Ly Thuyet Tro Choi

Bi Dng Hi - NEU - www.mfe.edu.
vn/buiduonghai 1
L THUYT TR CHI
GAME THEORY
Bi Dng Hi
haiktqd@yahoo.com
www.mfe.edu.vn/buiduonghai
Bi Dng Hi - NEU - www.mfe.edu.vn/buiduonghai 2
Ti liu
[1] Nguyn Khc Minh, Nhp mn L thuyt tr
chi v ng dng trong kinh t kinh doanh, NXB
KHKT, 2002
[2] Robert Gibbons, Game Theory for Applied
Economists, Princeton University Press, 1992.
NI DUNG
Chng 1. Khi nim c bn
Chng 2. Tr chi tnh vi thng tin y
Chng 3. Tr chi tnh vi thng tin khng y
Chng 4. Tr chi ng vi thng tin y
Chng 1
KHI NIM C BN
1.1. Khi nim mn hc
1.2. Lch s L thuyt tr chi
1.3. Cc yu t ca Tr chi
1.4. Tr chi Tnh v ng
1.5. Thng tin ca Tr chi
1.1. Khi nim mn hc
Cc tr chi trong cuc sng
V d: tr chi in K ua nga vi vua T
Tr chi c tnh i khng, c quy tc chi, lin
quan ti li ch mi ngi chi
Tr chi c th l c n c (Zero-sum),
chia nhau li (constant sum), hoc cng c
li (win-win)
Tr chi p dng trong chin tranh, chnh tr,
kinh t, kinh doanh
M t v gii quyt tr chi thng qua cng
c ton hc.
V d
Nan hai ngi t (Prisoners dilemma:1950)
Hai ngi b bt, thm vn ring, khng c
trao i vi nhau.
Nu c hai cng Nhn ti, mi ngi 6 thng t
Nu c hai cng Chi, mi ngi 1 thng t
Nu ngi ny Nhn, ngi kia Chi, th ngi
Nhn c th ngay, ngi Chi 9 thng t
Hnh ng no l tt nht cho mi ngi t, nu
c hai u l tr (rational) ?
1.2. Lc s L thuyt tr chi
c cp n t Tn T (tk 6 TCN)
Cournot (1838) vi bi ton xc nh lng
Bertrand (1883) vi bi ton xc nh gi
Von Neumann v Morgenstern (1944)
John Nash (1950) vi Cn bng Nash
T 1970s m rng, ng dng ch yu trong
kinh t: bo him, ti chnh, kinh t quc t.
T 1980s pht trin cc bi ton hp tc
Gm 4 yu t c bn
(1) Ngi chi hay u th (player)
Ngi chi l tc nhn c th quyt nh v
nhn cc kt qu ca quyt nh.
Ngi chi c th l ngi, cng ty, thm ch l
T nhin
Tp ngi chi N = {1 , , n} n 2
Tp ngi chi c th hu hn hoc v hn
(2) Chin lc (Strategy)
Mi ngi chi c cc k hoch hnh ng kh
thi, gi l chin lc.
Tt c cc chin lc ca ngi chi th i to
thnh Khng gian chin lc, k hiu: S
i
Mt chin lc k hiu l s
i
: s
i
S
i
Tp hp khng gian chin lc: S = S
1
S
n
Vect chin lc (s
1
,, s
n
) ca cc ngi chi
gi l mt danh mc chin lc (strategy profile)
Khi (s
1
,, s
n
) S
(3) Thu hoch (payoff)
Khi ngi chi i chn chin lc s
i
, v nhng
ngi khc chi chin lc ca h, mi ngi
c mt li ch thu c vo cui tr chi, gi l
thu hoch, k hiu u
i
Thu hoch l mt hm: u
i
: S
t s
i
= (s
1
,,s
i1,
,s
i+1
,,s
n
)
Th thu hoch l: u
i
(s
1
,, s
i
,, s
n
) = u
i
(s
i
,s
i
)
Ngi chi l l tr / sng sut (rational) nu h
ch hnh ng vi mc tiu t thu hoch ti a
(4) Lut chi (rule)
Tp hp tt c cc quy tc, cch thc ngi chi
hnh ng, nhng g h c bit.
V d Nan hai ngi t:
Ngi chi: N = {1 , 2}
Chin lc: S
1
= S
2
= {Chi, Nhn}
Thu hoch: s thng t mi ngi nhn c khi h
chn Nhn hoc Chi, tng ng vi ngi kia
Nhn hoc Chi.
Lut chi: c hai chn cng lc.
Tr chi tnh (static game): cc ngi chi la
chn chin lc hnh ng cng lc
Tr chi tnh vi hai ngi chi c th c m
t di dng ma trn hoc dng cy, dng ma
trn ph bin hn
Ngi 2 Nan hai ngi t
Chi Nhn
Chi -1 , -1 - 9 , 0
Nhn 0 , - 9 - 6 , - 6
Ngi 1
Tr chi ng (dynamic game): cc ngi chi
hnh ng c th t, ngi hnh ng sau c
th quan st hoc khng quan st c hnh
ng ca ngi trc.
Tr chi ng thng c m t di dng
m rng, dng cy
Mt cy gm cc nt (node) v cc cung (edge)
Thu hoch vit cui cc cung cui cng
Tr chi dng cy
V d: tr chi ca hai hng A, B trong chin
lc qung co Nhiu hay t
Hng A
Hng B Hng B
Nhiu
Nhiu
t
Nhiu t
t
2
2
5
1
1
5
3
3
1.5. Thng tin
Kin thc chung (common knowledge): nhng
thng tin m tt c mi ngi chi u bit
Thng tin y (complete information): mi
ngi chi u bit v (a) tp hp ngi chi, (b)
khng gian chin lc ca cc i th, (c) hm thu
hoch ca cc i th.
Thng tin khng y (incomplete information):
khi c t nht mt ngi chi khng bit v t nht
mt trong: (a) hoc (b) hoc (c)
1.5. Thng tin
Thng tin hon ho (perfect information) trong
tr chi ng, mi ngi chi sau u s c
bit v hnh ng ca tt c nhng ngi chi
trc .
Thng tin khng hon ho (imperfect
information) trong tr chi ng, t nht mt
ngi chi sau s khng bit v hnh ng ca t
nht mt ngi chi trc .
Chng 2
TR CHI TNH
VI THNG TIN Y
2.1. M t tr chi
2.2. Php kh lp chin lc b tri cht
2.3. Cn bng Nash
2.4. Cn bng Nash trong kinh t
2.5. Chin lc hn hp
2.6. Cn bng Nash chin lc hn hp
2.1. M T TR CHI
Tr chi tnh vi thng tin y , m t di
dng chun (Normal form), gm:
Tp ngi chi: N = {1, , n}
Cc khng gian chin lc: S
1
,, S
n
Cc thu hoch: u
1
(s
1
,,s
n
),, u
n
(s
1
,,s
n
)
K hiu : G = {S
1
,,S
n
; u
1
,,u
n
}
Ngn gn : G = {S ; u}
V d 2.1: Nan hai ngi t
Tp ngi chi: N = {1,2}
Khng gian chin lc: S
1
= S
2
= {Chi, Nhn}
Thu hoch: u
1
(C,C) = -1 ; u
1
(C,N) = -9 ;
u
1
(N,C) = 0 ; u
1
(N,N) = - 6
u
2
(C,C) = -1; u
2
(C,N) = 0; u
3
(N,C) = -9; u
2
(N,N) = -6
n gin hn: dng ma trn (khi ch c 2 ngi)
(2) Ngi
chi
Chi Nhn
Chi - 1 , - 1 - 9 , 0
Nhn 0 , - 9 - 6 , - 6
(1)
2.2. PHP KH LP CC CHIN
LC B TRI CHT
Tr chi dng chun G = {S
1
,,S
n
; u
1
,,u
n
}
Vi ngi chi i, xt hai chin lc s
i
v s
i
Nu hm thu hoch ca i:
u
i
(s
1
s
i-1
,s
i
,s
i+1
s
n
) < u
i
(s
1
s
i-1
,s
i
,s
i+1
s
n
)
vi mi s
j
(j i) th s
i
b tri cht bi s
i
(strictly
dominated)
Khi ngi chi i s khng chn chin lc s
i
Vi cc ngi chi, vic loi b cc chin lc b

tri cht to thnh php kh lp (iterate elimination)
V d 2.1: Nan hai ngi t
Vi Ngi 1: Chi b tri cht bi Nhn, Nhn l
phn ng tt nht. Tng t vi Ngi 2.
(2) Ngi
chi
Chi Nhn
Chi - 1 , - 1 - 9 , 0
Nhn 0 , - 9 - 6 , - 6
(1)
Kt qu ca php kh lp khng phi lc no
cng l p s em li thu hoch ln nht cho tt
c cc ngi chi, nhng l Phn ng tt nht
(best response)
V d 2.2
Tm kt qu ca php kh lp vi tr chi sau:
(2) Ngi
chi
Tri Gia Phi
Ln 1 , 0 1 , 2
0 , 1
0 , 1
Xung 0 , 3 2 , 0
(1)
0 , 1
1 , 2
G
0 , 3 X
1 , 0 L (1)
T
(2) Kh
Phi
1 , 2
G
1 , 0 L (1)
T
(2) Kh
Xung
(Ln, Gia)
V d 2.3
Tr chi sau khng th s dng php kh lp
(2) Ngi chi
Tri Gia
4 , 0
Yn 4 , 0 0 , 4 5 , 3 (1)
3 , 5
Phi
Ln 0 , 4 5 , 3
Xung 3 , 5 6 , 6
Cn phi c li gii di dng khc cho cc tr
chi, l Cn bng Nash.
2.3. CN BNG NASH (NE)
Trong tr chi dng chun G = {S
1
,,S
n
; u
1
,,u
n
},
Vect chin lc (s
1
*
,,s
n
*
) l mt cn bng Nash,
nu vi mi ngi chi i, s
i
*
l phn ng tt nht
trc cc chin lc ca cc ngi chi cn li.
u
i
(s
*
1
s
*
i1
, s
i
*
, s
*
i+1
s
n
*
) u
i
(s
*
1
s
*
i1
, s
i
, s
*
i+1
s
n
*
)
Ngn gn hn: u
i
(s
i
*
, s
*
i
) u
i
(s
i
, s
*
i
)
Hay s
i
*
l nghim ca bi ton:
i i
* * * *
i 1 i-1 i i+1 n
s S
max u (s ...s ,s ,s ...s )

i i
*
i i i
s S
max u (s ,s )
V d 2.1 v 2.2
(2) Ngi
chi
Chi Nhn
Chi - 1 , - 1 - 9 , 0
Nhn 0 , - 9 - 6 , - 6
(1)
Cn bng Nash (NE) l (Nhn, Nhn)
0 , 1
1 , 2
Gia
2 , 0 0 , 3 Xung
0 , 1 1 , 0 Ln (1)
Phi Tri
(2) Ngi
chi
Cn bng Nash l (Ln, Gia)
V d 2.3
Nhng cn bng v cc chin lc nh trn gi
l Chin lc thun ty (pure strategy) v Cn
bng Nash chin lc thun ty.
C th c hn mt cn bng Nash
(2) Ngi
chi
Tri Gia
4 , 0
Yn 4 , 0 0 , 4 5 , 3
(1)
3 , 5
Phi
Ln 0 , 4 5 , 3
Xung 3 , 5 6 , 6
Cn bng Nash (NE) l (Xung, Phi)
V d 2.4: Bi ton xu
(Turning coins): Hai ngi la chn a ra mt
ng xu ca mnh. Nu hai mt khc nhau th
ngi 1 ly c, nu ging nhau th ngi 2 ly c.
(2) Ngi
chi
Nga Sp
Nga - 1 , 1 1 , - 1
Sp 1 , - 1 - 1 , 1
(1)
Khng c cn bng Nash chin lc thun ty
Cch m t khc: Ngi 1 = Cu th, Ngi 2 =
th mn, Nga = Tri, Sp = Phi
V d 2.5: Cuc chin gia hai gii
(Battle of the Sexes): Hai ngi la chn chng
trnh cho bui ti, vi dng ma trn:
Nam (2) Ngi chi
Ca nhc Bng
Ca nhc 2 , 1 0 , 0
Bng 0 , 0 1 , 2
N
(1)
C hai cn bng Nash chin lc thun ty.
Tuy nhin c thm cn bng chin lc hn hp
Nhn xt
Mnh 1: Trong tr chi dng chun n u
th, nu php kh lp loi b tt c, ch cn li
mt vect chin lc (s
1
*
,,s
n
*
) , th vect chin
lc l cn bng Nash duy nht.
Mnh 2: Trong tr chi dng chun n u
th, nu vect chin lc (s
1
*
,,s
n
*
) l mt cn
bng Nash, th n khng b loi bi php kh
lp.
2.4. CN BNG NASH TRONG KINH T
2.4.1. Bi ton Cournot (1838) v lng c quyn
C 2 hng c quyn, sn lng q
1
v q
2
, tng sn
lng trn th trng l Q = q
1
+ q
2
;
Gi cn bng trn th trng l P(Q)
Tng chi ph sn xut ca hng i l C
i
(q
i
).
Dng chun ca bi ton
Tp hp ngi chi: N = {1, 2}
1
= S
2
= [0, ) =
+
Thu hoch: u
1
(q
1
,q
2
) =
1
(q
1
,q
2
) = P(q
1
,q
2
)q
1
C
1
(q
1
)
u
2
(q
1
,q
2
) =
2
(q
1
,q
2
) = P(q
1
,q
2
)q
2
C
2
(q
2
)
Bi ton Cournot (tip)
Vect chin lc (q
1
*
, q
2
*
) l NE nu q
1
*
, q
2
*
l
nghim ca
+
+
1 2 1 1 1
( ) ( )
i
*
q
max P q q q C q
+
+
2
1 2 2 2 2
( ) ( )
*
q
max P q q q C q
Gii bi ton, lng q
1
s ph thuc q
2
v
ngc li.
Trng hp 1: P(Q) = a b(Q)
C
1
(q
1
) = cq
1
; C
2
(q
2
) = cq
2
th cn bng Nash l:

= =
1 2
3
* *
a c
q q
Khi li nhun mi hng bng bao nhiu?
Bi ton Cournot (tip)
Gii theo th
0 q
1
*
(a-c)/2b (a-c)/b
(a-c)/b
(a-c)/2b
q
2
*
q
2
q
1
NE
Trng hp 2
P(Q) = a b(Q)
C
1
(q
1
) = c
1
q
1
;
C
2
(q
2
) = c
2
q
2
Trng hp 3
n hng (i =1n)
Q = q
i
P(Q) = a b(Q),
C
i
(q
i
) = c
i
q
i
2.4.2. Bi ton Bertrand (1883)
Bi ton xc nh gi bn
Hai hng c quyn la chn gi bn p
1
, p
2
Cu th trng vi tng hng: q
i
(p
i
,p
j
)
Chi ph ca tng hng: C
i
(q
i
) = C
i
(q
i
(p
i
,p
j
))
Cn bng Nash (p
1
*
, p
2
*
) l nghim ca
( )
+
+ +
( ) ( )
i
* *
i i j i i i i j
p
max q p p p C q p p
Bi ton Bertrand (tip)
Trng hp:
q
i
(p
i
,p
j
) = a p
i
+ bp
j
C
i
(q
i
) = cq
i
Li nhun
i
= q
i
(p
i
,p
j
)[p
i
c]
Cn bng Nash l
+
= =
1 2
2
* *
a c
p p
b
2.4.3. Phn x theo ngh cui cng
Tr chi xc nh mc lng ngi lao ng w
gia Hng (F) v Cng on (U)
Hng mun w ti thiu, Cng on mun ti a
Hng a mc w
F
, Cng on a w
U
: w
F
< w
U
Trng ti kinh t phi chn mt trong hai lm
quyt nh cui cng, trng ti c mc d tnh l
x v gi thit l w
F
< x < w
U
Nu mc no gn x hn s c chn, nu
khong cch nh nhau th tung ng xu chn
ngu nhin.
Phn x theo ngh cui cng (tip)
Nu x l bin ngu nhin lin tc c hm phn
phi xc sut F(x), hm mt xc sut f(x)
2 2
F U F U
w w w w
Pr x F
+ +

< =

1
2
F U
w w
F
+

( ) 1
2 2
F U F U
F U F U
w w w w
W w ,w w F w F
+ +

= +

Xc sut w
F
c chn:
Xc sut w
U
c chn:
Tin lng k vng
Phn x theo ngh cui cng (tip)
(w
F
*
, w
U
*
) l NE, th chng l nghim ca
Gii:
Trng hp: x ~ N( ;
2
) th
( )
F
*
F U
w
min W w ,w
1
2
* *
U F
* *
F U
w w
w w
f
=

+

( )
U
*
F U
w
max W w ,w
+
2
* *
F U
w w
l trung v ca BNN x; v
= +
2
2
*
U

w
=
2
2
*
F

w
2.4.4. Bi ton s hu cng cng
(Game of commons)
C n nng dn, mi ngi nui s b g
i
(i = 1n)
Tng s b trong lng: G = g
1
+ + g
n
Chi ph cho mi con b l c
ng c hu hn, s b ti a nui c l G
M
Li ch t mi con b nh nhau, bng v(G)
v(G) > 0 vi G < G
M
; v(G) = 0 vi G > G
M
Li ch bin gim dn: v(G) < 0 v v(G) < 0
Bi ton s hu cng cng (tip)
i
= [0,G
M
]
Thu hoch ngi th i l: [v(G) c]g
i
(g
1
*
,,g
n
*
) l NE th chng l nghim ca
+ = ( ) ( ) 0
*
* *
G
v' G v G c
n

1
0
( )
M
i
* *
i n
g G
max v g ,...,g ,...g
Gii iu kin, suy ra:
Nu c lng nui chung s b l G, v s ti a
ha li ch l G
**
, th chng minh c G
*
> G
**
:
NE ti a ha li ch c nhn to ra s lng
ln hn ti u x hi.
2.5. CHIN LC HN HP
V d: Bi ton xu
Khng c cn bng
chin lc thun ty
(2) Ngi
chi
Nga Sp
Nga -1 , 1 1 , -1
Sp 1 , -1 -1 , 1
(1)
Ngi 1 tin Ngi 2 chn Nga vi xc sut l q,
xc sut chn Sp l (1 q), hay phn phi xc
sut (Nga, Sp) l (q ; 1 q), y l mt chin
lc hn hp.
Ngi 1 khng chc chn chin lc no em li
kt qu tt hn, do nh gi kh nng (tin rng
believe) Ngi 2 s i kiu g t la chn
Chin lc hn hp (mixed strategy)
Tr chi dng chun G = {S
1
,,S
n
; u
1
,,u
n
}
Ngi chi i, khng gian chin lc gm K
i
chin lc thun ty S
i
= (s
i1
,,s
iK
i
)
Chin lc hn hp ca ngi chi i l mt
phn phi xc sut ca cc chin lc thun ty
p
i
= (p
i1
,,p
iK
i
)
0 p
ik
1 v
k
p
ik
= 1 vi k = 1 K
i
Chin lc hn hp b tri hay khng da trn
k vng ca thu hoch tng ng.
Tnh tri ca chin lc hn hp
K vng thu hoch khi chi L l 3q ; khi chi Y l
3(1 q), khi chi X l 1.
Nu q > th L tri hn Y v X
Nu q < th Y tri hn L v X
Nu q = th L v Y bng quan, nhng tri hn X
X b tri cht trong chin lc hn hp
(2) Ngi
chi
T P
0 , ?
Y 0 , ? 3 , ?
(1)
1 , ?
L 3 , ?
X 1 , ?
V d 2.6: Dng ma trn:
Vi (1), khng chin lc
thun ty no b tri
Ngi 2 c Chin lc
hn hp tng ng vi
(T,P) l (q, 1 q)
2.6. CN BNG NASH CHIN
LC HN HP
VD 2.4: Bi ton xu
Chin lc hn hp
ca (2) vi (Nga,Sp)
l (q, 1 q)
(2) Ngi
chi
Nga Sp
Nga -1 , 1 1 , -1
Sp 1 , -1 -1 , 1
(1)
Khi chi Sp l: (1)(q) + (1)(1 q) = 2q 1
Vi Ngi 1, thu hoch k vng
Khi chi Nga l: (-1)(q) + (1)(1 q) = 1 2q
q < th Nga chin lc thun ty tt nht
q > th Sp l chin lc thun ty tt nht
q = th bng quan
Bi ton xu (tip)
Chin lc hn hp:
ca (2) vi (N,S) l (q,1 q)
ca (1) vi (N,S) l (r,1 r)
Thu hoch k vng ca
Ngi 1 l:
(r)(q)(-1) + (r)(1q)(1) + (1r)(q)(1) + (1r)(1q)(-1)
= (2q 1)(1 2r)
(2)
Hn hp
N (q) S (1- q)
N (r) -1 , 1 1 , -1
S (1- r) 1 , -1 -1 , 1
(1)
Nu q < th r = 1 l phn ng tt nht (Nga)
Nu q > th r = 0 l phn ng tt nht (Sp)
Nu q = th bng quan
Tp hp cc r l phn ng tt nht k hiu r*(q)
Bi ton xu (tip)
r
*
(q) l tng ng tt nht (best correspondence)
ca Ngi 1 vi chin lc hn hp ca Ngi 2.
Tng t q
*
(r) l tng ng tt nht ca Ngi 2
vi chin lc hn hp ca Ngi 1
Giao ca r
*
(q) v q
*
(r) cho cn bng Nash
S N
N
S
r
S N
N
S
N (2) q
*
(r)
r
N
S
N (1)
r
*
(q)
q q
S N
Tr chi hai ngi tng qut
Hai ngi chi, N = {1 , 2}
Ngi 1: S
1
= (s
11
,,s
1J
) : c J chin lc thun
Ngi 2: S
1
= (s
21
,,s
2K
) : c K chin lc thun
Thu hoch: u
i
(s
1j
,s
2k
) ; i = 1,2 , j = 1J , k = 1K
Chin lc hn hp Ngi 1: p
1
= (p
11
,,p
1J
)
Chin lc hn hp Ngi 2: p
2
= (p
21
,,p
2K
)
Thu hoch k vng hai ngi l
1 1 2 1 2 1 1 2
1 1
( ) ( )
J K
j k
j k
v p , p p p u p , p
= =
=
2 1 2 1 2 2 1 2
1 1
( ) ( )
K J
j k
k j
v p , p p p u p , p
= =
=

Cn bng Nash tng qut
(p
1
*
, p
2
*
) = (p
11
*
,,p
1J
*
; p
21
*
,,p
2K
*
) l cn bng
Nash chin lc hn hp nu chng l nghim
ca hai bi ton:
1 11 1J
1 1 2 1 2 1 1 2
1 1
( ) hay ( )
J K
* * *
j k
p p ,...,p
j k
max v p , p max p p u p , p
= =
2 21 2K
2 1 2 1 2 2 1 2
1 1
( ) hay ( )
K J
* * *
j k
p p ,...,p
k j
maxv p , p max p p u p , p
= =
1 2 1 2
1 1
0 , 1 ; 1
J K
j k j k
j k
p p p p
= =
= =

Tng t, m rng cho n ngi chi, vi cn
bng Nash l (p
1
*
,, p
n
*
)
V d 2.5: Cuc chin gia hai gii
C hai NE chin lc thun
ty l (C,C) v (B,B)
Chin lc hn hp ca N
chn (C,B) l (r,1 r), ca
Nam chn (C,B) l (q, 1 q).
Thu hoch k vng ti a khi
r
*
= 2/3 ; q
*
= 1/3
NE chin lc hn hp:
Nam (2) Ngi
chi
C B
C 2 , 1 0 , 0
B 0 , 0 1 , 2
N
(1)
B 1/3 C
C
2/3
B
r
r
*
(q)
q
*
(r)
NE
NE
NE
2 1 1 2
( );( , )
3 3 3 3
,

Tng ng tt nht: r
*
(q),q
*
(r)
q
V d 2.6: S tn ti cn bng Nash
Bi ton 2 ngi chi, mi
ngi 2 chin lc thun ty
Chin lc hn hp:
ca (1) vi (L,X) l (r, 1 r),
ca (2) vi (T,P) l (q, 1 q)
(2) Thun
ty
T P
L x , ? y , ?
X z , ? w , ?
(1)
Xt 4 trng hp
(i) x > z v y > w
(ii) x < z v y < w
(iii) x > z v y < w
(iv) x < z v y > w
w , ? z , ? X (1 r)
y , ? x , ? L (r) (1)
P (1 q) T (q)
(2)
Hn hp
V d 2.6: (tip)
(i): x > z v y > w
L l phn ng tt nht q
(ii): x < z v y < w
X l phn ng tt nht q
(2)
(1)
T
(q)
P
(1-q)
L (r)
X (1- r)
x , ? y , ?
z , ? w , ?
(iii): x > z v y < w : xt mc:
(iv): x > z v y < w : q < q th L l tt nht; q > q
th X l tt nht; q = q th bng quan
'
( ) ( )
w y
q
x z w y
=
+
Vi q > q th L l tt nht; q < q th X l tt nht;
q = q th bng quan
V d 2.6: (tip)
Trng hp w = y th q = 0; x = z th q = 1
T P
L
X
r
*
(q)
r
q
r
*
(q)
r
q
(iv) (i)
(ii)
(iii)
q
q
(x = z)
(y = w)
V d 2.6: (tip)
Tng t vi q
*
(r), kt hp s c cc trng hp:
(1) Mt NE
thun ty
(2) Mt NE
hn hp
(3) Hai NE
thun, mt
NE hn hp
(4) Mt NE
thun, mt tp
NE hn hp
(5) Hai NE
thun, mt tp
NE hn hp
nh l Nash (1950)
Trong tr chi dng chun vi n ngi chi
G = {S
1
,,S
n
; u
1
,,u
n
}, nu n v S
i
hu hn
vi mi i th tn ti t nht mt cn bng
Nash, c th l chin lc thun ty hoc
chin lc hn hp.
Chng minh s dng nh l im bt ng.
Nu thm cc rng buc khc na vo bi ton
(nh gii hn kh nng sn xut ca bi ton
c quyn) c th khng c cn bng Nash.
Chng 3
TR CHI TNH
VI THNG TIN KHNG Y
3.1. Thng tin khng y
3.2. Dng chun ca tr chi
3.3. Cn bng Nash Bayes
3.4. Mt s bi ton
3.1. THNG TIN KHNG Y
Trong tr chi tnh, nu t nht mt ngi chi
khng bit v t nht mt trong cc thng tin sau
th gi l tr chi tnh vi thng tin khng y :
(a) Tp hp cc ngi chi
(b) Cc chin lc ca cc ngi chi khc
(c) Hm thu hoch ca cc ngi chi khc.
Trong kha hc, xt bi ton mt ngi chi
khng bit v thng tin (b), qua vic khng bit
chc chn i th thuc kiu no.
Gi l tr chi Bayes tnh (Static Bayes game)
Bi ton Cournot vi thng tin
khng i xng
Hai hng c quyn 1 v 2, sn lng q
1
, q
2
Hm cu ngc P(Q) = a Q ; Q = q
1
+ q
2
Chi ph hng 1 l C
1
(q
1
) = c
1
q
1
l thng tin chung
Chi ph hng 2 l thng tin khng y vi hng 1
C
2
(q
2
) = c
2H
q
2
vi xc sut
C
2
(q
2
) = c
2L
q
2
vi xc sut (1 ) : c
2H
> c
2L
Hng 2 c li th hn hng 1, bi ton thng tin
khng i xng (khng y ).
Bi ton Cournot vi thng tin
khng i xng
1 2 2
1
2 (1 )
3
*
H L
a c c c
q
+ +
=
Nghim hng 1
Nghim hng 2
2 1 2 2
2 2
2 ( )
( )
3 6
*
H H L
L
a c c c c
q c
+
=
2 1 2 2
2 2
2 (1 )( )
( )
3 6
*
H H L
H
a c c c c
q c
+
= +
So snh vi khi C
2
(q
2
) = c
2
q
2
l thng tin chung
2 1
2
2
3
*
a c c
q
+
=
1 2
1
2
3
*
a c c
q
+
=
3.2. DNG CHUN CA TR
CHI BAYES TNH
Bi ton tnh, mi ngi chi ch chn mt ln, do
xt khng gian hnh ng A
i
.
Hnh ng ca ngi chi th i: a
i
A
i
Thng tin v Ngi chi i l khng y , i c
cc kiu c th c l t
i
; t
i
T
i
T
i
l khng gian kiu (types space) ca ngi i
Khng gian kiu c th l ri rc hoc lin tc
Hm thu hoch: u
i
(a
1
,,a
n
; t
1
,,t
n
) ph thuc
vo kiu ca cc ngi chi
Dng chun ca tr chi Bayes
Ngi chi i bit kiu t
i
T
i
ca mnh, nhng
ngi chi khc khng bit. Kiu ca ngi
khc k hiu l t
i
, th i khng bit, ch bit khng
gian kiu ca h l T
i
.
Ngi i tnh xc sut v kiu ca ngi khc,
khi bit kiu ca mnh theo cng thc Bayes
( ) ( )
( )
( ) ( )
i i
i i i i i i
i i i
i i i i i
t T
p t ,t p t ,t
p t | t
p t p t ,t

= =

Dng chun ca tr chi Bayes
Tr chi Bayes tnh gm
Tp ngi chi: N = {1,,n}
Cc khng gian hnh ng: A
1
,,A
n
Cc khng gian kiu: T
1
,, T
n
Cc xc sut: p
1
,,p
n
Cc hm thu hoch: u
1
,,u
n
K hiu: G = {A
1
,,A
n
; T
1
,,T
n
; p
1
,,p
n
; u
1
,,u
n
}
Hay ngn gn l G = {A,T,p,u}
3.3. CN BNG NASH BAYES
Chin lc trong tr chi Bayes tnh:
Trong tr chi Bayes tnh, chin lc ca ngi
i khng n thun l hnh ng a
i
, m l cc
hnh ng tng ng vi cc kiu t
i
ca ngi
chi t
i
T
i
Do chin lc l s
i
= {s
i
(t
i
), t
i
T
i
}
Cn bng Nash Bayes
Tr chi Bayes tnh G = {A ; T ; p ; u}
Vect chin lc (s
1
*
,,s
n
*
) l cn bng Nash
Bayes nu vi mi ngi chi i v kiu t
i
, t
i
T
i
s
i
*
(t
i
) l nghim ca:
( )
* *
1 1 1 1 1 1
( ),..., ( ), ( ),..., ( ); ( )
i i
i i
* *
i i i i i i n n i i i i
a A
t T
max u s t s t a ,s t s t t p t | t

+ +
( )
*
( ), ; ( )
i i
i i
i i i i i i i i
a A
t T
max u s t a t p t | t

Hay ngn gn hn:

3.4. MT S BI TON
Tr chi Trn chin hai gii
Tr chi trong v d 2.5, nhng hm thu hoch
ca N v Nam c thay i
Nam (M) (2)
(1)
C B
C 2 + t
F
, 1 0 , 0
B 0 , 0 1 , 2 + t
M
N
(F)
Ch N bit t
F
, ch Nam bit t
M
, c lp nhau
Gi s t
F
, t
M
phn phi u trn [0,x], x kh nh
Khng gian kiu: T
F
= T
M
= [0,x]
Xc sut: p
F
(t
F
) = p
M
(t
M
) = 1 / x
Tr chi trn chin hai gii (tip)
Hai gi tr ti hn f v m:
Nu t
F
> f th N chn C; nu t
F
< f th N chn
B, nu t
F
= f th bng quan
Xc sut N chn C = (x f)/x
Nu t
M
> mth Nam chn B; nu t
M
< m th Nam
chn C, nu t
M
= m th bng quan.
Xc sut Nam chn B = (x m)/x
Ti a ha k vng thu hoch th:
3 4 9
1
2
x f x m x
x x
+ +
= =
Xc sut trn 2/3 khi x 0
Bi ton u gi kn
2 ngi u gi kn mt mn hng, ai tr cao hn
thng cuc, ngi kia khng c g khng mt
g. Nu tr gi bng nhau th tung ng xu.
Ngi i nh gi mn hng l v
i
, v tr gi l b
i
n gin, gi thit: 0 b
i
v
i
1
v
i
phn phi u trn [0,1]
Khng gian hnh ng: A
1
= A
2
= [0,1] l mc tr
Khng gian kiu: T
1
= T
2
= [0,1] l mc nh gi
G = {A
1
,A
2
; T
1
,T
2
; p
1
,p
2
; u
1
,u
2
}
Bi ton u gi kn (tip)
Hm thu hoch ca ngi i
1 2 1 2
khi
khi
2
0 khi
i i i j
i i
i i j
i j
v b b b
v b
u ( b ,b ,v ,v ) b b
b b
>
= =
<
(b
1
(v
1
);b
2
(v
2
)) l NE nu n l nghim ca
( ) ( )
1
( )Pr ( ) + ( )Pr ( )
2 i
i i i j j i i i j j
b
max v b b b v v b b b v > =
Chin lc ca ngi i l hnh ng tr gi b
i

tng ng vi kiu v
i
: b
i
(v
i
)
Bi ton u gi (tip)
Gii bi ton, c nghim NE l
1
( )
2
*
i i i
b v v =
Trng hp c n ngi chi, th nghim NE l
1
( )
*
i i i
n
b v v
n
=
Chng 4
TR CHI NG
VI THNG TIN Y
4.1. M t tr chi
4.2. Tr chi vi thng tin hon ho
4.3. Tr chi hai giai on
4.4. Tr chi lp hai giai on
4.5. Tr chi lp v hn
4.6. Tr chi ng vi thng tin khng hon ho
4.1. M T TR CHI
Tr chi ng vi thng tin y (Dynamic
game with complete information) khi cc ngi
chi i ln lt, cc ngi chi bit thng tin v
tp ngi chi, khng gian hnh ng, hm thu
hoch ca nhng ngi khc.
Thng tin hon ho: khi mi ngi chi bit r
hnh ng ca tt c nhng ngi chi trc
Thng tin khng hon ho: c ngi chi khng
bit hnh ng ca t nht mt ngi chi trc
(ch bit khng gian hnh ng)
Tr chi dng m rng
M t tr chi ng di dng m rng
(extensive form) v dng cy.
Dng m rng lit k: (1) tp ngi chi, (2)
khng gian hnh ng mi ngi chi trong mi
bc, (3) quy lut chuyn ngi chi, (4) hm
thu hoch ti sau bc cui cng
Dng cy (tree form): Mi ngi chi mt nt,
mi cung tng ng mt hnh ng, thu hoch
nm mi cung khng c nt cui.
Nu thng tin khng hon ho th dng nt gch
t ni cc nt
Tr chi dng cy
V d 4.1
Gia nhp th trng ?
V d 4.2
Thng tin hon ho
(1)
Pepsi
(2)
2,0
(1)
L P
P L
P
L
1,1
3,0
2,2
Coca
0,4
Khng vo Vo th trng
nh
K
2,2
-2,0
Tr chi dng cy
V d 4.3 V d 4.4
Thng tin khng hon ho Thng tin hon ho
(1) (1)
(2)
L P
P
L
3,1
0,0
P
L
(2)
1,2 2,1
(2)
L P
P
L
3,1
0,0
P
L
1,2 2,1
(2)
4.2. THNG TIN HON HO
S dng quy np ngc (backward induction)
V d 4.2:
bc cui (1) s chn L
(2) bit (1) s chn L bc cui, nn s chn
L ti bc trc
(1) bit nu c i th (2) s chn L, do (1)
s chn L ti bc u tin.
V d 4.3, (L,P) l cn bng
Cn bng Tr chi con
Tr chi xt t mt nt khng phi l nt bt
u c gi l Tr chi con (subgame)
Vi mi tr chi con, c cch la chn tt nht
ca cc ngi chi, to thnh kt cc phn ng
tt nht (best response outcome)
Thng tin y th cc ngi chi quan st
c cc kt cc
Bi ton Stackelberg (1934)
Hai hng c quyn, Hng 1 l ngi ch ng
hnh ng trc, Hng 2 l k ph thuc hnh
ng sau.
Hng 1 chn q
1
Hng quan st hnh ng Hng 1 ri chn q
2
Cu th trng P(Q) = a Q , Q = q
1
+ q
2
Hm chi ph: C
i
(q
i
) = cq
i
Hm thu hoch:
i
(q
i
,q
j
) = (a q
i
q
j
c)q
i
Bi ton Stackelberg (tip)
Hng 2 hnh ng sau, nn vi mi lng q
1
ca hng 1 trc , s chn q
2
l nghim
2
1 2 2
0
(a )
q
max q q c q

Nghim ca hng 2 l hm phn ng tt nht
vi q
1
: R
2
(q
1
) = (a q
1
c)/2
Hng 1 l ngi ch ng, nn bit Hng 2 s
chn lng R
2
(q
1
), do chn q
1
l nghim:
1
1 2 1 1
0
(a ( ) )
q
max q R q c q

1
1
1
0

2
q
a q c
max q

Bi ton Stackelberg (tip)
Nghim l:
1 2 2 1
( )
2 4
* * *
a c a c
q q R q

= = =
So vi nghim bi ton Cournot khi tr chi tnh
(chn cng mt lc)
1 2
3
** **
a c
q q

= =
So snh li nhun mi hng trong bi ton
Stackelberg v bi ton Cournot?
Bi ton Tin lng v Tuyn dng
(Wages and Employment in Unionized Firm - 1946)
Ngi chi: Hng v Cng on
Cng on c quyn t mc tin lng w
Hng c quyn t mc tuyn dng L
Thu hoch ca Cng on l U(w,L) U
w
,U
L
> 0
Doanh thu hng theo L l R(L): hm tng v lm
Thu hoch ca hng: (w,L) = R(L) wL
Cng on yu cu tin lng w trc
Hng quan st w v t mc tuyn dng L
Bi ton phn chia lin tip (1982)
(Sequential Bargaining) Hai ngi phn chia 1$
Giai on 1: Ngi 1 chia cho mnh s
1
, cho
Ngi 2 l (1 s
1
). Nu Ngi 2 ng th kt
thc, nu khng th chuyn bc 2.
Giai on 2: Ngi 2 chia cho Ngi 1 lng l
s
2
, ly (1 s
2
). Nu Ngi 1 ng th kt thc,
nu khng th chuyn bc 3.
Giai on 3: c hai phi chp nhn lng phn
chia l (s, 1 s) ngoi sinh
C hai u khng kin nhn, h s gim gi tr l
sau mi bc.
4.3. TR CHI HAI GIAI ON
Giai on 1: Ngi chi 1 v 2 cng lc chn
hnh ng a
1
v a
2
trong tp kh thi A
1
, A
2
Giai on 2: Ngi chi 3 v 4 quan st kt cc
t giai on 1, ri cng lc chn hnh ng a
3
,
a
4
trong tp kh thi A
3
, A
4
Thu hoch ca mi ngi i l u
i
(a
1
,a
2
,a
3
,a
4
)
C th t ngi chi hn
Gi s mi giai on u c mt NE duy nht
Tr chi trong mi bc gi l Tr chi giai
on (stage game)
Tr chi gi ngn hng
Hai nh u t gi ngn hng mi ngi mt
khon D. Ngn hng tin vo d n di hn.
Nu phi rt tin v trc khi d n kt thc, s
tin ly v l 2r, vi D > r > D/2.
Nu tin rt v sau khi d n kt thc, s tin
thu c l 2R, vi R > D
C 3 thi im rt tin: Ngy 1 l trc khi kt
thc d n, Ngy 2 l ngay sau kt thc d n,
v sau
Tr chi gi ngn hng
Giai on 1: Nu c hai nh u t rt vo ngy
1 th mi ngi nhn r; Nu mt ngi rt th
nhn li khon D, d n khng hon thnh,
ngi kia nhn 2r D; Nu c hai u khng rt
vo ngy 1 th chuyn sang giai on 2.
Giai on 2: Nu c hai rt vo ngy 2 th mi
ngi nhn R; Nu mt ngi rt th nhn 2R
D, ngi kia nhn D; Nu c hai rt sau ngy 2
th mi ngi nhn R.
Thu quan v Cnh tranh quc t
Hai quc gia 1, 2; mi chnh ph chn thu sut;
mi quc gia c mt hng sn xut cho tiu th
trong nc v xut khu;
Ngi dn mi nc tiu dng hng do hng
trong nc sn xut v hng nhp khu, vi
hm cu ngc P
i
(Q
i
) = a Q
i
vi Q
i
l tng
lng trn th trng
Hng i quc gia i sn xut h
i
cho th trng
trong nc, v e
i
cho xut khu.
Q
i
= h
i
+ e
j
Thu quan v Cnh tranh quc t
Tng chi ph hng i: C
i
(h
i
,e
i
) = c(h
i
+ e
i
)
Thu sut m quc gia i nh l t
i
Giai on u: Hai chnh ph chn cng lc
thu sut t
1
, t
2
Giai on hai: Hai hng quan st thu sut v
cng lc chn sn lng sn xut cho trong
nc v xut khu.
Thu hoch ca mi quc gia l li nhun ca
hng () v phc li x hi (W), vi Wgm
thng d tiu dng v khon thu thu
4.4. TR CHI LP HAI GIAI ON
L tr chi hai giai on nhng ngi chi vn
l 1 v 2 trong giai on hai.
Khi nim Chin lc y khng ging trong
tr chi tnh: khng ch l cc hnh ng, m
cn l quy trnh la chn hnh ng ca ngi i:
chn a
i1
giai on u; nu kt cc giai on
u l (b
11
) th chn a
i21
giai on hai, nu l
(b
12
) th chn a
i22
,,
4.5. TR CHI LP V HN
Mt tr chi lp vi s giai on l v hn
Tr chi ti mi giai on l mt tr chi tnh thng
tin y G = {A
1
,,A
n
; u
1
,,u
n
} ging nhau
Yu t chit khu l sau mi giai on, ging
nhau gia cc ngi chi. Chit khu c th tnh
theo lm pht = 1 / (1+ t l lm pht)
Thu hoch tnh bng gi tr hin ti ca tng cc
thu hoch ca tng giai on
Cc kt cc ca (t 1) tr chi trc l quan st
c trc khi n giai on t
4.5. TR CHI LP V HN
Thm ch nu tr chi giai on c NE duy nht,
c th cc kt cc trong tng giai on khng
phi l NE.
Nu ngi chi i bt u vi vic hp tc, v tip
tc hp tc trong tng tr chi giai on khi v
ch khi c hai cng hp tc trong tt c cc giai
on trc.
Chin lc loi ny gi l chin lc bp c
(triggler strategy): mi ngi s hp tc cho n
khi c ngi ngng hp tc, v t s khng
c hp tc no na.
Gi tha thun
VD 4.3: Dng nan
hai ngi t. Nu
ch c mt ln th cn
bng l (Thp, Thp)
(2) Hng / gi
bn
Cao Thp
Cao 50 , 50 10 , 70
Thp 70 , 10 40 , 40
(1)
Nu lp v hn, s sn sng tha thun cng gi
gi cao. Ngi ph v tha thun bc th t s
tng thu hoch (70 50) nhng mt (50 40)
tt c cc bc sau
S gi tha thun khi 20 < 10( +
2
+
3
+ )
4.6. TR CHI VI THNG TIN
KHNG HON HO
(Tham kho)
Ngi chi bc sau khng bit kt cc ca
bc trc .
Khi nim Tp thng tin (information set)
NE hon ho tr chi con
S dng quy np ngc
THE END

Ly Thuyet Tro Choi

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