Professional Documents
Culture Documents
6.1
,,
,
, .
,
.
.
6.1.1
John von Neumann
(1928),
. George B.
Dantzig Simplex
.
Nash
.
Nobel.
, ,
Shapley. Lemke, ,
. Beautiful Mind
Russell Crow JohnNash
Nash Equilibrium !
6.1.2
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6.2
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6.2.1
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:
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18
10
1,
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.
2,
23,
3.
,
.
maxmin ,
/
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18
maxmin =5
10
min
18
10
18
max
maxmin =5
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2. , minmax 5
.
(maxmin ) (minmax
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.
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5.
5
5.
:
maxmin= minmax
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.
:
,
=[ij]m x n,
:
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j=1,...,n i=1,...,m
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,
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:
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.
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.,
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(i,l),ij il =. i
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.
.
=
.
= .
:
INPUTA=[aij}mxn
DOi=1,m
R[i]=minA[i,:]
ENDDO
DOj=1,n
C[j]=maxA[:,j]
ENDDO
a=maxR[:]i=maxlocationR[:]
b=minC[:]j=minlocationC[:]
IFa=bTHEN
u=a
RETURNu,i,j
ELSE
RETURNa,b,i,j
ENDIF
:
A[i,:]i,
A[:,j]j
R[:]m
C[:]n.
6.2.2ASH(ashEquilibrium)
: (k.l) k
j, Nash
,
kl il
bkl bkj
i=1,,m j=1,,n.
0=kl Nash0=
bkl Nash .
,(),
6.1 .
Nash.
1:
.
2:.
3:Nash
(i,j),ij bij.
,,(),
.
:
:
(3,2)
(2,3)
(4,1)
(1,0)
Nash,
Nash, (1,1) (2,2),
(3,2)(1,0).
,
Nash
.
,
,
.
(
(1,0)
),
Nash
.
.
(),
.
:(k.l)
.
:(k.l)
(p,q):
kl pq
(6.1)
bkl bpq
(6.2)
. (k.l)
(p,q).,
.
: (k.l)
.
ParetoPareto.
****Pareto().
[,],(ij,
bij). (,b), (0, b0) (1, b1)
[,].
0,b b0(),
(,b) (0, b0).
,
(0, b0)(,b).
(,b)
(0, b0)
(1, b1)
6.1
:Nash(p,q)
Nash(k,l),(6.1),(6.2),
(p,q).
: Nash Pareto
.
,
,
Pareto , .
,
.
,
Pareto,.
:
(2,3)
3
(3,2)
2
(4,1)
1
(1,0)
0
0
6.2
,,(1,0)
Nash(2,2)Pareto.
,
,
(1,1)(3,2).
:
Nash.
,
Nash.
.,
.
Nash,
Nash ,
Nash
.
:()
,,
,
.,,
.
.
:
1.
2.
.
,
(,4),
,1
0.
4,
1
0.
,
:
(4,1)
(0,0)
(0,0)
(1,4)
(1,1) (2,2)
. ,
.(1,2)(2,1)
.
(1,1)(2,2)(4,1)(1,4)
.:
(0,0)
0
5
(4,1)
0
1
(5/2,5/2)
(1,4)
6.3
(1,1),
(2,2).
,
, 1
.
Nash.1
,
, 2.
,
, .
,
,
.
(4,1)+1/2(1,4)=(5/2,5/2).
,.
Nash,
Nash.
.
:Nash (k,l)(p,q).
I. , (k,q) (p,l)
Nash.
II. kl=pq bkl=bpq.
:[,][C,D]
r1, r2 1
2 :
C=r1+1
D=r2 +2
: Nash [,]
[i
].
6.2.3
,
. ,
, minmax
maxmin,.
: [, ].
:
(1)
b0 = min {max{bij}}
j= 1,...,n i= 1,...,m
(2)
i , j
a 0 ={max {aij}}
j= 1,...,n
(3)
b0 = {max {bij}}
i= 1,...,m
(4)
,
minmax.
,
maxmin,max
min ,.
,
.
: [,],
.
:()
:
(5,5)
(0,20)
(20,0)
(1,1)
,
.
,:
max
(5,5)
(0,20)
5 minmax
(20,0)
(1,1)
20
minmax a0 = b 0 = 5
max
-minmax
(5,5)
(1,1),.
Nash .
, Nash
.
:
() Nash
,
(a 0 ,b 0)=(a 0,b 0).
(a0 ,b 0)
Nash,
Nash.
Nash,
,
Nash
,
.
.
6.3M
6.3.1
,
.
.
:
1 2 .
,I
II.
, II I.
:
II
+1
+1
1212
.
min
+1
+1
+1
+1
max
Maxmin=1
Minmax =+1
minmax maxmin
.
1
II+1.
,I
1,
2,.
I 2, II
1 1 .
I
.
12,II
.II
.
,
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1 II .
.
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1+1.
II.
.
,
,
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.
.
.
.
(randomly),
.
.
:
.
.
,
.
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I:
II 1:(1)+(+1)=0.
II 2:(+1)+(1)=0.
I0,II.
II :
I1:(1)+(+1)=0.
I 2:(+1)+(1)=0.
II 0,I.
.
I II
0.
II.
6.3.2
(mixed strategy)
(probability distribution).
:m
x1
x2
m x= .
.
xm
:
m
xi = 1
i=1
xi 0,i = 1,...,m
x1=I
x2=I
y1, y2 II
x =(x1, x2 )
x1 +x2 = 1
x1
0
x2 0
Iy =(y1,y2)
y1 +y2 =1
y1
0
y2 0
II.
1:
={ x =(x1, x2 ) R2/ x1 +x2 =1, x 0}
Y= { y=(y1,y2) R2/y1 +y2 =1,y 0}
I II.
x2
x1
0
0
y2
y1
0
0
6.4
: :
m
={ x =(x1,x2,...,xm) Rm/ xi = 1
i=1
xi 0
i= 1,...,m x 0}
yj 0
j= 1,...,n y 0}
n
Y={ y=(y1,y2,..., yn)Rn/ yj = 1
j=1
simplex Rm Rn .
simplexR2
(6.4),
R3 (6.5), Rk, k 4.
simplex (convex polytope)
(vertices) .
.
x3
0
0
1
1
0
0
0
1
0
x1
x2
6.5 simplex
Rm x
. X ={
e1,e2,em}simplex1 0,
m
m
2 0,....,m 0 i=1 li = 1, x =i=1 l iei
1
0
0
x = 1 0 + 21 + 3 0
0
0
1
1+2 +3=1
1,2 ,3 0
.
6.3.3minmax
III
m n.
xi yj I
iIIj.
xi yj 1.
ij .
: I x, II
y :
(x,y)=xTAy=
x y
i
ij
(1)
i=1 j=1
, ij
xi yj ,
(1).
Ix,IIj
I:
m
(x,ej)=x[:,j]= i=1xiaij
(2)
[:,j]j .
II ,
y,Ii :
n
(ei,y)= [i,:] y= ij yj
(3)
j=1
vonNeumannMorgenstern.(I)
, x ,
,(II)x.
,
.
I x ,II y
:
II( x ) = x y = miny Y( x ,y)=miny Y xy(2.4)
I =II( x ).
I x*
,II(x).
.:
*= maxxX II(x)
,(4),:
*=maxxX miny Y xy
(5)
:
1 3
1 3 T
) x TA =(
)
4 4
4 4
I x =( ,
-1
+ 1
+ 1
1 1
=( )
2 2
1
II y
:
1
2
1
2
II( x )= min( y1 y2 )
y1+y2 =1
y1,y2 0
,3
, y =(0,1)T.II
I.I
1
2
.
y2
min
1
y1
1
2
1
2
( , )T
6.6
simplex .
:
II( x )=minyY xy=minj=1,2,.n{ x [:,j]}(6)
[:,j] j j
.
(5)I:
*= maxxX{minj=1,2,.n{ x[:,j]}
(7)
: * (7)
I maxmin , x*
I
,maxmin .
* I
.
..
x*I
*(7):
*=miny Y (x*,y) =minj=1,2,.n {x* [:,j]}
(8)
x* I.
II
. y II,
I
=I( y ),
I( y )=maxxX x y =maxi=1,2,,m{[i,:] y }(9)
[i,:] ii
.
II
y
I(y).:
*=miny Y {maxi=1,2,,m{[i,:] y }}
(10)
:*(10)
II minmax , y*
II
minmax
.
III()
y**.
*= maxxX (x,y*) = maxi=1,2,,m{[i,:] y*}
(11)
:
x y
II( x ) I( y )
* *
maxmin minmax .
: x*y*I
II
* * *,*=(x*,y*)
Minmax.
..
Minmax :
:
*=*=*
: * = * = *
(x* , y* ),
,.
x , y , :
I*
* x*.
x
*.
, *
,
,x*.I
.II.
: * = * ,
:
i.
ii.
iii.
*=*=*
(12) (13)
:
(x*,y)(x*,y*)
" y
(14)
(x*,y*)(x,y*) " x
(15)
11
(x,y).
(x*,y*).
42
=5
4
(x,y)=xy
x1 +x2 =1 x2 = 1 x1
y1 +y2 =1 y2 =1y1
(x,y)x1, y1.
:
(x,y)=(x1,y1)=x1 (4y1 +2(1y1))+(1 x1)(5y1 3(1y1))
4(x1,y1)Scilab
:
>// Initialize
>k=1
>fori=0:0.06:1,
>x1(k)=i,
>y1(k)=i,
>k=k+1,
>end
>//Define
> deff( [z]= (x1, y1), z = x1*(4 *y1+ 2 *( 1 y1)) + (1 x1)*(5* y13*( 1
y1)))
>//Draw
>fcontour(x1,y1,,20)
:
Initializex1 y1 .
Define.
Draw 20
.
minmax
(x, y) = x y
.
6.7
.
: * = * = *
x* y*
.x1 y1
.:
(x*,y*)=(x1, y1)=(x1,y*)= (x*,y1)=*
,
.
(interchangeable) (equivalent).
pq
pq,
. p q
pq .
:pq,:
*=*=pq
pq
.
6.3.4:
2 2:
11
=21
12
22
.
.:
x :
11 x1 +21x2=
12x1 +22 x2=
x1 +x2=1
y1 +y2=1
x, y
.
6.4Nash
,
.
,
.
,
.
.
.
: , ,
mxn.m,
m :
x =
x 1
x 2
x i
x m
:
m
i=1
xi = 1
xi 0,i= 1,...,m
n ,
n :
y =
y 1
y 2
y i
y n
:
n
j=1
yj = 1
yj 0, j = 1,...,n
y Y,
:
(,y)= y(1)
(,y)= y(2)
.
: , ,
mxn.(*,y*)
Nash, (,y)
:
y* * y*
*
y y
(3)
(4)
(a0* ,b0* ),
a0* = a(x* , y* ) = x* T A y*
(5)
(6)
Nash (*,y*).
(3) (4)
. (3)
f(x)= y*
, (4)
g(y)= y y.
x,y :
m
n
T
Y={y= (y1,...,ym)
y = 1,y 0}
j
j=1
(*,y*) YNash,
*
minxT Ay*
(7)
x X
minxTBy
yY
(8)
:,
(3) (4)
.
,.
:
.
:
1. 1950
Nash,.
2. (
Brouwer Kakutani),
,
.
:
=+1
()=,
()=,
end
end
plot2d(,)
:()
,:
- 4 0 y1
= -4x1y1 - x2 y2 = -4x1y1 - (1- x1)(1- y1)
a (x,y) = (x1,x2)
0 - 1 y2
- 1 0 y1
= - x1y1 - 4x2 y2 = - x1y1 - 4(1- x1)(1- y1)
0
4
y2
b(x,y) = (x1,x2)
,
1,
[,].
(0,0)(1,4)(4,1),
.
6.8
: 6.9
0
5
0
1
2
3
4
5
6.9
,
2.
.
Nash (a0* ,b0* ),
[,]. Nash,
Nash (
).
[,]
Nash
[,].
:(,y)(,y)
Nash.:
I. , (, y) (, y)
Nash.
II. ,(,y)=(,y)(,y)=(,y).
(
)
.
:
Nash
:().
=(0,1),y=(1,0),=(0,1)
y=(1,0) Nash.
=(4/5,1/5) y=(1/5,4/5),
4 1 (4,1)
,
5 5 (0,0)
(0,0) 1/ 5
4
4
= (- ,- )
(1,4) 4 / 5
5
5
(4/5,4/5)
2
.
(5/2,5/2)
,
.
: ,
,
.
,
,
.,
,
.
Nash,.
,(
),
,.
6.4.1
.
.
: [, ],
minmax
:
a* = min{maxa (x,y)}
x X
yY
(1)
(2)
x X
x,y
(3)
b * ={max b (x, y}
x X
(4)
,
minmax.
:().
,
:
min
x X
{ max
y Y
a ( x , y )}
2:
(,y)=(51+1)y1+x11,
y1. ,
1 :
(51+1)0,1 1/5,
(51+1)0,1 1/5.
,y1=1,
y1=0 y1.
:
1
- 4 x 1 ,an 0 x1 5
min
1
x1 - 1,an
x1 1
5
1=1/52= 4/52=4/5.
0
0,1
0,2
0,3
0,4
0,5
0,6
0,7
0,8
0,9
0
0,1
0,2
0,3
0,4
0,5
6.10
0,6
0,7
0,8
0,9
.
y1 =4/5y2 =1/5
4/5.
: (4/5 , 4/5)
Nash
Nash
.
Nash,.
:
(),
()
()
. x,y a
(x,y) a
(x,y) b
.
.
,
,
, ,
,
.
6.5
, ,
, .
.
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.
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,
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12... n
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m1 m2 ... mn
.:
30000
120000
3000000
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),
3000000 , ,
30000 .
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.
.
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1,2,,m .
.
,
,
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.
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,
,
.
:
BayesLaplace
Minmax
Minmax Savage
Bayes..
6.6
PRISONERSDILEMMA
,
,2.
.
dominant strategies
.
:
. (
) .
.
, Bonnie Clyde.
.
Clyde
8
Bonnie1 Clyde
1
Bonnie8 Clyde
Bonnie
3
Clyde
Bonnie
Prisoners Dilemma
.
, ,
. .
.I
II I .
.
Prisoners Dilemma
,
.
,
TitFor Tat.:
1. Tit For Tat
.
2.
.
:
:
1 2. 1
2 TitForTat.
.
1
2
.
TitFor Tat:
#defineDEFECT0
#defineCOOPERATE0
All_D(){
returnDEFECT
}
Tit_for_Tat(intpartner_last_move){
if(partner_last_move==DEFECT)
returnDEFECT
else
returnCOOPERATE
}
Tit For Tat Tit For Two Tats.
TitFor TwoTats.
Tit ForTat
TitFor Tat.
Tit For Tat
Robert Axelrod The Evolution ofCooperation (Basic Books, 1984).
PrisonersDilemma,.
Axelrod
PrisonersDilemma:
1.
2.
3.
4. .
,
,.
Axelrod
TitFor Tat.
.
unprogrammedprograms
,
,
. ,
,
,
Tit For Tat
.
Prisoners Dilemma, Tit For Tat .
Tit For Tat
, ,
.
6.7
[1] Fink, E. C., Gates, S.,& Humes B. D.(1998) GAME THEORY TOPICS,
SageUniversityPapersSeriesonQuantitative Applications intheSocial
Sciences,07122.ThousandOaks,CA:Sage.
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NorthHolland.
[3] Arnold,Statisticalpatternrecognition,(1999),ISBN0340741643.
[4] Berger,JamesO,StatisticalDecisionTheoryandBayesianAnalysis
[5] http:://www.econ.rochester.edu/eco108
[6] http://wwwcourse.fas.harvard.edu
[7] http://gamethory.net
[8] http://GameTheoryinGreek.htm
[9] http://verenike.ergasya.tuc.gr/~sakis/GameTheory.html
[10] http://williamking.www.drexel.edu/top/class/histf.html
[11]
http://www.dmst.aueb.gr/gr/Courses/4sem/19_math_prog/PPTS/THEORI
A_PAIGNION.doc
[12] http://plato.stanford.edu/entries/gameheory/#PD
[13] http://www.pitt.edu/~jduffy/econ1200/Lectures.htm
[14] http://www.bsos.umd.edu/econ/econ414/new_page_2.htm
[15] http://icg.fas.harvard.edu/~ec1052/lecture/index.html
[16] http://web.mit.edu/14.12/www/
[17] http://www.u.arizona.edu/~mwalker/431LecNotes.htm
[18] http://www.courses.fas.harvard.edu/~gov2005/Lectures/
[19] http://research.microsoft.com/users/breese/tutorial/
[20] http://www.cc.gatech.edu/classes/AY2002/cs4640_spring/
Bayes.pdf
[21] http://webcourse.technion.ac.il/236607/Winter20022003/
ho/WCFiles/Lect1.ppt
[22] http://faculty.cs.tamu.edu/rgutier/courses/cs790_wi02/l4.pdf
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[24] http://www.site.uottawa.ca/~nat/Courses/CSI5387/ML_Lecture_6.ppt
[25] http://www.icg.tugraz.ac.at/~Education/Vorlesung/
BVMU_VO/WS2003/vo07_03s.pdf
[26] http://www.ee.columbia.edu/~vittorio/Lecture5.pdf
[27] http://www.cs.tcd.ie/Padraig.Cunningham/nds101/BayesianNetworks.ppt
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ho/WCFiles/Lect1.ppt
[30] http://www.statistics.com/content/bookstore/Bayes/carlin.php3
[31] http://www.cs.berkeley.edu/~daf/bookpages/
Slides/Templatematching.ppt
[32] http://www.eee.metu.edu.tr/~alatan/Courses/pr02.pdf
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[35] http://prlab.ee.memphis.edu/frigui/ELEC7901/BAYES/BayesDecis.html
[36] http://www.statslab.cam.ac.uk/~rrw1/stats/S16.pdf
[37] http://www.eee.metu.edu.tr/~alatan/Courses/pr02.pdf
[38]
http://www.oakland.edu/~bouchaff/PatternRecog/pdfslides/CSE616ch2pa
rt1.pdf
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