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OPPA European Social Fund Prague & EU: We invest in your future.

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Page 1: OPPA European Social Fund Prague & EU: We invest in your ... › w › _media › misc › projects › oppa_oi_english … · Prague & EU: We invest in your future. A4M33MAS - Multiagent

OPPA European Social FundPrague & EU: We invest in your future.

Page 2: OPPA European Social Fund Prague & EU: We invest in your ... › w › _media › misc › projects › oppa_oi_english … · Prague & EU: We invest in your future. A4M33MAS - Multiagent

A4M33MAS - Multiagent SystemsGame Theory: Extensive Form Games

• Michal Pechoucek & Michal Jakob• Department of Computer Science

Czech Technical University in Prague

In parts based on Kevin Leyton-Brown: Foundations of Multiagent Systems an introduction to algorithmic game theory, mechanism design and auctions

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Introduction• The normal form game representation does not incorporate any

notion of sequence, or time, of the actions of the players• The extensive form is an alternative representation that makes the

temporal structure explicit.• Two variants:

– perfect information extensive-form games– imperfect-information extensive-form games

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Definition

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Definition

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Definition

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Definition

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Definition

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Definition

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Definition

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Definition

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Example: Sharing game

Play as a fun game, dividing 100 dollar coins. (Play each partner only once.)

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Pure StrategyOverall, a pure strategy for a player in a perfect-information game is a complete speciffication of which deterministic action to take at every node belonging to that player.

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Pure StrategyOverall, a pure strategy for a player in a perfect-information game is a complete speciffication of which deterministic action to take at every node belonging to that player.

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Example: Sharing game

Play as a fun game, dividing 100 dollar coins. (Play each partner only once.)

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Pure StrategyOverall, a pure strategy for a player in a perfect-information game is a complete speciffication of which deterministic action to take at every node belonging to that player.

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Example: Sharing game

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Example: Sharing game

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Example

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Example

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Nash Equilibrium

• Why?

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Pure Strategy Nash Equilibrium

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Induced normal

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Induced normal

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Induced normal

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Induced normal

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Induced normal

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Induced normal

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Nash Equilibrium?

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Subgame perfect NE?

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Subgame perfect NE?• The subgame of G rooted at h is the restriction of G to the

descendents of H. The set of subgames of G is defined by the subgames of G rooted at each of the nodes in G.

Definition (Subgame perfect Nash Equilibrium):s is a subgame perfect equilibrium of G i for any subgame G’ of G, the restriction of s to G’ is a Nash equilibrium of G’.

Notes:• since G is its own subgame, every SPE is a NE.• this definition rules out non-credible threats

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(A,G) (C,F)(B,H) (C,E)(A,H) (C,F)

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Subgame Perfect Nash Equilibrium

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(A,G) (C,F)(B,H) (C,E)(A,H) (C,F)

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Subgame Perfect Nash Equilibrium

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(A,G) (C,F)(B,H) (C,E)(A,H) (C,F)

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Subgame Perfect Nash Equilibrium

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(A,G) (C,F)(B,H) (C,E)(A,H) (C,F)

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Subgame Perfect Nash Equilibrium

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Computing SPE: Backward Induction• Idea: Identify the equilibria in the bottom-most trees, and adopt these

as one moves up the tree

• The procedure doesn't return an equilibrium strategy, but rather labels each node with a vector of real numbers. This labeling can be seen as an extension of the game's utility function to the non-terminal nodes

• The equilibrium strategies: take the best action at each node

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Computing SPE: Minimax Algorithm• Idea: For zero-sum games, Backward Induction is called the Minimax

algorithm.• It is enough to store one number per nodeand speed things up by

pruning nodes that will never be reached: alpha-beta pruning

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Computing SPE: Minimax Algorithm• It is enough to store one number per nodeand speed things up by

pruning nodes that will never be reached: alpha-beta pruning

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Imperfect Information EF Games

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Cooperate Defect

Cooperatex﹣1, ﹣1 ﹣4, 0

Defectx 0, ﹣4 ﹣3, ﹣3

Imperfect Information EF Games

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Imperfect Information EF GamesCooperate Defect

Cooperatex﹣1, ﹣1 ﹣4, 0

Defectx 0, ﹣4 ﹣3, ﹣3

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Imperfect Information EF GamesCooperate Defect

Cooperatex﹣1, ﹣1 ﹣4, 0

Defectx 0, ﹣4 ﹣3, ﹣3

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Imperfect Information EF Games

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Imperfect Information EF Games

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Imperfect Information EF Games

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h0h

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Imperfect Information EF Games

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h0h

I1,1

I2,1

I1,2

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Imperfect Information EF Games

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Imperfect Information EF Games

• Pure strategy: Cartesian product over action functions for each equivalence class

• Mixed strategy: distribution over vector denoting pure strategies (mixed strategy randomly chooses a deterministic path through the game tree)

• Behavioural strategy: deterministically selected stochastic paths across the game tree.

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Example• mixed strategy: R is sitrictly dominant for player 1, D is best

response to player 2. (R,D) is in Nash.

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Example• mixed strategy: • behavioural strategy: 1 choosing L with probability p each time in

the information set. Utility obtained is than:

maximizing at =

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1 ⇤ p2 + 100 ⇤ p(1� p) + 2 ⇤ (1� p)

�99p2 + 98p+ 2 98

198p

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Perfect recallThere is a broad class of imperfect-information games in which the expressive power of mixed and behavioral strategies coincides. This is the class of games of perfect recall. Intuitively speaking, in these games no player forgets any information he knew about moves made so far; in particular, he remembers precisely all his own moves.

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Perfect recall

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Perfect recall

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OPPA European Social FundPrague & EU: We invest in your future.