.

Computing Mixed Nash Equilibrium (1)

Game Theory Course:
Jackson, Leyton-Brown & Shoham

Game Theory Course: Jackson, Leyton-Brown & Shoham

Computing Mixed Nash Equilibrium (1)

Computing MixedScissors
Nash1 Equilibria
1
0
Battle of the Sexes
Figure 3.6

Rock, Paper, Scissors game.

2, 1

0, 0

0, 0

1, 2

Figure 3.7

Battle of the Sexes game.

Its hard in general to compute Nash equilibria, but its easy

3.2.2

Strategies in normal-form games

when you can guess the support

We have so far defined the actions available to each player in a game, but not yet his
set of strategies,
or his for
available
Certainly one
kind of all
strategy
is to select
For BoS,
lets look
an choices.
equilibrium
where
actions
are part
pure strategy
a single action and play it; we call such a strategy a pure strategy, and we will use
of thethesupport
notation we have already developed for actions to represent it. There is, however,
another, less obvious type of strategy; a player can choose to randomize over the set of
available actions according to some probability distribution; such a strategy is called
mixed strategy
a mixed strategy. Although it may not be immediately obvious why a player should
introduce randomness into his choice of action, in fact in a multi-agent setting the role
of mixed strategies is critical. We will return to this when we discuss solution concepts
for games in the next section.
We define
a mixed strategy
for a normal form game as follows.
Game Theory Course: Jackson,
Leyton-Brown
& Shoham
Computing Mixed Nash Equilibrium (1)

Computing Mixed Nash Equilibria

1

Scissors

Battle of the Sexes

Figure 3.6

Rock, Paper, Scissors game.

2, 1

0, 0

0, 0

1, 2

Figure 3.7

Battle of the Sexes game.

Let player 2 play B with p, F with 1 p.

3.2.2
If player
1 best-responds
with a mixed strategy, player 2 must
Strategies
in normal-form games
have indifferent
so far defined the between
actions available
each player
in a game, but not yet his
makeWehim
Ftoand
B (why?)
pure strategy

mixed strategy

set of strategies, or his available choices. Certainly one kind of strategy is to select
a single action and play it; we call such a strategy a pure strategy, and we will use
the notation we have already developed for actions to represent it. There is, however,
another, less obvious type of strategy; a player can choose to randomize over the set of
available actions according to some probability distribution; such a strategy is called
a mixed strategy. Although it may not be immediately obvious why a player should
introduce randomness into his choice of action, in fact in a multi-agent setting the role
of mixed strategies is critical. We will return to this when we discuss solution concepts
for games in the next section.
We define a mixed strategy for a normal form game as follows.

Game Theory Course: Jackson, Leyton-Brown & Shoham

Computing Mixed Nash Equilibrium (1)

Computing Mixed Nash Equilibria

1

Scissors

Battle of the Sexes

Figure 3.6

Rock, Paper, Scissors game.

2, 1

0, 0

0, 0

1, 2

Figure 3.7

Battle of the Sexes game.

Let player 2 play B with p, F with 1 p.

3.2.2
If player
1 best-responds
with a mixed strategy, player 2 must
Strategies
in normal-form games
have indifferent
so far defined the between
actions available
each player
in a game, but not yet his
makeWehim
Ftoand
B (why?)
pure strategy

mixed strategy

set of strategies, or his available choices. Certainly one kind of strategy is to select
a single action and play it; we call such a strategy a pure strategy, and we will use
1
the notation we have already developed
for actions1 to represent it. There is, however,
another, less obvious type of strategy; a player can choose to randomize over the set of
available actions according to some probability distribution; such a strategy is called
a mixed strategy. Although it may not be immediately obvious why a player should
introduce randomness into his choice of action, in fact in a multi-agent setting the role
of mixed strategies is critical. We will return to this when we discuss solution concepts
for games in the next section.
We define a mixed strategy for a normal form game as follows.

u (B) = u (F )
2p + 0(1 p) = 0p + 1(1 p)
1
p=
3

Game Theory Course: Jackson, Leyton-Brown & Shoham

Computing Mixed Nash Equilibrium (1)

Computing Mixed Nash Equilibria

1

Scissors

Battle of the Sexes

Figure 3.6

Rock, Paper, Scissors game.

2, 1

0, 0

0, 0

1, 2

Figure 3.7

Battle of the Sexes game.

Likewise, player 1 must randomize to make player 2 indifferent.

Strategies
is player
1 willinggames
to randomize?
3.2.2 Why
in normal-form
pure strategy

mixed strategy

We have so far defined the actions available to each player in a game, but not yet his
set of strategies, or his available choices. Certainly one kind of strategy is to select
a single action and play it; we call such a strategy a pure strategy, and we will use
the notation we have already developed for actions to represent it. There is, however,
another, less obvious type of strategy; a player can choose to randomize over the set of
available actions according to some probability distribution; such a strategy is called
a mixed strategy. Although it may not be immediately obvious why a player should
introduce randomness into his choice of action, in fact in a multi-agent setting the role
of mixed strategies is critical. We will return to this when we discuss solution concepts
for games in the next section.
We define a mixed strategy for a normal form game as follows.

Game Theory Course: Jackson, Leyton-Brown & Shoham

Computing Mixed Nash Equilibrium (1)

Computing Mixed Nash Equilibria

1

Scissors

Battle of the Sexes

Figure 3.6

Rock, Paper, Scissors game.

2, 1

0, 0

0, 0

1, 2

Figure 3.7

Battle of the Sexes game.

Likewise, player 1 must randomize to make player 2 indifferent.

Strategies
is player
1 willinggames
to randomize?
3.2.2 Why
in normal-form
Let player
1
play
B
with
q,available
F with
1
q. in a game, but not yet his
We have so far defined the actions
to each
player
set of strategies, or his available choices. Certainly one kind of strategy is to select
a single action and play it; we call
2 such a strategy
2 a pure strategy, and we will use
the notation we have already developed for actions to represent it. There is, however,
another, less obvious type of strategy; a player can choose to randomize over the set of
available actions according to some probability distribution; such a strategy is called
a mixed strategy. Although it may not be immediately obvious why a player should
introduce randomness into his choice of action, in fact in a multi-agent setting the role
of mixed strategies is critical. We will return to this when we discuss solution concepts
2 1
1 2
for games in the next section.
3 3form game
3 3as follows.
We define a mixed strategy for a normal

u (B) = u (F )
q + 0(1 q) = 0q + 2(1 q)
2
mixed strategy
q=
3
Thus the mixed strategies ( , ), ( , ) are a Nash equilibrium.
pure strategy

Game Theory Course: Jackson, Leyton-Brown & Shoham

Computing Mixed Nash Equilibrium (1)

Interpreting Mixed Strategy Equilibria

What does it mean to play a mixed strategy? Different
interpretations:
Randomize to confuse your opponent
consider the matching pennies example

Randomize when uncertain about the others action

consider battle of the sexes
Mixed strategies are a concise description of what might happen

in repeated play: count of pure strategies in the limit

Mixed strategies describe population dynamics: 2 agents chosen
from a population, all having deterministic strategies. MS gives
the probability of getting each PS.

Game Theory Course: Jackson, Leyton-Brown & Shoham

Computing Mixed Nash Equilibrium (1)