Berge equilibria in finite games

Paweł Bytner
Definitions
Game in normal form is a triple 𝐺 = 〈𝑁, {𝑆 } ∈ , {$ } ∈ 〉,where
• 𝑁is a set of players,
• 𝑆 is a set of pure strategies of player i,
• 𝑆 = 𝑆 × 𝑆 × … × 𝑆 is a set of all pure strategy profiles,
• $ : 𝑆 → ℝis a payoff function of player i.
Finite game is any game with finite set of players and finite sets of those players strategies.
Mixed strategy of player i in game G is any probability measure on set 𝑆 .Set of mixed strategies of player i will be denoted as 𝑆 ,and the set of all
mixed strategy profiles as 𝑆 = 𝑆 × 𝑆 × … × 𝑆 .Taking any problem in the game G, considering mixed strategies, we get a problem in game 𝐺 =
〈𝑁, {𝑆 } ∈ , {𝐸$ } ∈ 〉.
Incomplete strategy profile for set 𝐾 ⊂ 𝑁is any element 𝑠⃗ of the set 𝑆 = 𝑋 𝑆 .For 𝐾 = {𝑗}we may simply write 𝑠⃗ Having incomplete
∈
strategy profile 𝑠⃗ we may supplement it into a complete strategy profile as follows: [𝑡 , 𝑡 , … , 𝑡 , 𝑠⃗ ] = 𝑡 𝑒⃗ + 𝑡 𝑒⃗ + ⋯ + 𝑡 𝑒⃗ +
∑∈ 𝑠 𝑒⃗ , or[𝑡⃗, 𝑠⃗ ] = 𝑡 𝑒⃗ + 𝑡 𝑒⃗ + ⋯ + 𝑡 𝑒⃗ + ∑ ∈ 𝑠 𝑒⃗ .
Definitions
Nash equilibrium is any strategy profile 𝑠⃗ ∈ 𝑆such that for any player i, and any strategy 𝑡 ∈ 𝑆 inequality $ (𝑠⃗) ⩾ $ ([𝑡, 𝑠⃗ ])holds. We will
denote set of Nash equilibria in game G as 𝐸(𝐺)

Berge equilibrium (Zhukovski) is any strategy profile 𝑠⃗ ∈ 𝑆such that for any player i, and any incomplete strategy profile 𝑡 ⃗ ∈
𝑆 inequality $ (𝑠⃗) ⩾ $ ([𝑠 , 𝑡⃗ ])holds. We will denote set of Berge equilibria in game G as 𝐵(𝐺)

Generalised Berge equilibrium relative to given 𝑀: 𝑁 → 2 − {∅}is any strategy profile 𝑠⃗ ∈ 𝑆such that for any player i, and any
incomplete strategy profile 𝑡⃗ () ∈𝑆 ( ) inequality $ (𝑠⃗) ⩾ $ ([𝑠⃗ ( ) , 𝑡⃗ ( ) ])holds. We will denote set of such equilibria in game G as

𝐵(𝐺, 𝑀).

𝑀(𝑖)may be described as set of these players who care about player i. 𝑀defines players' motivations to maximize particular, own or
others' payoffs.

Nash and Berge equilibrium are special cases of generalised Berge equilibrium. For 𝑀(𝑖) = {𝑖}we have 𝐵(𝐺, 𝑀) = 𝐸(𝐺), and for 𝑀(𝑖) =
𝑁 − {𝑖}we have 𝐵(𝐺, 𝑀) = 𝐵(𝐺).
Finding Berge equilibria
For game 𝐺 = 〈𝑁, (𝑆 ) ∈ , ($ ) ∈ 〉we define n associated games 𝐺 = 〈{𝑃, 𝐶}, (𝑇 , 𝑇 ), (£ , £ )〉, where

𝑇 =𝑆,

𝑇 = 𝑆
∈ ∖{ }

£ (𝑠 , 𝑠⃗ ) = ∑ ∈ ∖{ } $ ([𝑠 , 𝑠⃗ ]),

£ (𝑠 , 𝑠⃗ ) = $ ([𝑠 , 𝑠⃗ ]).

Theorem 1: 𝐵(𝐺) = ∩ ∈ 𝐸(𝐺 ).

Note: We can not use Nash equilibria in mixed strategies found in associated games to find mixed Berge equilibrium in G. We should
apply the above theorem to the game 𝐺 .
Finding Berge equilibria
Theorem 2:Let us have any game 𝐺 = 〈𝑁, (𝑆 ) ∈ , ($ ) ∈ 〉. Let games 𝐺 be the associated games from theorem 1 for game 𝐺 . Then for any
pair of players 𝑗 ≠ 𝑖, any pair of these players mixed strategies 𝑠 ∈ 𝑆 ,𝑠 ∈ 𝑆 and for any incomplete profile of mixed strategies 𝜌⃗ ∈ 𝑆 ∗ { , } we

have:

If (𝑠 , [𝑠 , 𝜌⃗])is a Nash equilibrium in game 𝐺 , then (𝑠 , 𝑠 )is a Nash equilibrium in game 𝐻 , = 〈{𝑖, 𝑗}, (𝑆 , 𝑆 ), (¥ , ¥ )〉, where
⃗ ⃗ ⃗

⃗
¥ (𝑡 , 𝑡 ) = £ (𝑡 , (𝑡 , 𝜌⃗)) = $ (𝑡 , 𝑡 , 𝜌⃗),

⃗
¥ (𝑡 , 𝑡 ) = £ (𝑡 , (𝑡 , 𝜌⃗)) = ∑ ∈ ∖ $ (𝑡 , 𝑡 , 𝜌⃗).

⃗
Corollary: 𝐵(𝐺 ) ⊆ ∩ , ∈ , ∪ ⃗∈ ∗
{, }
𝐸(𝐻 , )
Some facts
• There are finite games without Nash or Berge equilibria in pure strategies,

• All finite games have at least one Nash equilibrium in mixed strategies,

• 2-player finite games have at least one Berge equilibrium – set 𝐵(𝐺)is equal to 𝐸(𝐻), where 𝐻 = 〈{1,2}, {𝑆 , 𝑆 }, {£ , £ }〉, £ = $ , £ =

$ ,

• for 3 or more players we may construct a game without Berge equilibrium,

• we also may find game without generalised Berge equilibrium relative to 𝑀if there is at least one player with at least 2 players he
cares about,

• when for each player i, 𝑀(𝑖) = {𝑗 }, then evere game have at least one generalised Berge equilibrium realtive to 𝑀.
Example – game without Berge equilibria
Consider a game:

𝐺 = 〈𝑁 = {𝑊, 𝐾, 𝐿}, (𝑆 = {𝑘 , 𝑙 }, 𝑆 = {𝑤 , 𝑙 }, 𝑆 = {𝑤 , 𝑘 }, ($ , $ , $ ))〉,

where the payoff functions are given by the matrices

𝑤 𝑘
𝑤 𝑙 𝑤 𝑙
Associated games 𝐺 for this game are defined by matrices written below:
𝑘 (2,1,0) (1,1,1) 𝑘 (1,2,0) (0,2,1)
𝑙 (2,0,1) (1,0,2) 𝑙 (1,1,1) (0,1,2)

𝑤 𝑤 𝑤 𝑘 𝑘 𝑤 𝑘 𝑘 𝑘 𝑤 𝑘 𝑙
↓𝑙 𝑤 ↓𝑙 𝑘 ↓𝑙 𝑤 ↓𝑙 𝑘 ↓𝑙 𝑤 ↓𝑙 𝑙
𝐺 = , 𝐺 =𝑤 , 𝐺 =𝑤
𝑘 (1,2)(2,1)(2,1)(3,0) (2,1)(3,0)(1,2)(2,1) (3,0)(2,1)(2,1)(1,2)
𝑙 (1,2)(2,1)(2,1)(3,0) 𝑙 (2,1)(3,0)(1,2)(2,1) 𝑘 (3,0)(2,1)(2,1)(1,2)

We can easilly check that these associated games have no common Nash equilibria in pure strategies and therefore game G has no Berge
equilibria in pure strategies. For each of those associated games we have two pure Nash equilibria: 𝐸(𝐺 ) = {𝑘 𝑤 𝑤 , 𝑙 𝑤 𝑤 }, 𝐸(𝐺 ) =
{𝑘 𝑤 𝑘 , 𝑘 𝑙 𝑘 }, 𝐸(𝐺 ) = {𝑙 𝑙 𝑤 , 𝑙 𝑙 𝑘 }and as we see no one is common for any two of these games.
Example – game without Berge equilibria
Associated games 𝐻 , as in theorem 2 are defined by the following matrices.

𝑤 𝑙 𝑘 𝑤 𝑙 𝑘
𝐻 , =𝑘 (2 − 𝜌, 1 + 𝜌)(3 − 𝜌, 𝜌) , 𝐻 , =𝑙 (2 − 𝜂, 1 + 𝜂)(3 − 𝜂, 𝜂) , 𝐻 , =𝑤 (2 − 𝜉, 1 + 𝜉)(3 − 𝜉, 𝜉)
𝑙 (2 − 𝜌, 1 + 𝜌)(3 − 𝜌, 𝜌) 𝑤 (2 − 𝜂, 1 + 𝜂)(3 − 𝜂, 𝜂) 𝑘 (2 − 𝜉, 1 + 𝜉)(3 − 𝜉, 𝜉)

In all these games one of the second player strategies is dominated – he will always play the strategy corresponding to the left column.
On the other hand the first player payoff function does not depend on his strategy. So we will have continuum of Nash equilibria in these
⃗
games, and the sets 𝐸(𝐻 , )as in corollary 1 can be written as:

𝐸(𝐻 , ) = {(𝜂, 𝑤 , 𝜌): 𝜂, 𝜌 ∈ 〈0,1〉},

𝐸(𝐻 , ) = {(𝜂, 𝜉, 𝑘 ): 𝜂, 𝜉 ∈ 〈0,1〉},

𝐸(𝐻 , ) = {(𝑙 , 𝜉, 𝜌): 𝜂, 𝜌 ∈ 〈0,1〉}.

𝐸

In the intersection we have only one strategy profile (𝑙 , 𝑤 , 𝑘 ), which is a pure strategy profile, but we had already shown that the game
G has no Berge equilibria in pure strategies. Therefore it has no Berge equilibria at all.
Some open problems
• Finding generalised Berge equilibria,

• Equilibria in more general cases (infinite, quantum),

• Equilibria relative to more general motivations.