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Extensive-Form Games with Perfect Information

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Extensive-Form Games with Perfect Information Extensive-Form Games with Perfect Information Yiling Chen September 22, 2008 CS286r Fall'08 Extensive-Form Games with Perfect Information 1 Logistics In this unit, we cover 5.1 of the SLB book. Problem Set 1, due Wednesday September 24 in class. CS286r Fall'08 Extensive-Form Games with Perfect Information 2 Review: Normal-Form Games A finite n-person normal-form game, G =< N; A; u > I N = f1; 2; :::; ng is the set of players. I A = fA1; A2; :::; Ang is a set of available actions. I u = fu1; u2; :::ung is a set of utility functions for n agents. C D C 5,5 0,8 D 8,0 1,1 Prisoner's Dilemma CS286r Fall'08 Extensive-Form Games with Perfect Information 3 Example 1: The Sharing Game Alice and Bob try to split two indivisible and identical gifts. First, Alice suggests a split: which can be \Alice keeps both", \they each keep one", and \Bob keeps both". Then, Bob chooses whether to Accept or Reject the split. If Bob accepts the split, they each get what the split specifies. If Bob rejects, they each get nothing. Alice 2-0 1-1 0-2 Bob Bob Bob A R A R A R (2,0) (0,0) (1,1) (0,0) (0,2) (0,0) CS286r Fall'08 Extensive-Form Games with Perfect Information 4 Loosely Speaking... Extensive Form I A detailed description of the sequential structure of the decision problems encountered by the players in a game. I Often represented as a game tree Perfect Information I All players know the game structure (including the payoff functions at every outcome). I Each player, when making any decision, is perfectly informed of all the events that have previously occurred. CS286r Fall'08 Extensive-Form Games with Perfect Information 5 Def. of Perfect-Information Extensive-Form Games A perfect-information extensive-form game, G = (N; H; P; u) I N = f1; 2; :::; ng is the set of players. N=fAlice, Bobg Alice 2-0 1-1 0-2 Bob Bob Bob A R A R A R (2,0) (0,0) (1,1) (0,0) (0,2) (0,0) CS286r Fall'08 Extensive-Form Games with Perfect Information 6 Def. of Perfect-Information Extensive-Form Games A perfect-information extensive-form game, G = (N; H; P; u) I H is a set of sequences (finite or infinite) F Φ 2 H k F h = (a )k=1;:::;K 2 H is a history k k F If (a )k=1;:::;K 2 H and L < K, then (a )k=1;:::;L 2 H k 1 k F (a )k=1 2 H if (a )k=1;:::;L 2 H for all positive L F Z is the set of terminal histories. H = fΦ; 2 − 0; 1 − 1; 0 − 2; (2 − 0; A); (2 − 0; R); (1 − 1; A); (1 − 1; R); (0 − 2; A); (0 − 2; R)g Alice 2-0 1-1 0-2 Bob Bob Bob A R A R A R (2,0) (0,0) (1,1) (0,0) (0,2) (0,0) CS286r Fall'08 Extensive-Form Games with Perfect Information 7 Def. of Perfect-Information Extensive-Form Games A perfect-information extensive-form game, G = (N; H; P; u) I P is the player function, P : HnZ ! N. P(Φ)=Alice P(2 − 0)=Bob P(1 − 1) = Bob P(0 − 2) = Bob Alice 2-0 1-1 0-2 Bob Bob Bob A R A R A R (2,0) (0,0) (1,1) (0,0) (0,2) (0,0) CS286r Fall'08 Extensive-Form Games with Perfect Information 8 Def. of Perfect-Information Extensive-Form Games A perfect-information extensive-form game, G = (N; H; P; u) I u = fu1; u2; :::ung is a set of utility functions, ui : Z !R. u1((2 − 0; A)) = 2 u2((2 − 0; A)) = 0 ... Alice 2-0 1-1 0-2 Bob Bob Bob A R A R A R (2,0) (0,0) (1,1) (0,0) (0,2) (0,0) CS286r Fall'08 Extensive-Form Games with Perfect Information 9 Pure Strategies in Perfect-Information Extensive-Form Games A pure strategy of player i 2 N in an extensive-form game with perfect information, G = (N; H; P; u), is a function that assigns an action in A(h) to each non-terminal history h 2 HnZ for which P(h) = i. I A(h) = fa :(h; a) 2 Hg I A pure strategy is a contingent plan that specifies the action for player i at every decision node of i. CS286r Fall'08 Extensive-Form Games with Perfect Information 10 Pure Strategies for Example 1 Alice 2-0 1-1 0-2 Bob Bob Bob A R A R A R (2,0) (0,0) (1,1) (0,0) (0,2) (0,0) S = fS1; S2g E.g. s1 = (2 − 0 if h = Φ), s2 = (A if h = 2 − 0; R if h = 1-1; R if h = 0 − 2). CS286r Fall'08 Extensive-Form Games with Perfect Information 11 Pure Strategies: Example 2 Alice A B Bob Bob C D E F Alice (3,8) (8,3) (5,5) J K (2,10) (1,0) S = fS1; S2g E.g. s1 = (A if h = Φ; J if h = BF ) s2 = (C if h = A; F if h = B) CS286r Fall'08 Extensive-Form Games with Perfect Information 12 Normal-Form Representation: Example 1 A perfect-information extensive-form game ) A normal-form game Alice 2-0 1-1 0-2 Bob Bob Bob A R A R A R (2,0) (0,0) (1,1) (0,0) (0,2) (0,0) (A,A,A) (A,A,R) (A,R,A) (A,R,R) (R,A,A) (R,A,R) (R,R,A) (R,R,R) 2-0 2,0 2,0 2,0 2,0 0,0 0,0 0,0 0,0 1-1 1,1 1,1 0,0 0,0 1,1 1,1 0,0 0,0 0-2 0,2 0,0 0,2 0,0 0,2 0,0 0,2 0,0 A normal-form game ; A perfect-information extensive-form game CS286r Fall'08 Extensive-Form Games with Perfect Information 13 Normal-Form Representation: Example 2 A perfect-information extensive-form game ) A normal-form game Alice (C, E) (C, F) (D, E) (D, F) A B (A, J) 3, 8 3, 8 8, 3 8, 3 Bob Bob (A, K) 3, 8 3, 8 8, 3 8, 3 C D E F Alice (B, J) 5, 5 2,10 5, 5 1, 10 (3,8) (8,3) (5,5) J K (B, K) 5, 5 1, 0 5, 5 1, 0 (2,10) (1,0) A normal-form game ; A perfect-information extensive-form game CS286r Fall'08 Extensive-Form Games with Perfect Information 14 Pure Strategy Nash Equilibrium in Perfect-Information Extensive-Form Games A pure strategy profile s is a weak Nash Equilibrium if, for all agents i 0 0 and for all strategies si 6= si , ui (si ; s−i ) ≥ ui (si ; s−i ). (Same as in normal-form games) Alice (C, E) (C, F) (D, E) (D, F) A B (A, J) 3, 8 3, 8 8, 3 8, 3 Bob Bob (A, K) 3, 8 3, 8 8, 3 8, 3 C D E F Alice (B, J) 5, 5 2,10 5, 5 1, 10 (3,8) (8,3) (5,5) J K (B, K) 5, 5 1, 0 5, 5 1, 0 (2,10) (1,0) CS286r Fall'08 Extensive-Form Games with Perfect Information 15 Pure Strategy Nash Equilibrium in Perfect-Information Extensive-Form Games A pure strategy profile s is a weak Nash Equilibrium if, for all agents i 0 0 and for all strategies si 6= si , ui (si ; s−i ) ≥ ui (si ; s−i ). (Same as in normal-form games) Alice (C, E) (C, F) (D, E) (D, F) A B (A, J) 3, 8 3, 8 8, 3 8, 3 Bob Bob (A, K) 3, 8 3, 8 8, 3 8, 3 C D E F Alice (B, J) 5, 5 2,10 5, 5 1, 10 (3,8) (8,3) (5,5) J K (B, K) 5, 5 1, 0 5, 5 1, 0 (2,10) (1,0) CS286r Fall'08 Extensive-Form Games with Perfect Information 15 Pure Strategy Nash Equilibrium in Perfect-Information Extensive-Form Games A pure strategy profile s is a weak Nash Equilibrium if, for all agents i 0 0 and for all strategies si 6= si , ui (si ; s−i ) ≥ ui (si ; s−i ). (Same as in normal-form games) Alice (C, E) (C, F) (D, E) (D, F) A B (A, J) 3, 8 3, 8 8, 3 8, 3 Bob Bob (A, K) 3, 8 3, 8 8, 3 8, 3 C D E F Alice (B, J) 5, 5 2,10 5, 5 1, 10 (3,8) (8,3) (5,5) J K (B, K) 5, 5 1, 0 5, 5 1, 0 (2,10) (1,0) CS286r Fall'08 Extensive-Form Games with Perfect Information 15 Pure Strategy Nash Equilibrium in Perfect-Information Extensive-Form Games A pure strategy profile s is a weak Nash Equilibrium if, for all agents i 0 0 and for all strategies si 6= si , ui (si ; s−i ) ≥ ui (si ; s−i ). (Same as in normal-form games) Alice (C, E) (C, F) (D, E) (D, F) A B (A, J) 3, 8 3, 8 8, 3 8, 3 Bob Bob (A, K) 3, 8 3, 8 8, 3 8, 3 C D E F Alice (B, J) 5, 5 2,10 5, 5 1, 10 (3,8) (8,3) (5,5) J K (B, K) 5, 5 1, 0 5, 5 1, 0 (2,10) (1,0) CS286r Fall'08 Extensive-Form Games with Perfect Information 15 Pure Strategy Nash Equilibrium in Perfect-Information Extensive-Form Games A pure strategy profile s is a weak Nash Equilibrium if, for all agents i 0 0 and for all strategies si 6= si , ui (si ; s−i ) ≥ ui (si ; s−i ).
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