1

Web site:

(1) (), Martin J.

Osborne, o, 2010.
(2) , , Gutenberg,
2007.

http://macedonia.uom.gr/~yrefanid/Courses/GameTheory/

(1) Strategies and Games, Theory and Practice. Prajit K. Dutta.

HB144.D88, 1999.
.

.
2

,
.

.
.
;
""
;

;

;

(group):
(decision makers).
(player).
(Interaction): ""
.
(strategic):
.
(rationality):
.

: (1/6)

.
1
1<1
( ).
, 1 1,
.
,
Ai
Bi<Ai.

: (2/6)

,
Ai+Bi
, .
:
Bi i,

;

: (3/6)

.
.

, .
,
( )
.

: (4/6)

,
10.000 7.500.

5.001 ,
,
, .
, ,
2.500 (
).
,


2.500, .

: (5/6)

(...)

,
.

: (6/6)

.
,
,
,
().

10

 (1/2)

:
project.

,
().

( ).


.

11

(2/2)

:
.

, ,

,
.
,
,
.

12

 (1/3)

.


().

,
,
.

.

13

(2/3)

.
,
(..
).

.

14

 (3/3)

, ,

,

.

,

.


,
.

15

(1/2)

,
.
.
, :
.

.

16

 (2/2)

.
.
.
OPEC.

17

,

.

10 .

18


19

(1/5)

1838: Augustin Cournot

(
Cournot).
1881: Francis Edgeworth

.
1913: Ernest Zermelo

20

10

 (2/5)

1928: John von Neumann

, ,
.
1944: John von Neumann Oskar Morgenstern
"Theory of Games & Economic
Behavior", :

(utility
theory)

.
,
(cooperative games).

21

(3/5)

1950: John Nash ,

.

Nash (Nash equilibrium)

Nash
- .
Nash
Cournot.
Nobel 1994.

Nash
.

22

11

 (4/5)

1965, 1975: Reinhard Selten Nash

,
.
1967-1968: John Harsanyi Nash
-
.
Selten Harsanyi , John Nash,
Nobel 1994.

23

(5/5)

,
.

http://cepa.newschool.edu/het/schools/game.htm

24

12

 Nim
Marienbad
25

, ,
( ).
"",
.
Nim,
.
Marienbad,
.

, .

26

13

 Nim

(
).

, ""
.
, ,
:

, .

, !

27

""

Nim :

,
.
(3,2,p), (3,1,p)
(1,2,p), p>3, .

Marienbad :

(1,1), .
(n,n), n>1,
.
(m,n), mn,
.

28

14


29

(1/2)

2 , ,
.
: ,
( ).
:

.
,
.

30

15

 (2/2)

1: >>
2: >>
3: >>

,
.

31

(1/2)

1: >>
2: >>
3: >>

3,
.

, .

2,
,
!

32

16

 (2/2)

1: >>
2: >>
3: >>

,
.
,
.
,
.

( )
.

33

"" ,

.

( )
/ ,
.

34

17

Prisoners' Dilemma

35

(1/2)

, ,
.

.
:

.
.
.
.

36

18

 (2/2)

5, 5

0, 15

15, 0

1, 1

37

,
.
, .. ,
.

, ,
!!
.

38

19

, ..
.

.

/

.

39

40

20

(normal strategic)
(
).

"" (strategies) .

( )
.

41

.
i.
i si.

i, si*, si', si# .

i s-i.
(payoff function) i
ui.

.. ui(s1, s2, ..., sN) ui(si, s-i)

42

21

.

, .. ,

.

5,5

0,15

10,10

15,0

15,0

1,1

0,15

14,14
43

(1/3)

,
.

, , ,
, .
6

.

, ,
.

44

22


(2/3)

2,2,2

3,6,3

3,3,6

6,3,3

6,3,3

3,3,6

3,6,3

2,2,2

45

(3/3)

,

, :

=2,2,2
=6,3,3
=3,6,3
=3,3,6
=3,3,6
=3,6,3
=6,3,3
=2,2,2

46

23


47

si* (dominates)
si#, :

s-i: ui(si*, s-i)>ui(si#,s-i)

, si*
si#,
si*
si#.
si#

(dominated strategy).

48

24

si* i
(dominant strategy), :

, si*
,


i.

sisi*, s-i: ui(si*, s-i)>ui(si,s-i)

,
i .

49

(1/2)

10,10

15,0

0,15

14,14

(
) :

u(O,O)>u(,)
u(O,O)>u(,)
50

25

 (2/2)

,
.
,
.

.

,
.

51

3,1

0,0

0,0

1,3

52

26

si* (weakly
dominates) si#, :

s-i: ui(si*, s-i)ui(si#,s-i)

s-i': ui(si*, s-i ')>ui(si#,s-i ')

, si*
si#,
si*
si#,

s-i', si*
si#.
si#

(weakly dominated strategy).
53

si* i
(weakly dominant strategy),
:

sisi*, s-i, : ui(si*, s-i)ui(si,s-i)

sisi*, s-i', ui(si*, s-i ')>ui(si,s-i ')

, si*
,
i si*


.

,
i .

54

27

Left

Right

Top

7, 3

5, 3

Bottom

7, 0

3, -1

: Top Bottom.
: Left Right.

55

: (1/5)

, ,

.
,
.

,
.

0, 1,
2, 3 4 .

56

28

: (2/5)

x y
.

:

sqrt(x+y)-x
sqrt(x+y)-y

:
y

0.0, 0.0

1.0, 0.0

1.4, -0.6

1.7, -1.3

2.0, -2.0

x
0
1

0.0, 1.0

0.4, 0.4

0.7, -0.3

1.0, -1.0

1.2, -1.8

-0.6, 1.4

-0.3, 0.7

0.0, 0.0

0.2, -0.8

0.4, -1.5

-1.3, 1.7

-1.0, 1.0

-0.8, 0.2

-0.5, -0.5

-0.3, -1.3
57

-2.0, 2.0

-1.8, 1.2

-1.5, 0.4

-1.3, -0.3

-1.2, -1.2

: (3/5)

(
), 0
1
.
0
.

( ).

58

29

: (4/5)

2*sqrt(x+y)-x
2*sqrt(x+y)-y

0.0, 0.0

2.0, 1.0

2.8, 0.8

3.5, 0.5

4.0, 0.0

1.0, 2.0

1.8, 1.8

2.5, 1.5

3.0, 1.0

3.5, 0.5

0.8, 2.8

1.5, 2.5

2.0, 2.0

2.5, 1.5

2.9, 0.9

0.5, 3.5

1.0, 3.0

1.5, 2.5

1.9, 1.9

2.3, 1.359

0.0, 4.0

0.5, 3.5

0.9, 2.9

1.3, 2.3

1.7, 1.7

: (5/5)

60

30


61

,
.
:

,
.
-
.
- .

62

31

,
.


,
.

Iterated Elimination of Dominated Strategies, IEDS.

63

:
(1/3)

(duopoly) ,
.

.

.
, .

64

32

:
(2/3)

6,6

0,10

0,8

10,0

5,5

0,8

8,0

8,0

4,4

""
"" , .

65

:
(3/3)

5,5

0,8

8,0

4,4

, ""
"" ( !)
.

4,4
66

33

:
(1/4)

.
:

1: >>
2: >>
3: >>

.
.

, .
8 .

67

:
(2/4)

""
.
, 1:

, .
, .

8x8
.

, 2:

1: >>
2: >>
3: >>

, .
, .

, 3:

, .
, .
68

34

:
(3/4)

1: >>
2: >>
3: >>

, , :

2
1

1,0,0

1,0,0

1,0,0

0,-1,1

1,0,0

0,-1,1

0,-1,1

0,-1,1

3:

3:

69

:
(4/4)

1, .
2, .
3, .

1: >>
2: >>
3: >>

(, , )

33.

70

35

 (1/3)

.


.

.

.

71

(2/3)

,
"" .

- !

Left

Center

Right

Top

4,5

1,6

5,6

Middle

3,5

2,5

5,4

Bottom

2,5

2,0

7,0

72

36

 (3/3)

(Middle, Center).
5,

Left.
0 !

Left

Center

Right

Top

4,5

1,6

5,6

Middle

3,5

2,5

5,4

Bottom

2,5

2,0

7,0

73

(1/3)

, .
:

Left

Right

Top

0,0

0,1

Bottom

1,0

0,0

,
(Bottom, Right).

74

37

 (2/3)

, :

Top,
!

Left

Right

Top

0,0

0,1

Bottom

1,0

0,0

, , ,
!

75

(3/3)

,
.

76

38

IEDS.

(.. ).

,
.

77

Nash
78

39

 (1/2)

, .

, .
, o ""
, s*.

, s*,
s*.

79

(2/2)

s*.

s*
s*.

(s*, s*)
Nash.

80

40

 Nash

si* (best
response)
s-i*, :

s*=(s1*, s2*, ..., sN*)

Nash, :

, s*
Nash, si*

s-i*.

si, ui(si*, s-i*)ui(si, s-i*)

i, si, ui(si*, s-i*) ui(si, s-i*)

81

( 52).

3,1

0,0

0,0

1,3

.
Nash:

(, )
(, )

82

41

 /
Nash

Nash.

Nash.
, "-":

1,0

0,1

0,1

1,0

83

(1/2)

Nash
"" .

""
"" .

Nash,
.

84

42

 (2/2)

Nash

,
.

.

.

, .

85

,
:

IEDS
Nash.

,
IEDS Nash
.
IEDS Nash.
Nash,
IEDS.

86

43

,
, (, ).
Nash.

10,10

15,0

0,15

14,14

87

(Antoine Augustin Cournot, 1838)

:
Cournot
88

44

 (1/3)

.
:

Q=-P

:
Q:
P:
, >0

a=/ b=1/,
:

P=a-bQ

89

(2/3)

(P)

(Q)

a/b
90

45

 (3/3)

Q=Q1+Q2.

.
c1 c2
.

:

,
;

91

(1/9)

1.
2 Q2#.
1,
;
,
Q1+Q2# :

1 :

P=a-b(Q1+Q2#)
PQ1=(a-b(Q1+Q2#)) Q1

1 :

cQ1
92

46

 (2/9)

1 :

(a-b(Q1+Q2#)-c) Q1

.
Q1,
:

Q1*

a c bQ2#
2b

93

(3/9)

, a=10, b=1, c=1 Q2#=5,

:

a c bQ2#
Q
2b
10 1 1 5

2
2 1
*
1

94

47

 (4/9)

Q1*>0.
Q1=R1(Q2),
(best response) 1
2, :

ac
a c b Q2
,

2b
b
R1 (Q2 )
ac
0,
Q2
b

95

(5/9)

R1(Q2)
:

96

48

 (6/9)

2:

ac
a c b Q1
,

2b
b
R2 (Q1 )
ac
0,
Q1
b

97

(7/9)

, :

98

49

 (8/9)

Nash!
(Q1*, Q2*) . :

Q1*=R1(Q2*)
Q2*=R2(Q1*)

Nash.

99

(9/9)

, Nash
:

ac
3b
1
2
P a c
3
3

Q1* Q2*

(a c) 2
Gain1 Gain2
9b

a=10, b=c=1, Q1*=Q2*=3, P=4

Gain1=Gain2=9.
100

50

 IEDS (1/5)

101

IEDS (2/5)

102

51

 IEDS (3/5)

103

IEDS (4/5)

104

52

 IEDS (5/5)

105

106

53

,
(
).
Q,
.
,
(.. ) :Q1**=Q2**=Q/2.

107

(1/2)

Q .
:

Gain=(a-bQ-c) Q
Q**=(a-c)/(2b)

Q** a c
Q Q

2
4b
**
1

**
2

108

54

 (2/2)

ac
2

(a c) 2
Gain1 Gain2
8b

a=10, b=c=1, Q1**=Q2**=2.25, P=5.5

Gain1=Gain2=10.125 .

Nash
Q1*=Q2*=3, P=4 Gain1=Gain2=9.
109

(1/3)

.
,


.
,
Nash.

110

55

 (2/3)

, ( )
,
.

() ,
,
.

""
Nash.
Nash.

111

(3/3)

112

56

 : OPEC (1/4)

OPEC (Organization of Petroleum Exporting Countries)

,
.

( ,
, ), .

.
,
- OPEC,
,
.

113

: OPEC (2/4)

QO QN (
) OPEC .
:

P 65

QO QN
3

5$ OPEC 10$
OPEC.

114

57

 : OPEC (3/4)

RO (QN )

180 QN
, QN 180.
2

RN (QO )

165 QO
, QO 165.
2

QO=65, QN=50, P=26.6$

GainO=1.408
GainN= 833
115

: OPEC (4/4)

OPEC ,

.





! ( ...)

116

58

 (1/2)

Q=Q1+Q2+...+QN
P=a-bQ

1
:
N

R1 (Q2 , Q3 ,..., QN )

a c b Qi

Nash :

i 2

2b
Qi*

ac
( N 1)b
117

(2/2)

Q1* :

a
N c

N 1 N 1

( ),
!

118

59

The commons tragedy

119

Nash

(the commons tragedy).
:

( / )
.

.
!

120

60

,
.

modem .
( , spam e-mails ).

121

(1/5)

, ,
y>0.
(.. )
-
, cA cB, cA+cBy.

, ,
.

.

122

61

 (2/5)

c :

u(c)=log(c)

123

(3/5)

cA
cB .
( )

, y-cA-cB.
, :

y c A cB
2

cA cB.
124

62

 (4/5)

cB
.
cA
. (
) :

log c A log

y c A cB
2

y cB
2

c A R A (c B )

125

(5/5)

y cA
2

cB RB (c A )

, cA* cB*,
Nash,
:

c*A cB*

* B* log

y
3

y
y
log
3
6

126

63

Nash
.


:
#

log c A log cB 2 log

y c A cB
2

y
4
y
4 log
4

c A# cB#
#

127

(1/2)

Nash
,
.

,

.
, (
"")
.

128

64

 (2/2)

(utility
function), (concave).

,
.
,
.

129

(1/2)

, ,
:

,
1/ .

Nash :

c1 c2 ... cN

y
N 1

Ny
N 1
130

65

 (2/2)

y2
log
N ( N 1) 2

,
, :

c1# c2# ... cN#

y
2 N

y2
N log
4 N 2

131

,
,
(.. ).

, .
,
.

132

66

(.. ).

,
, ,
.

(..
).

133

Utility and Expected Utility

134

67

(preference relation)
,
:

a b a
b
(completeness): a
b, a b b a.
(transitivity): a b b c,
a c.

a b (a b) (b a)
a b (a b) (b a)

135

, , (a,b,c,d,e),
:

(consistent) .

.

(utility).

bdace
(a,b,c,d,e) (3,4,2,4,1)

.
136

68

 (1/3)

, .7
.3 .
, .8
.2 .

,
,
.

(lottery).

137

(2/3)

10
, 20
0
.

(0.7 )
(0.5 )

138

69

 (3/3)

(Expected Utility
Theorem, von Neumann - Morgenstern):

,

.

139

(1/3)

"" . k
"".
2k .

;

;
:

1 k
2 1

k
k 1 2
k 1

!
140

70


(2/3)

1725
, Nicollas Bernoulli.
""
Daniel Bernoulli, Nicollas.
:

(
) .

,
.


.

141

(1/4)

, ,
:

: 1,
1.
: 5,
5.

(
"" !).
,
0.

142

71

 (2/4)

u(-5), u(-1), u(1) u(5)

.

:

[u(1)+u(-1)]>[u(5)+u(-5)]

:
u(5)-u(1)<u(-1)-u(-5)

143

(3/4)

144

72

 (4/4)

.

.

.

, .

,
(concave).

.
145

(3/3)

, .. u(x)=log(x+c),
:

2
k 1

log( 2k c)

-K
,
.

146

73

, u(x)=ax,
.

(convex), !

147

Mixed strategies

148

74

.
, .
() :

"" "" ,
"" .

(mixed
strategy) 50%
50% .
,
.

149

(pure) ,
s1, s2, ..., sM.

:

()
.

(p1, p2, ..., pM), p1+p2+...+pM=1.

150

75

,
:

0.5-0.5

3,1

0,0

1.5, 0.5

0,0

1,3

0.5, 1.5

0.5-0.5

1.5, 0.5

0.5, 1.5

1, 1

151

(1/2)

sm
, si1, si2 si3, p1, p2
p3.

s-i.
i :

u(sm,s-i)=p1u(si1,s-i)+ p2u(si2,s-i)+ p3u(si3,s-i)

u(si1,s-i)>u(si2,s-i)>u(si3,s-i).
i
si1, m !

152

76


(2/2)

m
s-i
,

.
u(sm,s-i)=u(si1,s-i)=u(si2,s-i)=u(si3,s-i)
, (p1',p2',p3')

s-i.

153

Nash (1/5)

1,0

0,1

0,1

1,0

u('0')=p0+(1-p) 1=1-p

, '1',
:

"-",
Nash.
'0'
p.
'0',
:

u('1')=p1+(1-p) 0=p

u('0')>u('1') (1-p)>p p<

154

77


Nash (2/5)

1,0

0,1

0,1

1,0

p= ,
, '0', 1,
.
, , (0.5, 0.5)
,
(0.5,0.5) .

.
q
'0'.

155

Nash (3/5)

1,0

0,1

0,1

1,0

q=RB(p)

p=RA(q)

156

78


Nash (4/5)

1,0

0,1

0,1

1,0

(0.5, 0.5) (0.5, 0.5)

Nash, :

, .

.

, "-"
,
"".

157

Nash (5/5)

Nash .

Nash
, "".

Nash
:

"" , :

, ,
.

158

79

:
(1/5)

, .
,

.
,
.

"" .

()
.

159

:
(2/5)

(q)

(1-q)

(p)

30,70

80, 20

(1-p)

70, 30

40, 60

'',
''
70% .
p q
'' .
,
p
:

EuB()=p70+(1-p) 30
EuB()=p20+(1-p) 60
EuB()=EuB() p=0.375

160

80

:
(3/5)

(q)

(1-q)

(p)

30,70

80,20

(1-p)

70,30

40,60

, q
A
:

EuA()=q30+(1-q) 80
EuA()=q70+(1-q) 40
EuA()=EuB() q=0.5

(0.375, 0.625)
(0.5, 0.5) Nash.

161

:
(4/5)

(q)

(1-q)

(p)

30,70

80,20

(1-p)

70,30

40,60

EuA=pEuA()+(1-p) EuA() = 0.37555+0.61555=55

EuB=qEuB()+(1-q) EuB() = 0.545+0.545=45

( )
EuA()
EuA() , .

,
.

162

81

:
(5/5)

(q)

(1-q)

(p)

30,70

80,20

(1-p)

70,30

40,60

, .. p=0.5.

.
, p=0.5, :

EuB()=0.570 + 0.530 = 50
EuB()=0.520 + 0.560 = 40

"",
50 (
).

163

(1/2)

: (
) .

.

(competitive games)

, Nash
Nash,

.

164

82

 (2/2)

, - ,
,
,
!
(cooperative).

: -
.

Nash, .

165

:
(1/3)

3,1

0,0

0,0

1,3

,
Nash.
.
'' p ''
1-p.

:

u('')=p1+(1-p) 0 = p
u('')=p0+(1-p) 3 = 3-3p

166

83

:
(2/3)

3,1

0,0

0,0

1,3

u('') > u('') p > 3-3p p > .

p > ''.
p < ''.
p = '
'' .

p= u=.

, ''
(1-q)=,
( )
.

167

:
(3/3)

3,1

0,0

0,0

1,3

, (,)-(,)
Nash.

uA=Eu=.
Nash,

!

, p=q=1/2 :

uA= 3 + 0 + 0 + 1 = 1
u= 1 + 0 + 0 + 3 = 1

(), ..
{p=1,q=0} {p=0,q=1}.

168

84

( ).

,
.
Nash
.
Nash
,
.

, (1/2,1/2),
(0,1),
0,5 1,5.
169

170

85

(symmetric game) :

.
s1, s2, :

uA(s1,s2)=uB(s2,s1)
(
).

Nash
(symmetric equilibrium)
.

171

(1/2)

(), .
,
( ).
()
.

-1, -1
0,10

10,0
5,5
172

86

(2/2)

-1, -1 10,0
0,10

p q .
p :

q=5/6.

5,5

Nash,
(,) (,).
.

EuB()=EuB() p(-1)+(1-p)10=p0+(1-p)5 p= 5/6

(5/6,1/6)-(5/6,1/6)
() Nash.

5/6.

173

.
,
.

, ,
,
,
.

,
"" .

174

87

3,1

0,0

0,0

1,3

, ,
.

Best Worst,
.

, Best
.

Best

Worst

Best

0,0

3,1

Worst

1,3

0,0

175

Natural Monopoly

:

176

88

(, )

.
:

.
.
.

Microsoft
Boeing

177

c.
,
( >c), /.

(year0), (year1) (year2).

A\B

year0

year1

year2

year0

0,0

0,

0, 2

year1

,0

-c, -c

-c, -c

year2

2,0

-c, -c

-2c, -2c
178

89

 (1/3)

year0

year1

year2

year0

0,0

0,

0, 2

year1

,0

-c, -c

-c, -c

year2
2,0 -c, -c -2c, -2c
Nash, year2year0 year0-year2.

A\B

- .

( ).

p, q (1-p-q)
year0, year1 year2.

:

EuB(year0)=p0+q0+(1-p-q) 0=0
EuB(year1)=p+q(-c)+(1-p-q) (-c)=p+(1-p) (-c)
EuB(year2)=p2+q(-c)+(1-p-q) (-2c)

179

(2/3)

year1

year2

year0

0,0

0,

0, 2

year1

,0

-c, -c

-c, -c

EuB(year0)=EuB(year1)=EuB(year2)

(2x2) :

year0

year2
2,0 -c, -c -2c, -2c
p q
:

A\B

p=c/(+c)
q=0
1-pA-qA=/(+c)

pB=c/(+c)
qB=0
1-pB-qB=/(+c)

180

90

 (3/3)

A\B

year0

year1

year2

year0

0,0

0,

0, 2

year1

,0

-c, -c

-c, -c

year2
2,0 -c, -c -2c, -2c
, () Nash
year1 !

2 .

.
:

.

181

Extensive form games

182

91

() .

.

(dynamic)
(sequential).

(extensive form).

183

: (1/2)

, ,
:

()
()
()

,
.
,
.
.

.

184

92

: (2/2)

u1(True,), u2(False,)

u1(True,), u2(False,)
u1(True,), u2(False,)

u1(False,), u2(True,)
u1(True,), u2(False,)
u1(True,), u2(False,)

u1(False,), u2(True,)

u1(False,), u2(True,)
u1(True,), u2(False,)

185

(game tree)

(decision nodes).
( )
.

.

.

186

93

 (1/3)

, ,
,
.

,
,


(information set).

187

(2/3)

188

94

 (3/3)

(perfect
information games).

.
-
(imperfect information games).

189

,
.

, 3 .

(
).

.
, ,

33=27 ,
.

, , , , , , ...,

190

95


(1/2)

,
:

...

u1(True, T),
u2(False, T)

u1(True, T),
u2(False, T)

...

u1(True, T),
u2(False, )

u1(False, M),
u2(True, T)

u1(False, M),
u2(True, T)

...

u1(True, ),
u2(False, )

u1(False, ),
u2(True, T)

u1(False, ),
u2(True, )

...

u1(True, ),
u2(False, )

191

(2/2)

, .
O
O

O
O
192

96

,
.

193

: Coke-Pepsi (1/9)

Coca-Cole (Coke)
,
Pepsi.

Coke , Pepsi
, () ().

Coke, () ().

-2,-1
Pepsi
Coke

0, 5

1,2

194

97

(backward
induction)
.


.


.

195

: Coke-Pepsi (2/9)

,
Coke Pepsi .
Pepsi .
,
2 ( -1).
Coke 1.
-2,-1
Pepsi
Coke

0, 5

1,2

196

98

: Coke-Pepsi (3/9)

Coke, ,

Pepsi Coke
1.
, ,
0.
.
-2,-1
A

Pepsi
1,2
M

Coke
1,2

1,2
197

0, 5

: Coke-Pepsi (4/9)

.
Pepsi
Coke

-2,-1

1,2

0,5

(,)
Nash.
(,).
, Coke,
(,).
198

99

: Coke-Pepsi (5/9)

:
Coke ,
Pepsi, Coke
,
(), ,
().
-2, -1
Coke

Pepsi
Coke

-3, 1

0, -3
1, 2
199

0, 5

: Coke-Pepsi (6/9)

,
Coke Pepsi.

Coke. Coke
:
Coke
Pepsi
Coke

-2, -1

1, 2
0, 5

-2, -1

-3, 1

0, -3
1, 2
200

100

: Coke-Pepsi (7/9)

, Pepsi

:
Coke
Pepsi
Coke

1, 2

-2, -1

-2, -1

-3, 1

1, 2

0, -3
1, 2

0, 5
201

: Coke-Pepsi (8/9)

, Coke
. (1,2).
Coke
Pepsi
Coke

1, 2

1, 2

-2, -1

-2, -1

-3, 1

1, 2

0, -3
1, 2

0, 5

Coke
.

202

101

: Coke-Pepsi (9/9)

.
Pepsi
Coke

-2,-1
0,-3
Nash.

,


.

-2,-1

1,2

-3,1

0,-3

-3,1

1,2

0,5

0,5

, ,
Pepsi
.

203

(1/4)

.

, .
Coke-Pepsi 2 ,
(1,2).
-2,-1
Pepsi

1,2
Coke

1,2

1,2
204

0, 5

102

 (2/4)

Pepsi ,
Coke
.
-2,-1
Pepsi
Coke

-2,-1

0, 5
E

0, 5

Coke
, (0,5),
Pepsi!
205

(3/4)

, ,
(1,2).
Coke
, :
Coke
Pepsi
Coke

-2, -1

-3, 1

0, 5

0, -3
1, 2

206

103

 (4/4)

, , Coke
,
(0,5), Pepsi.
Coke
Pepsi
Coke

-2, -1

-2, -1
0, -3

-2, -1

-3, 1

0, 5

0, -3
1, 2

0, 5
207

Kuhn ( Zermelo):


.
.


(IEDS)
.

208

104

Research & Development

(R&D)

209

250

.

.

(public good).
.

210

105

(patents)

.
/
!
:

211

2 , ,
(..
).
:

.
(steps).
1, 2 3
2, 7 15 .

,
20 .

...

,

212
( ).

106

.
,
.

.

,
,
.

213

(1/13)

.

,
( )
/:

.

.
a b

.

214

107

 (2/13)

b=4

a=3

(3,4)

215

(3/13)

(1,b)
.

.
20, 2
, 18.

, (a,1)
,
.

:
.
,
.
216

108

 (4/13)

(2,1)
(3,1) .

,
20-7=13 20-15=5.
,
, .

,
(1,2) (1,3)
.

217

(5/13)

,
(2,2),
, 207=13.

(3,2) ,
.

, ..
(1,2) 2
, 13
, !

(2,3)
.

, (3,3),
!
218

109

 (6/13)

a3 b3,
.

(trigger
zone I).

.

.

219

(7/13)

(3,3)

220

110

 (8/13)

(4,3)
;

1, 2 3 , 2, 7
15 .
,
.
,
!

(4,2), (4,1), (5,3), (5,2) (5,1).
,

.
221

(9/13)

, a>3 b3 ,
.
b3
(Safety Zone I for B).
, ,
,
a3 b>3.

222

111

 (10/13)

(3,3)

223

(11/13)

(4,4)
.

( 2)
.
.
, .
20-4x2=12

,
.
,
(5,4), 7.

(6,4),
-1.
224

112

 (12/13)

, (Trigger Zone
II), 3<a5 3<b5,
.
, :

, 3<a5 b>5.
, 3<b5 a>5.

,
.

225

(13/13)

(9,9)
(10,10)

(3,3)

(5,5)

(7,7)

(8,8)

226

113

 (1/2)

,

, /
.
-
.

,
.

, .

,
.

227

(2/2)

,
.
,
,
.

,
/ .

.. .

228

114

Subgame Perfect
Nash Equilibrium

Nash

229

Nash
- .

-
.
Coke
Pepsi
Coke

-2, -1

-3, 1

0, 5

0, -3
1, 2

230

115

.
, Coke-Pepsi, Coke
2 ,
.
, Coke
:

.
,
(
Pepsi).

231

(subgame) -
,
.

Coke-Pepsi :

.

Coke
.

,
.

232

116

 Nash

s g
.
s(g) s
g.

s1 s2 ( )
Nash ,
g s1(g)
s2(g) Nash.

.
Nash

,
.
233

Coke-Pepsi (1/3)

Nash ,
.
,
Coke .

.
Coke

Pepsi
Coke

-2, -1

-3, 1

0, -3
1, 2
234

0, 5

117

Pepsi
Coke

Coke-Pepsi (2/3)

-2,-1

0,-3

-3,1

1,2

Nash:

(,) (-2,-1)
(,) (1,2)

(,) ,
.

-2, -1
A
(1,2).
Coke

Coke

-3, 1

Pepsi
1, 2

0, -3

1, 2

235

0, 5

Coke-Pepsi (3/3)

Coke ,
, (1,2),
.
Coke
A

Pepsi
Coke

1, 2

1, 2
E

-2, -1

-3, 1

0, -3
1, 2

0, 5

236

118

 (1/5)

,
.

( ) .

.

,
.
.

237

(2/5)

5, 5

0, 15

15, 0

1, 1

20,5
6,6
5,20

0,30
15,15

1,16
20,5
15,15

5,20

10,10

30,0
16,1
6,6
1,16
16,1
2,2

238

119

 (3/5)

10,10
(,):

10,10

5,20

20,5

0,30
15,15

1,16
20,5
15,15

6,6

20,5
6,6
5,20

5,20

30,0
16,1
6,6
1,16
16,1
2,2

239

(4/5)

10, 10

5, 20

20,5

6,6

, Nash
(,) (10,10).

:

:
:

OOOOO
OOOOO

240

120

 (5/5)

5,20

20,5

20,5
6,6
5,20

0,30
15,15

1,16
20,5
15,15

6,6

5,20

10,10

10,10

10,10

30,0
16,1
6,6
1,16
16,1
2,2
241

Nash
:

, ,
,
, .
:

(
Nash),
;

, ,

242

121

Repeated Games

243

(1/2)

:
.

.

,
,
.

(Finitely repeated games)

(Infinitely repeated games)

(credible).

(reciprocity)
.

244

122

 (2/2)

(stage).

.

.

245

:
2

Once repeated prisoners dilemma

0,30
15,15

1,16
20,5
15,15

20,5
6,6
5,20

5,20

10,10

30,0
16,1
6,6
1,16
16,1
2,2

246

123

,
().

5, 5

3, 7

0, 15

7, 3

3, 3

2, 8

15, 0

8, 2

1, 1

Nash,
(,) (, ).

(,)
, .. o ,
(, )
(3,7), .

, 247
.

.
,
, i
j, uij, j,
0<<1.

U i j uij
j 0

,
, ,
.

248

124

.
.

.
.
,

,
.

249

:
OPEC

.
, ,
(.. )
.
,
(..
)
.

250

125

.
, ,
/
.
,
,
.

251

Finitely repeated games

252

126

.
( )
.
, ,
,
,
Nash .

,
!
253

2
3 :

2
,
.

.

()
.
: ,

Nash, Nash
.
254

127

.
, 2 ,
1

.
2
( ) ,
2 23=8.

,
25=32.

255

(1/7)

5, 5

3, 7

0, 15

7, 3

3, 3

2, 8

15, 0

8, 2

1, 1

.
:

( ) .
,
,
.

.
256

128

(2/7)

5, 5

3, 7

0, 15

7, 3

3, 3

2, 8

15, 0

8, 2

1, 1

.
, ,
, .

,

1+3=4 .
, .. , ,
:

,
, :

: 0+5=5
: 15+5=20

Nash .
257

(3/7)

5, 5

3, 7

0, 15

7, 3

3, 3

2, 8

15, 0

8, 2

1, 1

u(,)+u(,)<u(,)+u(,)
u(,)+u(,)<u(,)+u(,)

,
!



.

( )
258
.

129

(4/7)

5, 5

3, 7

0, 15

7, 3

3, 3

2, 8

15, 0

8, 2

1, 1

.
,
.

,
,
.

:
,
. :

.
(
), (
...).
259

(5/7)

5, 5

3, 7

0, 15

7, 3

3, 3

2, 8

15, 0

8, 2

1, 1

5+5=10.
, .

(,) .

Nash

Nash (
) .

260

130

(6/7)

5, 5

3, 7

0, 15

7, 3

3, 3

2, 8

15, 0

8, 2

1, 1

.
:

(, ),
, (, ).
, (,)
.

:
(-1)1+3=+2
t<T , .. ,
,
:
: (t-1)1+0+(T-t)5=5T-4t-1=T+4(T-t)-1 > T+2
: (t-1)1+15+(T-t)5=5T-4t+14=T+4(T-t)+14 > T+2
261

(7/7)

5, 5

3, 7

0, 15

7, 3

3, 3

2, 8

15, 0

8, 2

1, 1

.
:

(, )
(,).
, (,)
.

:
: 0+3(T-1)=3(T-1),
: 15+(-1)3
,
. :
: 5,
: 5
5> 15+(-1)3 >6,
.
262

131

,
.



.

.
263

:
(1/8)

, 100.
, .
50 75 .
(low)
.

,
.

, 100
.

, 75
50, 60 40 .
264

132

 :
(2/8)

.

ulow uhigh. ulow>uhigh.

:

:

.
:
,
.

:

.
265

:
(3/8)

50, high

75, high

50, low

75, low

50, high

50uh,50uh

40uh,60uh

50ul,50ul

50ul,50ul

75, high

60uh,40uh

50uh,50uh

75ul,25ul

75ul,25ul

50, low

50ul,50ul

25ul,75ul

50ul,50ul

40ul,60ul

75, low

50ul,50ul

25ul,75ul

60ul,40ul

50ul,50ul

50 75
.
75 .
266

133

 :
(4/8)

50, high

75, high

50, low

75, low

50, high

50uh,50uh

40uh,60uh

50uh,50ul

50uh,50ul

75, high

60uh,40uh

50uh,50uh

75uh,25ul

75uh,25ul

50, low

50ul,50uh

25ul,75uh

50ul,50ul

40ul,60ul

75, low

50ul,50uh

25ul,75uh

60ul,40ul

50ul,50ul

50 75
.

75 .
267

:
(5/8)

75, high

75, low

75, high

50uh,50uh

75ul,25ul

75, low

25ul,75ul

50ul,50ul

75, high

75, low

75, high

50uh,50uh

75uh,25ul

75, low

25ul,75uh

50ul,50ul

268

134

 :
(6/8)

50uh>25ul.
, (high,high).

75, high

75, low

75, high

50uh,50uh

75ul,25ul

75, low

25ul,75ul

50ul,50ul

,
, (low,low), 50ul>75uh.

75, high

75, low

75, high

50uh,50uh

75uh,25ul

75, low

25ul,75uh

50ul,50ul

269

100uh>50ul>75uh

:
(7/8)

50uh<25ul.
,
.

75, high

75, low

75, high

50uh,50uh

75ul,25ul

75, low

25ul,75ul

50ul,50ul

,
:

75, high
75, low
75, high

50uh,50uh

75uh,25ul

75, low

25ul,75uh

50ul,50ul

270

135

 :
(8/8)

50uh>25ul,
(high, high),
, , ,
Nash,
.
50uh<25ul,
.

271

Infinitely repeated games

272

136

 (1/2)

,

.

, :

,
:

(discount factor) <1.

ut t tut.
u ,
:

t 0

t 0

u u t u t

u
1

273

(2/2)

,

.

,
.

.

274

137

 (1/5)

( ,
)
.
:

(, ) .
,
.

( )
(trigger strategy).
:

, ,
.
, ,
( ) -.
275

(2/5)

10, 10

15, 0

0, 15

14 14

t-1 ,
, t.
, .. , .

t-1
t-1 .
t
, .

t15 ( t14
).

:

t 1 10

1
1

276

138


(3/5)

10, 10

15, 0

0, 15

14 14

1
1

1
1
t 15 t 1 10
1
1

(4/5)

, :

t 14

,
() :

t 14

277

10, 10

15, 0

0, 15

14 14

, >1/5
.
,
,
!
,
, ,
,
, .

,
.

278

139


(5/5)

10, 10

15, 0

0, 15

14 14

.
:

(,) (,).
,
(,) .

Nash,
7.5 ,
Nash.

,

( )
.
279

10, 10

15, 0

0, 15

14 14

:
.

(, ) .
,
.

,

.
(...)
.

280

140

 (1/2)

( )
;

: .

.
,
1 (, ),
2 (,),
3 (,) 4
(,).

T=1+2+3+4>0
281

(2/2)

(individually rational)
,
(,).

(folk theorem):
,

.

,

.

,
.
282

141

National Association of Securities Dealers

Automated Quotation system
www.nasdaq.com

:
NASDAQ
283

(1/2)

NASDAQ
:

.
NYSE,
(market maker, dealer), NASDAQ
( 10 50,
).
NYSE
,
.
NASDAQ
.
,
.

1/8$.

284

142

 (2/2)

(ask price)
(bid
price).

.
,
.
1996.

(spread).

285

(1/4)

1994, William Christie Paul Schultz

:

/
1/8.

1/8
$
$.

Why do NASDAQ Market-Makers Avoid Odd-Eighth Quotes,

Journal of Finance, vol. 49, pp. 1813-1840.

, 10%
1/8$, 39% $, 5% 3/8$ 33% $.

286

143

 (2/4)

(collusive) .
NASDAQ
.
,
,
.
(
Jeffrey Harris) :

Why Did NASDAQ Market Makers Stop Avoiding Odd-Eighth

Quotes?, Journal of Finance, vol. 49, pp. 1841-1860.

287

(3/4)

.
NASDAQ 650
. 1/8$
( ) 80
.

288

144

 (4/4)

NASDAQ

.

:

.
,

.

, NASDAQ
10.000$ ( NYSE
300.000$).

289

(1/3)

(ask price) (bid price)
.

ai bi
.
:

a=miniai

b=maxibi

(spread) a-b.
a b (inside
ask) (inside bid) .

290

145

 (2/3)

v .

,
a :

D(a)=120-40a

b :

S(b)=-80+40b

a b , D(a), S(b)
10.000 .

( )

:

U=(a-v)D(a)+(v-b)S(b)
291

(3/3)

, :

D(a)=S(b)120-40v=-80+40v200=80vv=2.5$
D(a)=S(b)=20 (x10.000) .

ai=bi=v=2.5$
(
).

,
.


292
.

146

 (1/3)

,

:

a*=2.75$
b*=2.25$.
0.5$ 4*1/8$.
,
50.000$.
50.000/.

U=Maxa(120-40a)(a-2.5)+Maxb(-80+40b)(2.5-b)

293

(2/3)

b=2.375 a=2.625.
:

(120-40a)(a-2.5)+ (-80+40b)(2.5-b)=37.500$

.

Nash, .

:

50.000
4
37.500 N (1 )
N (1 )
3
294

147

 (3/3)

(1-)<4/3 :

,
.
.

!
,
=1 ( ).

, 1.
50 ,
>0.973 (
).
, 20 =0.999
295
2.500.000$.

(1/2)

,
:

ai=2,75 bi=2,25.
,
ai=2,625 bi=2,375$.

50.000
37.500
37.500
N (1 )
N (1 )

4
1
N (1 )
3
3

296

148

 (2/2)

,
.

.

, =11 >0.97.
=0.99, <33.

,
,
.

297

,
, .

,

.

, ..
.

. ,
.

298

149

 (1/2)

/

(brokers).
/
.
NASDAQ

,
.
,
2,625$ 2,75$.

2,625$.
(order
preferencing).
299

(2/2)

,
.
-
!

,
:

,
,
( ).

!
300

150


(1/2)

,
,
.

2 50.000
(2 N M )(1 )
50.000

(2 N M )(1 )

,
:

2 50.000
37.500
(2 N M )(1 )
50.000
37.500
(2 N M )(1 )

301

(2/2)

,
.
,
.

2.

.

,
.

302

151

1994,
,
.

,
()
.

NASDAQ

.
(1997)


.
303

Organization of Petroleum
Exporting Countries

: OPEC
304

152

 (1/3)

20 ,
,
.

, -

(, , ).

50.

Anglo-Persian Oil company

Arabian-American Oil Company (ARAMCO)

40 50.

305

(2/3)

2 :

.
.
, .

. 1970, 60%
.

60,
.

306

153

 (3/3)

4 :

1, 1960: .
, 1,25$ 1950 1,75$
1960.
2, 1960 1973: ,
. 1973 5$.
3, 1973 1979:
. 1973
17$
.
4, 1980 : .
, 1982 30$ 1990
10$. 1990
25$ .
307

OPEC

OPEC,
.
OPEC 1960,

, .

13 : ,
(, ), (.. ).

.

308

154

 (1/4)

Cournot:

,
.
:

(.. )
.

International Petroleum Exchange (IPE),

(www.ipe.uk.com)
New York Mercantile Exchange (NYMEX),
(www.nymex.com)

OPEC -
, .
309

(2/4)

OPEC
, (SA) (VA).

,
(H) (L).

Q SA
q VA.

SA OPEC, VA
, .

QH=10 mbd (million barrels per day)

QL=8 mbd
qH=7 mbd
qL=5 mbd

17mbd, 15mbd 13mbd.

310

155

 (3/4)

, :

: P=44,5 - 1,5(Q+q)
: P=22,5 - 0,5(Q+q)

2
:

17 mbd

19$

14$

15 mbd

22$

15$

13 mbd

25$

16$

311

(4/4)

5$.
,
(
):
VA

SA

VA
qL

qH

qL

qH

QL

160, 100

136, 119

QL

88, 55

80, 70

QH

170, 85

140, 98

QH

100, 50

90, 63

SA

312

156

VA
SA

qH

88, 55

80, 70

QH

100, 50

90, 63

( 1960)
.
,
,
(90,63).
(QH,qH)
.

qL
QL

SA 100,
VA qL.
VA 13,
SA.

1, ,
, .

OPEC.
313

2 (1/5)

2, 1960 1973,
,
.
p
(1-p) .

:

(QL, qL),
(QH, qH).
VA
SA

qL

qH

QL

160, 100

136, 119

QH

170, 85

140, 98
314

157

 2 (2/5)

OPEC .


.
,
.

, .

uSA p 160 (1 p) 90
uVA p 100 (1 p) 63
315

2 (3/5)

U SA

uSA
p 160 (1 p) 90

1
1

UVA

uVA
p 100 (1 p) 63

1
1

316

158

 2 (4/5)

SA
, 170 ( 160).

.
, SA :

p 140 (1 p) 90
1

'
U SA
170

SA
:

170

p 140 (1 p) 90
p 160 (1 p) 90
160
1
1

1
1 2 p

317

2 (5/5)

p,
,
.

VA,
:

p=1, >0.33, p=0 =1.

19
19 2 p

p=1 >0.9, p=0 =1.

p,
.
OPEC,
,
.

318

159

2, p .

( , )
OPEC, ,
.

3, p 1.

OPEC.
4
( p
). :

OPEC 1992.
/
(.. ).
319

Dynamic Games

320

160

(dynamic games)
,
.

OPEC,
(game environment),
, .

, NASDAQ
.


.

.

(the commons problem).
321

: (1/4)

t
yt.

(=2).
cit i t.

yt0

c1t+c2tyt

xt=yt-(c1t+c2t)
t.

(renewable resource), yt+1>xt.

322

161

 : (2/4)

uit=logcit
cit t.

323

: (3/4)

yt+1=10sqrt(xt)
t+1.

324

162

 : (4/4)

David Levhari and Leonard Mirman, The Great Fish War: A

Solution using Cournot-Nash Equilibrium, Bell Journal of
Economics, vol. 11, pp. 322-334, 1980.

yt;
yt .
yt;

325

(1/5)

.
.
y2.
,
:

c12+c22=y2

c12=c22=y2/2.

y:

u12+u22=log(c12)+log(y2-c12)

U1=U1(y)=log(y/2)+log(y/2)=2logy-2log2
326

163

 (2/5)

c11 c21 ,
( ).
:

c11 c21
:

u11+u21+(u12+u22)=
log(c11)+log(c21)+U1(10(y1-c11-c21)0.5)=
log(c11)+log(c21)+(2log(10(y1-c11-c21)0.5)-2log2)=
log(c11)+log(c21)+log(y1-c11-c21)+log25

c11=c21=y1/(2+)

, >0.

=1 y1/3 .

-
y1/4
.
327

(3/5)

, 2
y, :

.
:

U2(y)= log(y/3)+log(y/3)+log(y-y/3-y/3)+log25=
2log(y)+log(y)+log25-2log3-log3

log(c11)+log(c21)+U2(10(y1-c11-c21)0.5).

c11=c21=y1/[2(1+/2+2/4)].

328

164

 (4/5)

,

( !) :

,
c1=c2=y/2.
,

c1=c2= y/(2+) = y/[2(1+/2)].
,

c1=c2= y/[2(1+/2+2/4)].

c1=c2= y/[2(1+/2+2/4+3/8+...)] = y(2-)/4.

: xt=y/2
329

(5/5)

xt=yt/2 t.
:

yt+1=yt yt=50.

yt+1=10(xt)0.5=10(yt/2)0.5
, =0.8 yt=40.

.
,
.

330

165

 Nash (1/5)

.
.
y2.
, ,
,
:

c12=c22=y2/2

u12=u22=log(y2/2).

331

Nash (2/5)

.
c21 2, 1
:

u11+u12=log(c11)+log(10(y1-c11-c21)0.5/2)=
log(c11)+/2log(y1-c11-c21)+/2log5

1
, 2
, :

c11* = b1(c21) = (y1-c21)/(1+/2)

2:

(best response function).

c21* = b2(c11) = (y1-c11)/(1+/2)

332

166

 Nash (3/5)

Nash
c11*=b1(c21*) c21*=b2(c11*) .
:

c11*=c21*=y1/(2+/2)

y
,
c=y/(2+/2) .
:
U2(y)=log(y/(2+/2)) + /2log(y-c-c)+/2log5=
...=
(1+/2)log(y) + /2log(5/(4+))-log(2+/2)
333

Nash (4/5)

.
y 2
c12.
1 :

u11+U2(y-c11-c12)=
log(c11)+[(1+/2)log(y-c11-c12)+/2log(5/(4+))log(2+/2)]

c11=c21=y/(2+/2+2/4)

,
(
) :

c(y)=y(2-)/(4-)
334

167

 Nash (5/5)

yt.
:

t+1 :

yt+1=10xt0.5=10(yt/(4-))0.5

yt+1=yt :

xt=yt-2c(yt)=yt-2yt(1-/2)/(2-/2)=...=yt/(4-)

yt+1=yt=100/(4-)

, =0.8 yt=25.

335

, y(2-)/4.
, y(2-)/(4-)
.

, ,
,

:

,
50.
,
100/(4-).
50>100/(4-) 01.
336

168

Moral Hazard and

Incentives Theory

337

,
.

338

169

-: ,
.
.
- :
, .
,
.
-:
.

(principal)
.
339

(1/3)

.

.

eH eL, effort high effort low .

.
,
:

good (g), medium (m) bad (b), g>m>b

340

170

 (2/3)

eH : P(g)=0.6, P(m)=0.3, P(b)=0.1.

eL : P(g)=0.1, P(m)=0.3, P(b)=0.6.

g, m b wg, wm wb .

wgwmwb

gwg, m-wm b-wb .

341

(3/3)

u
:

u(wg), u(wm) u(wb) .

dH dL .
u(wi)-dj, i=g,m,b j=h,l.

, .

,
:

u(w)=2w0.5, dH=10, dL=4, g=200, m=100, b=50.

342

171

, :

w=wg=wm=wb

eH: u(w)-dH
eL: u(w)-dL

dH>dL,
.

343

(franchising), ,
.
f . ,
, :

wg=g-f, wm=m-f wb=b-f

, :
eH: 0.6u(g-f)+0.3u(m-f)+0.1u(b-f)-dH
eL: 0.1u(g-f)+0.3u(m-f)+0.6u(b-f)-dL

344

172

,
, .
:

wg>wm>wb wg-wb<g-b wm-wb<m-b

,
, :
eH: 0.6u(wg)+0.3u(wm)+0.1u(wb)-dH
eL: 0.1u(wg)+0.3u(wm)+0.6u(wb)-dL

0.5[u(wg)-u(wb)]dH-dL

345

, eH eL, wH
wL.

:

u(wH)-dHu(wL)-dL

u(wL)-dL0 u(w)-d0.

:

wL4
wH25

346

173

 :
(1/2)

.


(wH wL ).

, :

,
, :

eH: 0.6g+0.3m+0.1b-wH
eL: 0.1g+0.3m+0.6b-wL

0.5(g-b)wH-wL

g=200, b=50, wH=25 wL=4

.
347

:
(2/2)

wH>25 wL=4
.

0.6g+0.3m+0.1b-wH = 0.6200+0.3100+0.150-25 = 130

348

174

 :
(1/5)

,
:

,
,
eL.

,
,
:

u(w)-dL>0
349

:
(2/5)

, :

2w0.5>4 w>4
0.1g+0.3m+0.6b-w=0.1200+0.3100+0.650-4=76

,
f.
u(w)=2w0.5,
w, f50.

f>50,
, ,
(b=50).

350

175

 :
(3/5)

, :

,
, :

wg>wm>wb, wg-wb<g-b wm-wb<m-b

eH: 0.6(g-wg)+0.3(m-wm)+0.1(b-wb)
eL: 0.1(g-wg)+0.3(m-wm)+0.6(b-wb)

g-bwg-wb

351

:
(4/5)

wb 4 (
) wg>=64.

0.5[u(wg)-u(wb)]dH-dL

g-bwg-wb 200-5064-4 15060

wg=64.
wm ,
,
.
wm=wb.
352

176

 :
(5/5)

wg=64, wm=wb=4.

,
:

0.6(g-wg)+0.3(m-wm)+0.1(b-wb) =
0.6(200-64)+0.3(100-4)+0.1(50-4) =
0.6136+0.396+0.146 = 115

,
,
.
,
.
353

(1/2)

,
.
,
.

,
, .
.
(
).

,
.

354

177

 (2/2)

n ,
n .

2
.


.


.

355

Games with
Incomplete Information

356

178

, :

/
.

.

357

:
(1/2)

, ,
.

, , ,

(),
() .
.

, .
, :

1,1

3,0

0,3

2,2

1,0

3,1

0,2

2,3

358

179

:
(2/2)

,
.

.

1,1

3,0

0,3

2,2

1,0

3,1

0,2

2,3

359

:
(1/3)

.
,
/ (/
),

, .

1,1

3,0

0,0

2,1

0,3

2,2

1,2

3,3

360

180

:
(2/3)

,
.

,
.

!

1,1

3,0

0,0

2,1

0,3

2,2

1,2

3,3

361

:
(3/3)

90%
10% .
, :

, :

0.91+0.12=1.1
0.90+0.13=0.3

50%, .

1,1

3,0

0,3

2,2

0,0

2,1

1,2

3,3

362

181

: (1/2)

,

.
.

.

3,1

0,0

0,0

1,3

3,0

0,3

0,1

1,0

363

: (2/2)

( )
.
, ,
.

, ,

,
!
.

3,1

0,0

0,0

1,3

3,0

0,3

0,1

1,0

364

182

.

.

,
.
:
.

365

Bayes-Nash (1/4)

.
,

( ).

1-.

366

183

 Bayes-Nash (2/4)

,
, ,
.

0,0

0,0

1,3

3,1

3,0
0,1
0,3
1,0

367

Bayes-Nash (3/4)

, :

.

(
1-).

,
:

(,), (,), (,)

(,).

(1, 2), i
i, i=1,2.

(1,1), (1,0), (0,1) (0,0).
368

184

 Bayes-Nash (4/4)

Bayes-Nash
(, 1, 2),
( )
:

1
1, .
2
2, .

, 1
1,
2 1- 2.

Bayes-Nash
.

369

(1/3)

( =1).
1
(1=1) 2 (2=0).

(,) (1,0),
.
:

, :

3+0(1-)=3
0+1(1-)=1-

3,1

0,0

0,0

1,3

3,0

0,3

0,1

1,0

370

185

 (2/3)

(,) , 31-
0.25.
, 0.25, (,(,)),
(=1, 1=1, 2=0) BayesNash, .
0.75
(, (,)) (=0, 1=0, 2=1).

!

3,1

0,0

0,0

1,3

3,0

0,3

0,1

1,0

371

(3/3)

>0.75
, (, (,)) (, (,)).
0.25<<0.75
, (, (,)).
<0.25
.

372

186

 (1/7)

, <0.25.
, =0.
2,
.

3,0

0,3

0,1

1,0

-,
Nash .
, =0.25 2=0.25,
.

373

(2/7)

>0.
.

1 ,
:

1 ,
:

, =3(1-) =0.75,
.

1+(1-)0=

0+(1-)3=(1-)3

3,1

0,0

0,0

1,3

3,0

0,3

0,1

1,0 374

187

 (3/7)

2 ,
:

0+(1-)1=1-

2 ,
:

, 1-=3 =0.25,
.

3+(1-)0=3

3,1

0,0

0,0

1,3

3,0

0,3

0,1

1,0

375

(4/7)

.
(1,2).

, :

, :

13+(1-)23
(1-1)1+(1-)(1-2)1

,
.

, .

3,1

0,0

0,0

1,3

3,0

0,3

0,1

1,0

376

188

 (5/7)

=0.75.
1
, 1.
2 (2=0).
:

( 2=0)

13+(1-)23=(1-1)1+(1-)(1-2)1
1=1/(4)

0.25

, =0.5 :

(=0.75, 1=0.5, 2=0)

377

(6/7)

=0.25.
1 ,
1=0.
, 2
.
:

( 1=0)

13+(1-)23=(1-1)1+(1-)(1-2)1
2=1/(4-4) 0.75

, =0.2 :

(=0.25, 1=0, 2=0.3125)

378

189

 (7/7)

,
.

.
:

(
)
.

,

.

379

: (1/4)

.

.
:

( 1),
1.
( 2),
2, 0<2<1<1.

:
( ).

q.

.
380

190

: (2/4)

, ,
, .

(,), (,), (,)

(,).
(1,2),
i i
.

, .

(,), (,), (,)

(,).
(1,2),
i i .

381

: (3/4)

Bayes-Nash :

.
:

((1,2 ), (1,2))

1
1, j
j 1
q.
1
1, i
i 1
1.
382

191

: (4/4)

,

.

3,0
0,1

0,3
1,0

3,1
0,0

0,0
1,3

3,1
0,0

0,0
1,3

3,0
0,1

0,3

383

1,0

(1/2)

Harsanyi (1967,
1968)
:

.
1,
1, 2, ... , .
L 2,
1, 2, ..., L.

( ).

, (j, i).
, .

384

192

 (2/2)

1, j,
,

2.
, 2, i,

,
1.

:

, .
, !

,
,
,
385
Bayes-Nash

(1/2)

.
, ,

.

,

( ).

,
, q,
.

386

193

 (2/2)

1,

q1

q(1-1)

(1-q)2

(1-q)(1-2)

2,

1 (1)
:

q 1
q 1 (1 q) 2

,
:

q 1
1
q 1 q (1 1 )

387

(1/6)

((,),(,)),
(1=1, 2=0, 1=1, 2=0),
Bayes-Nash.
1 () ,
:

1 ,
:

13+(1-1)0=31

10+(1-1)1=1-1

1
(,) , 311-1 10.25.

3,1

0,0

3,0

0,3

0,0

1,3

0,1

1,0

388

194

 (2/6)

2 () ,
:

2 ,
:

23+(1-2)0=32

20+(1-2)1=1-2

2
(,) , 321-2 20.25.

3,1

0,0

3,0

0,3

0,0

1,3

0,1

1,0

389

(3/6)

1,
:

q11

q 1
q 1 (1 q) 2

q21

(1 q) 2
q 1 (1 q) 2

2,
:

q12

q (1 1 )
q (1 1 ) (1 q) (1 2 )

q22

(1 q) (1 2 )
(1 q) 1 (1 q) (1 2 )

390

195

 (4/6)

1 ,
:

1 O,
:

1
(,) , q113q21
q132(1-q).

q111+q210=q11

q110+q213=3q21

3,1

0,0

3,0

0,3

0,0

1,3

0,1

1,0

391

(5/6)

2 ,
:

2 O,
:

q120+q221=q22

q123+q220=3q12

2
(,) , q223q12
3q(1-1)>=(1-q)(1-2).

3,1

0,0

3,0

0,3

0,0

1,3

0,1

1,0

392

196

 (6/6)

BayesNash (,,,) :

, 1=0.8, 2=0.2,
:

10.25
20.25
q132(1-q)
3q(1-1)>=(1-q)(1-2)

q0.43
q0.58

, 1=0.8, 2=0.2 q=0.7 (,,,)

Bayes-Nash.

(q,1,2)
,
.
393

(1/5)

. :

,
.
,
.

.
, s1
s2 ,

s1 s2.

.
394

197

 (2/5)

(
).

, .
, (,), (,), (,)
(,).
.
, (,)
.

1,1

3,0

0,3

2,2

1,0

3,1

0,2

2,3

395

(3/5)

,
(
) .

.
.
(,), (,), (,), (,).

1,1

3,0

0,3

2,2

0,0

2,1

1,2

3,3

396

198

 (4/5)

.

.

(,) ,
:

: *1+(1-)*0=
: *0+(1-)*1=1-

1- 0.5

.
0.5, (
<0.5).

(,).

1,1

3,0

0,3

2,2

0,0

2,1

1,2

3,3

397

(5/5)

,

(Iterated Elimination of
Dominated Strategy, IEDS).

,
.

!

398

199

 :
Cournot

399

(1/3)

Cournot,
, 1 2, .

Q1 Q2.
: P=a-b(Q1+Q2), a>0, b>0.

c.

i Qj j, ij, :

a c bQ j
ac
, Q j

2b
b
Ri (Q j )
ac
0,
Q j

b
400

200

 (2/3)

Nash (Q1*, Q2*),

:

Q1*=R1(Q2*)
Q2*=R2(Q1*)

ac
3b
1
2
P a c
3
3
(a c) 2
1 2
9b
Q1* Q2*

401

(3/3)

.
.

402

201

1
2.

1 c.
2 c+.

2.

0: ()=0

,
.

2 .
403

(1/3)

2 ( c+)
:

a (c )
a (c ) bQ1
, Q1

2
b
b
Q2 ( ) R2 (Q1 )
a (c )
0,
Q1
b

R2 (Q1 ) R20 (Q1 )

2b

Q2()=Q2(0),
2
1
=0.
404

202

 (2/3)

1
2.
2 Q2(),
1 Q1 :

, 1
, :

1(Q1,)=[a-b(Q1+Q2())-c]Q1

1(Q1,)=[a-b(Q1+Q2())-c]Q1

Q2() =Q2(0), 1
2 c.
1 :

ac
a c bQ2 (0)
, Q2 (0)

2b
b
Q1 R1 (Q2 ( ))
ac
0,
Q2 (0)
b

405

(3/3)

Bayes-Nash, Q1*, Q2*(),

:

Q1*=R1(Q2*())
Q2*()=R2(Q1*)

Q1*

ac
ac
, Q2 ( )

3b
3b
2b

P* ( ) a b(Q1* Q2* ( )) a b(Q1* Q2* (0))

1* ( ) ( P* c)Q1* ,
2

=0

P*

2* ( ) ( P* c )(Q2* (0) )
2

2b

406

203

1 .
:

2 .
.
1 .
2 .

407

(1/2)

1 ;
:

a (c )
a (c ) bQ1
, Q1

2b
b
Q2 ( ) R2 (Q1 )
a (c )
0,
Q1
b

ac
a c bQ2 ( )
, Q2 ( )

2b
b
Q1 R1 (Q2 ( ))
ac
0,
Q2 ( )
b

(
1)
1
Q2() 2 ( Q2(0).

408

204

 (2/2)

Nash Q1#(), Q2#():

ac
a c 2
Q1# ( )
,
Q2# ( )

3b 3b
3b
3b
:

P P*

1# ( ) ( P* c)(Q1* )

3
3b
2
2
2# ( ) ( P* c)(Q2* )
3
3b

409

1 , >0:

1 .
2 ,
1
.
=0,
1 .
1 .
2 .

, >0, 2
.
( )
<0. , <0, 2
.

:
, !

410

205

Mechanism design

411

,
/
.
.

.

: !

412

206

1:
,
.
2: , ,

.

3:
,
.

,
.
413

:
(1/2)

.

.
:

.

.

414

207

:
(2/2)

1: ,
.
2: ,
.

...

3: , .

, ,
, .

415

.


.
,
,
.
:

1:

(first-price auction).
2:

,
(second-price auction).
416

208



417

,
.

.

>>0

:
.

.
418

209

, .
,
, .

,

.

, ( ...)
:

max=+(1-)

419

( ), .

<max

420

210

.

.

, ,
- 0, .

,
.

,
, ( <max).

421

(1/2)

, p (p)
,
q (q<p, q),
Q.
,
:
p Qq

1 Q

,
:
p Qq

(-p)Q(-q) :

Q(-q)-p :

1 Q

,
, :

p Qq

1 Q

422

211

 (2/2)

(incentive-compatibility constraint).

p, q

(individual-rationality constraint).

,
:

=p+(1-)Qq

p, q Q

.

423

(1/3)

p Qq


1 Q
>p.

p Qq
Q p Q q
1 Q

>q, Q<-qQ >p.

.
p Qq
p 1 Q
p :
p Qq

1 Q
,
424
!

212

 (2/3)

, q
,
.

, =q

p Qq

1 Q

p> .

q=

p Qq
:
1 Q

p Q (1 Q)

425

(3/3)

Q,
.
, !
, 0Q1,
Q=0 Q=1 :

=p+(1-)Qq
=Q+(1-Q)

<, Q=0.

( p=).
>, Q=1.
, p=q=. 426

213

(Q=0 Q=1).

, ,
.
,
,
:

.

.

,
,
.

427

direct revelation mechanism

Revelation principle

428

214

 (1/3)

, .

( )

.

,
.

, (s,)
s.

s
s , :

(s,) (s,) s
(s,) (s,) s

s, s
(incentive compatible).

429

(2/3)

, s s
.

,
:

(s,) 0
(s,) 0
0
.

(individual-rationality constraints).



,
430
.

215

 (3/3)

,


.

.

(revelation principle ).

431

(1/2)

,
.

(s1,s1,s2,s2)
Bayes-Nash, :

s1
1 , ,
, s2 s2 .
s1, s2 s2.

(
) .

, !
432

216

 (2/2)

Bayes-Nash ,


.

.

(revelation principle ).

433

:
(1/8)

, A B.

Q A 2(10Q-Q2).
B (10Q-Q2).

2.
A.

B 1-.

434

217

:
(2/8)

.
A,
, 2(10Q-Q2)
:

2(10Q-Q2)-2Q

Q=4.5.
( )
PA=49.5 40.5.

q=4 PB=24
16.
435

:
(3/8)

, Q=q=4
P=PB=24.

, Q=4.5
P=PA=49.5.

16.

40.5.

,
.
436

218

:
(4/8)

,

:

.
, Q .
, q m.
Q>q M>m.

2(10Q-Q2)-M2(10q-q2)-m
(10q-q2)-m(10Q-Q2)-M

2(10Q-Q2)-M0
(10q-q2)-m0
437

:
(5/8)

2(10Q-Q2)-M0
(10q-q2)-m0

.
, >0,
m ,
,
.
:

(-2Q)+(1-)(m-2q)

2(10Q-Q2)-M 2(10q-q2)-m (10q-q2)-m

(10q-q2)-m=0

438

219

:
(6/8)

,
:

.
,
, ,
. :

2(10Q-Q2)-M2(10q-q2)-m

2(10Q-Q2)-M=2(10q-q2)-m

, ,
m ,
:

(18Q-2Q2)+(1-2)(10q-q2)-(1-)2q
439

:
(7/8)

,

Q q.
:

Q=4.5
q=(4-9)/(1-2)
, q0, >4/9
q=0.

440

220

:
(8/8)

. :
<=4/9, .

q=(4-9)/(1-2)
m=10q-q2 (
)
Q=4.5

.

>4/9
Q=4.5.

.

441

. :

,
Q ,
,

.
,
.
, q,
.

:
.
,
442
.

221

Auctions

443

(1/2)

(Sothebys, Christies)
, ...

, ,

.
444

222

 (2/2)

(..
) , ..

.

.

.

.

:

.

:

445
.
.

(ascending-bid auction).

.

.

.

/ /
.

Sothebys, , Travel.com

(English auctions).
446

223

.

.

(Dutch auction).

447

(sealed
auctions)
.

.
:

(first-price auction)
.
(second-price auction)

.

.
448
.

224

.
, .
,
1 2, (=).

1 2
, >.

p,
-p -p .

449

(1/2)

,
.

,
,
.

450

225

 (2/2)

.
1.
2,
50% 1.
1 :

, 2
/4
0.

1 + =0.75
+ = (+/2)
0.75-(+/2)=(-)/2

451

(1/10)

Bayes-Nash.
,
.
p 1 q
2.
(p,q,p,q),
:

p 1,
(p,q).

.
452

226

 (2/10)

(p,q,p,q)
q= 2.
2 q<,
q
q<q<.
(p,,p,).
,
1 p<.

1 p=,
0. ,
2, 1
.
453

(3/10)

1 ,
(
p ).

, .. , p,
.. p=p, p=p+1,
.
A p=p+2,
.

454

227

 (4/10)

p
:

1 b
[b1,b2].
P(bidb)
[b1, b]

,
, P(bid=b),
, 0.

[b1,b2] P(bidb)
.

455

(5/10)

b1=.

, 1 b=b1,

2 (
1 b=b1
).

, ,
b
, 1 b=b1
2.
1
b=b1= :

1
2

(b , 1) ( )
456

228

 (6/10)

1
,
.
1
b[b1,b2].

1 q= 2.

2, .
1 bB<b.

P(bb)

1
2

1
2

(b, 1) ( b) P(bid b)( b)

457

(7/10)

1
1
1
( b) P(bid b)( b) ( )
2
2
2

P(bidb) :

P(bid b)

b
b

b, b2,
P(bidb2)=1. b2 :

b2

2
458

229

 (8/10)

,
Bayes-Nash, 2
, 1

(+)/2 P(bid<b)=(b-)/(-b).

Bayes-Nash
.

P(bid<b) p(bid=b)
=10 =20.
459

(9/10)

b.

460

230

 (10/10)

p(bid=b).

461

1 (-)/2
2 0.

(
).
.


.
,
(revenue
equivalent).
462

231

Optimal Auctions

463

:

;

2
.

.
,

,
.

464

232

 (1/2)

P(,)
,
.

,
, :

P(,)=1-P(,)

,
:

,
1-P(,).

P(,)=

, ,
, :

P(,)
465

(2/2)

,
:

,
:

P() = P(,) + P(,) = ( P(,) + P(,) )

()
()
.

P() = + P(,) = ( +P(,) )

:

.

M ( ) M ( )
2

466

233

P( ) M ( ) P( ) M ( )
P( ) M ( ) P( ) M ( )

P( ) M ( ) 0
P( ) M ( ) 0
467

( 7986) :

P( ) M ( ) P( ) M ( )
P( ) M ( ) 0

[ P( ) P( )] P( )

, P() P(), :

P( , )

2

P( , )
4
2 8
468

234

P( , )

2

P( , )
4
2 8

P(,) P(,).

, P(,)=1.
, 2->0 >/2,
P(,)= .
, 2-<0 </2,
P(,)= 0.

469

>/2, :

P()=3/4

P()=1/4

M ( )

2
4

M ( )

</2, P(,)=0 P()=0, ()=0.

()=3/4.
:

3
8

470

235

 (1/3)

( )
.
,
1 (2+)/4,
2 /4.
,
,
, :

3
8

471

(2/3)

>/2,
:

.
(+)/4,
(3+)/8 -
.

P()=3/4, P()=1/4

,
() /4.

:

(2+)/4,
(+2)/4.
472

236

 (3/3)

</2,
2.

, ,
1 2
, 1
(+)/2 .
1
( )
!

473

.

, ,
.

.


!

474

237


475

,
.

,
.
.

.

: S
:
476

238

 2 (1/2)

,
.

.

,

.

477

2 (2/2)

( 1 2).

, .
{1, 2}

(x1, x2)
x1+x2=1.

.
478

239

S-

, S
,
.
S


S (S-allocation) .
N-
.

479

(1/2)

,
k , f(k+1)
, f .
m.

.
.

480

240

 (2/2)

m .


.
S
k
S- f(k+1)
S.

.
481

(1/2)

.

.

.

482

241

 (2/2)

.

,
.
S
S-
.

.
483

S
S-
S.

.

,

.

484
.

242

(worth) S
S
.

v(S).

: N={1, 2}, v({1})=v({2})=0,

v({1,2})=1.
: N = {1, ..., m+1} (
1):
1 S
0
v( S )
f (k 1) S 1 k
: N={1,2,3},
v({i})=0 i=1,2,3, v(S) = 1
S.

485

.
:

486

243

 (1/2)

n
, .. .
.


(
).

.

.
487

(2/2)

, 1 2

(v1, w2) (v2, w1), vi
1
i wi 2
.

488

244

.

,
.
S
S ,
, .

489

(1/2)

,

.

Please check!
490

245

 (2/2)

(cohesive) , {S1,...,Sk}

(aS1, aS2, , aSk),
,
N
i
aSj
i.

{S1, ..., Sk}
:

v(S1) + + v(Sk) v(N).

491

(stable)

.

aN
N

aN.

492

246

aN

, S,
xS(aN) S
v(S):

xS(aN) v(S)

493

{(x1, x2) : x1 + x2 = 1 xi 0 i = 1, 2}.

: 1
p 2 q.
:

{(x1, x2) : x1 + x2 = 1, x1 p, x2 q}

p+q>1, !

494

247

(x1, x2, x3)

.

x1 + x2 + x3 = f(3), x1,x2,x3 0 .
x1 f(1)
x1 + x2 f(2)
x1 + x3 f(2)

x2 f(3) - f(2)
x3 f(3) - f(2)
x2 + x3 f(3) - f(1)
495

(1/3)

,
()
.

.

,
.

496

248


(2/3)

.
S
S-
( )
S.

.

( 0 1)

497
.

(3/3)

.
,
.

498

249

 :

499

500

250

501

aN
f(n)
.


:

aN , 0 xj f(n) - f(n - 1)
j 2.

502

251

, f(n)-f(n-1)
(marginal product)
.

,
.


f(n)-f(n-1), ,
,
.
503

,
n-1
,
.

(x1, x2, ..., xn)

x1f(1)

504

252

w .
w0 .
wf(n)-f(n-1),
n - 1 .
w
.

f
.

..,
.
505

506

253

n .
k

(k/n)f(n) .
:

f(n)/n .

507

.
:

S
n/2
S- f(n)
S.

508

254

 :

509

(, ),
.

.
i vi.

- .
.
- .

;
510

255

( ).
S
S-

S, .

( ,
).

511

512

256

i : i
i : i
k* : i bi>i .
aN :

L* : .
B* : - .
ri : i .
pj : -
j.

ri=0 , pj=0
- .

513

aN, ,
i L* j B*:

ri=pj = p*

aN
p* ri = pj = p*
i L* j B*,
ri = pj = 0
L* j
B*.

p*
.
514

257

aN
, :

max{k*,k*+1}
min{k*,k*+1}.

.

.

515

1:

,

.

2:

.
,
1.

,
;
516

258

 :

517

n
.

.

.

.

.
518

259

-
.

o(i)
i.
2 :

o(1) = 1 o(2) = 2,
.
o(1) = 2 o(2) = 1,
.

12 -2.

519

...

, i,
, ...

... .

... 2 .

...

-2...
... -3!

520

260

.


.


, ...

.

521

(1/3)

3
:
1
h3
h2
h1

3
h2
h3
h1

2
h1
h2
h3

-3

aN:

h31, h12, h23

522

261

 (2/3)

2
h1
h2
h3

3
h2
h3
h1

, a'N,
:

1
h3
h2
h1

h21, h12, h33

S S
a'N.
, N
.

523

(3/3)

aN N
S
aS
aN
aN.
,


.

,
.
524

262

525

.



.

,
.

526

263

.


.
:

aN N


aN.

x .
, yx,
x y,
x y .
x Condorcet.
527

Condorcet

,


Condorcet. ,

Condorcet.

528

264

.
i xi*,

:

x x' x<x'<xi*
xi*<x'<x, x' x.

, Condorcet

.

529

, :

x1*, x2*, x3*

Condorcet

530

265

531

( )

532

266

Xs Ys .

X Y.
Y X.

(i) i

i j, (i)=j (j)=i.
i , (i)=i.

533

(i, j) X
Y i j (i)
j i (j).

(x1)
(x2)
(x3)
(y3)

=
=
=
=

y1
y2
x3
y3

534

267

 (1/3)

X

Y, Y

.
Y X
, X

( )
,
.

X X

Y.
535

(2/3)

536

268

 (3/3)

Y
.

X
X

, Y

.

.
537

269