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Transcript of 1 Chapter 4: Minimax Equilibrium in Zero Sum Game SCIT1003 Chapter 4: Minimax Equilibrium in Zero...
![Page 1: 1 Chapter 4: Minimax Equilibrium in Zero Sum Game SCIT1003 Chapter 4: Minimax Equilibrium in Zero Sum Game Prof. Tsang.](https://reader034.fdocuments.in/reader034/viewer/2022052414/56649ca75503460f9496a2af/html5/thumbnails/1.jpg)
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SCIT1003Chapter 4: Minimax Equilibrium Chapter 4: Minimax Equilibrium
in Zero Sum Gamein Zero Sum Game
Prof. Tsang
![Page 2: 1 Chapter 4: Minimax Equilibrium in Zero Sum Game SCIT1003 Chapter 4: Minimax Equilibrium in Zero Sum Game Prof. Tsang.](https://reader034.fdocuments.in/reader034/viewer/2022052414/56649ca75503460f9496a2af/html5/thumbnails/2.jpg)
Maximin & Minimax Equilibrium in a zero-sum game
• Minimax - minimizing the maximum loss (loss-ceiling, defensive)
• Maximin - maximizing the minimum gain (gain-floor, offensive)
• Minimax = Maximin
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The Minimax Theorem
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“Every finite, two-person, zero-sum game has a rational solution in the form of a pure or mixed strategy.”
John Von Neumann, 1926
For every two-person, zero-sum game with finite strategies, there exists a value V and a mixed strategy for each player, such that (a) Given player 2's strategy, the best payoff possible for player 1 is V, and (b) Given player 1's strategy, the best payoff possible for player 2 is −V.
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Pure strategy game: Saddle pointSaddle point
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A zero-sum game with a saddle point.
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3
4 3
Is this a Nash Equilibrium?
MaxiMin
MiniMax
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Pure & mixed strategiesPure & mixed strategies
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A pure strategy provides a complete definition of how a player will play a game. It determines the move a player will make for any situation they could face.
A mixed strategy is an assignment of a probability to each pure strategy. This allows for a player to randomly select a pure strategy.In a pure strategy a player chooses an action for sure, whereas in a mixed strategy, he chooses a probability distribution over the set of actions available to him.
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All you need to know about All you need to know about Probability Probability
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If E is an outcome of action, then P(E) denotes the probability that E will occur, with the following properties:
1. 0 P(E) 1 such that:If E can never occur, then P(E) = 0If E is certain to occur, then P(E) = 1
2. The probabilities of all the possible outcomes must sum to 1
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Mixed strategy
• In some zero-sum game, there is no pure strategy solution (no Saddle point)
• Play’s best way to win is mixing all possible moves together in a random (unpredictable) fashion.
• E.g. Rock-Paper-Scissors
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Mixed strategiesMixed strategies
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Some games, such as Rock-Paper-Scissors, do not have a pure strategy equilibrium. In this game, if Player 1 chooses R, Player 2 should choose p, but if Player 2 chooses p, Player 1 should choose S. This continues with Player 2 choosing r in response to the choice S by Player 1, and so forth.
In games like Rock-Paper-Scissors, a player will want to randomize over several actions, e.g. he/she can choose R, P & S in equal probabilities.
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A soccer penalty shot at 12-yardleft or right?
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Left Right
Left 42 558 95
Right 7 3093 70
Goalie
Kicker
p.145 payoffs are winning probability
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A penalty shot at 12-yardleft or right?
If you are the kicker, which side you use?The best chance you have is 95%. So you kick left.But the goalie anticipates that because he knows that’s your best chance. So his anticipation reduces your chance to 58%.What if you anticipate that he anticipates … so you kick right & that increase your chance to 93%.What if he anticipates that you anticipate that he anticipates …If you use a pure strategy, he always has a way to reduce you chance to win.
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• To end this circular reasoning, you do something that the goalie cannot anticipate.
• What if you mix the 2 choices randomly with 50-50 chance?
• Your chance of winning is(58+93)/2 if the goalie moves to left(93+70)/2 if the goalie moves to right
Is this better?
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A penalty shot at 12-yardleft or right?
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12p.166 graphical solution
Kicker’s mixture
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13p.168 graphical solution
Goalie’s mixture
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If the goalie improves his skill at saving kicks to the Right side
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A Parking meter game (p.164)
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If you pay for the parking, it cause you $1.
If you don’t pay for the parking and you are caught by the enforcer, the penalty is $50.
Should you take the risk of not paying for the parking?How often the enforcer should patrol to keep the car drivers honest (to pay the parking fee)?
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Parking meter game
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Pay Not pay
Enforce -1 -501 50
Not enforce
-1 01 0
Car driver
Enforcer
p.164
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nono
No Nash equilibrium for pure strategy
x y 1-x-y
x=probability to take action R
y=probability to take action S
1-x-y=probability to take action P
Mixed strategiesMixed strategies
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They have to be equal if expected payoff independent of action of player 2
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Janken step game (Japanese RSP)
p.171
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Two-Person, Zero-Sum Games: Summary
• Represent outcomes as payoffs to row player• Find any dominating equilibrium• Evaluate row minima and column maxima• If maximin=minimax, players adopt pure strategy
corresponding to saddle point; choices are in stable equilibrium -- secrecy not required
• If maximin minimax, find optimal mixed strategy; secrecy essential
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Summary: Ch. 4
• Look for any equilibrium• Dominating Equilibrium• Minimax Equilibrium• Nash Equilibrium
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Assignment 4.1
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Assignment 4.1