Game Theory homework solution, calss notes 21

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5.9.
Symmetric Games
Symmetric games are the games that are being considered as fair. The roles of both
players are completely symmetric. They have the same strategies available. If player 1
wins by using strategy A against player 2, who is using B, then player 1 will loose by
playing strategy B against player 2’s strategy A. Mathematically, this can be expressed as
follows:
5.9.1. Definition.
A two player zero-sum game G with matrix A is called symmetric, if A is skew
symmetric, i.e. if A = AT
An example of a symmetric game is, of course, “Rock, Paper, Scissor”.
5.9.2. Proposition.
Every symmetric game G has value 0.
Proof. We compute:
{ {
}
}
m 1
m 1
v ( G ) = max min pT Aq : q m 1 : p m 1
{ {( p Aq ) : q } : p }
= max {min {( q A p ) : q } : p }
= max {min {( q Ap ) : q } : p }
= min {max {( q Ap ) : q } : p }
= max min
T
T
T
T
T
m 1
m 1
m 1
m 1
T
T
T
T
m 1
m 1
= v ( G )
Hence v(G) = 0.
5.9.3. Proposition.
Let G be a symmetric game. Then ( pe , qe ) is a point of equilibrium if and only if
Ape 0
Aqe 0
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Proof. Assume first that the two conditions hold. Then Ape 0 implies that
T
peT A = AT pe
T
= ( Ape )
T
= ( Ape )
(
)
0T
and hence, since all coordinates of qe are positive, we conclude that pe Aqe 0 . Also,
since all coordinates of pe are positive and since Aqe 0 , it follows that pe Aqe 0 , i.e.
pe Aqe = 0
If q m 1 is given, then all coordinates of q are positive. Since all coordinates of
peT A are also positive, we find that
pe Aq 0 = pe Aqe
Similarly, if p m 1 is given, then
pAqe 0 = pe Aqe
and therefore ( pe , qe ) is a point of equilibrium.
Conversely, if ( pe , qe ) is a point of equilibrium, then
peT Aqe = max pT Aqe : p m 1 = 0
If at least one coordinate of Aqe were strictly positive then there would be a (unit) vector
p m 1 so that pT Aqe > 0 , contradicting the fact that max pT Aqe : p m 1 = 0 .
Hence
Aqe 0
Similarly, we show that
Ape 0
{
}
{
}
Using the last theorem, it is now easy to find all saddle points of “rock, paper, and
scissor”. We have to find all solutions of
0 1 1 r 0 1 0 1 s 0 1 1 0 t 0 r + s+t =1
r, s,t 0
This set of equations leads to
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ts
rt
sr
r + s+t =1
r, s,t 0
The only solution to this set of equations is given by r = s = t =
1
, and therefore the only
3
1 1 1
point of equilibrium obtained from pe = qe = , , .
3 3 3
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