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单词 Fundamental Theorem of Game Theory
释义
Fundamental Theorem of Game Theory

Mathematics
  • Due to Von Neumann, the theorem states:

    in a matrix game, with E(x,y) denoting the expectation, where x and y are mixed strategies for the two players, then

    maxxminyE(x,y)=minymaxxE(x,y).

    By using a maximin strategy (see conservative strategy), one player, R, ensures that the expectation is at least as large as the left‐hand side of the equation. Similarly, by using a minimax strategy, the other player, C, ensures that the expectation is less than or equal to the right‐hand side. Such strategies may be called optimal strategies for R and C. Since, by the theorem, the two sides of the equation are equal, then if R and C use optimal strategies the expectation is equal to the common value, which is called the value of the game.

    For example, consider the game given by the matrix

    [4234].

    if x*=(13,23), it can be shown that E(x*,y)≥10/3 for all y. Also, if y*=(23,13), then E(x, y*)≤10/3 for all x. It follows that the value of the game is 10/3, and x* and y* are optimal strategies for the two players.


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