

H

2

) c

H

_

or

q

H

2

=

1

2

(a q

1

c

H

) ,

and

max

q

L

2

R

+

q

L

2

_

a (q

1

+q

L

2

) c

L

_

or

q

L

2

=

1

2

(a q

1

c

L

) .

Leonardo Felli (LSE) EC202 Microeconomic Principles II 30 January 2014 31 / 43

Static Bayesian Games: Cournot Duopoly (contd)

For any given quantity chosen by the two types of rm 2 q

H

2

and

q

L

2

, rm 1s best reply is:

max

q

1

R

+

1

2

q

1

_

a (q

1

+q

H

2

) c

_

+

1

2

q

1

_

a (q

1

+q

L

2

) c

_

or

q

1

=

1

2

_

1

2

_

a q

H

2

c

_

+

1

2

_

a q

L

2

c

_

_

.

Leonardo Felli (LSE) EC202 Microeconomic Principles II 30 January 2014 32 / 43

Static Bayesian Games: Cournot Duopoly (contd)

In other words the best reply of the two types of rm 2 and of rm

1 are:

q

H

2

=

1

2

(a q

1

c

H

) ,

q

L

2

=

1

2

(a q

1

c

L

) ,

q

1

=

1

2

_

1

2

_

a q

H

2

c

_

+

1

2

_

a q

L

2

c

_

_

.

Leonardo Felli (LSE) EC202 Microeconomic Principles II 30 January 2014 33 / 43

Static Bayesian Games: Cournot Duopoly (contd)

The solution to this system of equations is:

q

1

=

(a 2c +

1

2

c

H

+

1

2

c

L

)

3

and

q

H

2

=

(a 2c

H

+c)

3

+

1

12

(c

H

c

L

)

and

q

L

2

=

(a 2c

L

+c)

3

1

12

(c

H

c

L

)

where q

L

2

> q

H

2

.

Leonardo Felli (LSE) EC202 Microeconomic Principles II 30 January 2014 34 / 43

Static Bayesian Games: Cournot Duopoly (contd)

This is the unique Bayesian Nash equilibrium of this Cournot game

with asymmetric information.

Useful question is what is the dierence with the Cournot model

with perfect information.

Consider the same model in which everything is the same except

that rm 1 knows the costs of rm 2.

In this case rm 1 will choose two dierent quantities depending

on whether it is competing with the high cost rm 2, q

H

1

, or the

low cost rm 2, q

L

1

.

Leonardo Felli (LSE) EC202 Microeconomic Principles II 30 January 2014 35 / 43

Static Bayesian Games: Cournot Duopoly (contd)

These quantities are the solution to the following two problems:

max

q

H

1

R

+

q

H

1

_

a ( q

H

1

+ q

H

2

) c

_

with best reply:

q

H

1

=

1

2

_

a q

H

2

c

_

,

and

max

q

L

1

R

+

q

L

1

_

a ( q

L

1

+ q

L

2

) c

L

_

or

q

L

1

=

1

2

_

a q

L

2

c

_

.

Leonardo Felli (LSE) EC202 Microeconomic Principles II 30 January 2014 36 / 43

Static Bayesian Games: Cournot Duopoly (contd)

Firm 2s best reply are instead:

q

H

2

=

_

a q

H

1

c

H

_

2

, q

L

2

=

_

a q

L

1

c

L

_

2

.

The Nash equilibria of this two Perfect Information Cournot games

are then:

q

H

1

=

(a 2c +c

H

)

3

q

H

2

=

(a 2c

H

+c)

3

and

q

L

1

=

(a 2c +c

L

)

3

q

L

2

=

(a 2c

L

+c)

3

Leonardo Felli (LSE) EC202 Microeconomic Principles II 30 January 2014 37 / 43

Static Bayesian Games: Cournot Duopoly (contd)

Compare now the quantities chosen by rm 2 in the presence of

complete vs. asymmetric information:

q

H

2

=

(a 2c

H

+c)

3

+

1

12

(c

H

c

L

) > q

H

2

and

q

L

2

=

(a 2c

L

+c)

3

1

12

(c

H

c

L

) < q

L

2

while for rm 1:

q

1

=

1

2

q

H

1

+

1

2

q

L

1

or

q

H

1

> q

1

> q

L

1

Leonardo Felli (LSE) EC202 Microeconomic Principles II 30 January 2014 38 / 43

Mixed Strategies in Bayesian Games

Strategy Proles:

distribution over actions

In particular

i

(a

i

|t

i

) denotes the probability that i chooses a

i

if his type is t

i

(T) = (

1

(T

1

), ...,

N

(T

N

))

As usual

i

(T

i

) denotes the prole of strategies of all

players, but i

i

cannot depend on

j

Leonardo Felli (LSE) EC202 Microeconomic Principles II 30 January 2014 39 / 43

Extra: Interim Payo & Bayes Nash Equilibrium

The interim expected payo of mixed strategy proles and

(a

i

,

i

) are:

U

i

(|t

i

) =

T

i

aA

u

i

(a|t)

j N

j

(a

j

|t

j

)(t

i

|t

i

)

U

i

(a

i

,

i

|t

i

) =

T

i

a

i

A

i

u

i

(a|t)

j =i

j

(a

j

|t

j

)(t

i

|t

i

)

Denitions (Bayes Nash Equilibrium BNE)

A Bayes Nash equilibrium of a game is a strategy prole such

that for any i N and t

i

T

i

satises:

U

i

(|t

i

) U

i

(a

i

,

i

|t

i

) for any a

i

A

i

Interim optimality: do your best given what you know.

Leonardo Felli (LSE) EC202 Microeconomic Principles II 30 January 2014 40 / 43

Computing Bayes Nash Equilibria

Testing for BNE behavior:

U

i

(|t

i

) = U

i

(a

i

,

i

|t

i

) for any a

i

s.t.

i

(a

i

|t

i

) > 0

U

i

(|t

i

) U

i

(a

i

,

i

|t

i

) for any a

i

s.t.

i

(a

i

|t

i

) = 0

dominated with probability zero in equilibrium

Leonardo Felli (LSE) EC202 Microeconomic Principles II 30 January 2014 41 / 43

Example I

Consider the following example for

1

(L) = 1/2:

1\2.L X Y 1\2.R W Z

T 1,0 0,1 T 0,0 1,1

D 0,1 1,0 D 1,1 0,0

All BNEs for this game satisfy:

1

(T) = 1/2 and

2

(X|L) =

2

(W|R)

Such games satisfy all BNE conditions since:

U

1

(T,

2

) = (1/2)

2

(X|L) + (1/2)(1

2

(W|R)) =

= (1/2)(1

2

(X|L)) + (1/2)

2

(W|R) = U

1

(D,

2

)

u

2

(X,

1

|L) =

1

(T) = 1

1

(T) = u

2

(Y,

1

|L)

u

2

(W,

1

|R) = (1

1

(T)) =

1

(T) = u

2

(Z,

1

|R)

Leonardo Felli (LSE) EC202 Microeconomic Principles II 30 January 2014 42 / 43

Example II

Consider the following example for

1

(L) = q 2/3:

1\2.L X Y 1\2.R W Z

T 0,0 0,2 T 2,2 0,1

D 2,0 1,1 D 0,0 3,2

All BNEs for this game satisfy

1

(T) = 2/3 and:

2

(X|L) = 0 (dominance) and

2

(W|R) =

3 2q

5 5q

Such games satisfy all BNE conditions since:

U

1

(T,

2

) = 2(1 q)

2

(W|R) =

= q + 3(1 q)(1

2

(W|R)) = U

1

(D,

2

)

u

2

(X,

1

|L) = 0 < 2

1

(T) + (1

1

(T)) = u

2

(Y,

1

|L)

u

2

(W,

1

|R) = 2

1

(T) =

1

(T) + 2(1

1

(T)) = u

2

(Z,

1

|R)

Leonardo Felli (LSE) EC202 Microeconomic Principles II 30 January 2014 43 / 43

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