Alle boeken

Professioneel

Apps Over Coach Inloggen Begin met lezen

Quantitative Finance · Begrippenlijst

Wat is Normal-form game, Nash equilibrium, mixed strategy, zero-sum game?

Ook bekend als: normal-form game · mixed strategy · Nash equilibrium · zero-sum game

Definition 29.1 Quantitative Methods · Hoofdstuk 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.

Lees in het hoofdstuk →