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Quantitative Finance · Glossaire

Qu'est-ce que « Normal-form game, Nash equilibrium, mixed strategy, zero-sum game » ?

Aussi appelé : normal-form game · mixed strategy · Nash equilibrium · zero-sum game

Definition 29.1 Quantitative Methods · Chapitre 29 — Games, Auctions and Information

A normal-form game is a set of players, a set of strategies for each and a payoff to each player for every profile of strategies. A mixed strategy is a probability distribution over a player’s strategies. A Nash equilibrium is a profile of (mixed) strategies in which no player gains by deviating alone. A zero-sum game is a two-player game whose payoffs sum to zero; with a payoff matrix AA for the row player, mixed strategies xx and yy give her x⊤Ayx^\top Ay.

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