L thuyt tr chi (Game Theory)

Nguyn Hoi Bo
November 6, 2007

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Ni dung hm nay
Nhng tnh hung m chng ta phi ng
x hng ngy
L thuyt tr chi l gi?
Tr chi ng vi thng tin y
Tr chi tnh vi thng tin y
Phn tch tnh hung.

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Lu :
Nhng hnh nh s dng trong bi ging ny c ly v t
http://images.google.com.vn/ v ch c tnh minh ho.

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H Ngc H vs c Tr
Tip tc hp
tc hay
khng?

Tip tc hp
tc hay
khng?

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Ai gi ai?

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Tui Tr vs Thanh Nin

Chn tin g ng trn

trang ba hm nay???

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Attila Elizabeth (SYM) vs. Air Blade (Honda)

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Ghen hay khng?

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Tr tin nhu hay Karaoke?

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Lm th no c cu tr li cho cc tnh
hung trn?
Mnh phi bit mnh,
v cng phi bit ngi
Ngi l ai?
H ang ngh g?
Mc tiu ca h l g?
H c nhng la chn no?

Tr li cc cu hi trn v a ra quyt
nh cho chnh mnh l mt tr chi
Bit mnh bit ngi, trm trn trm thng.
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L thuyt tr chi l g?
Game Theory: Nghin cu cc tnh hung ra quyt nh c
lin quan n nhiu ngi v cc quyt nh ca mi ngi
nh hng n quyt nh ca ngi khc.
Hay ni cc khc: L thuyt tr chi s xc nh xc sut
thnh cng khi cho trc mt khng gian chin lc. Ngha
l mi ngi u c hn 1 s la chn v la chn ca h
nh hng ln nhau.
V d: H Ngc H s on xem c Tr c hp tc vi
mnh na hay khng. Nu c th mnh c g v mt g,
nu khng th c g v mt g. c Tr cng toan tnh
nh vy.
V d: Nu hai ngi cng gi, th my ca c hai u bn.
Tt nht l mt ngi gi v mt ngi th i. Vn l ai
i?

L thuyt tr chi l g?
V d: Ban Bin tp bo Thanh Nin s phi c mt cuc
hp kn quyt nh chn tin g a ln trang 1 ca
bo ngy hm nay. V h cng bit ban Bin tp bo
Tui Tr cng hp u bn v vic ny.
V d: C hai dng xe, mt dng dnh cho phi yu v
mt dng dnh cho phi mnh. Vi ngn sch c hn,
bn thn Honda ln SYM khng th u t cng mt
lc c hai dng ny v h li l i th cnh tranh ca
nhau. Nu c hai cng tung ra cng lc 1 dng xe cho
phi mnh (hoc phi yu) th c hai u thit. Chin
lc tt nht l mi hng chn dng xe u t. Vn
l lm sao bit i th ca mnh ang u t dng xe
no?
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L thuyt tr chi l g?
V d: Nn ghen ra mt hay khng? N tu thuc vo
c kia c anh y hay khng? Nu c kia ang
th mnh ghen v mt tnh bn (c tn yu); cn
ngc li th khng cn ghen (c c tnh yu ln tnh
bn). V ngc li.
V d: Ai l ngi s tr tin trong bui hp mt hm
nay. Nu hi con gi dnh tr tin cho bui tic nhu
th hi con trai tr tin cho chu karaoke; v ngi li.
Hi no s hnh ng trc? Tin tr cho nhu (bnh
qun u ngi) l t hay nhiu hn tin tr cho karaoke
(bnh qun u ngi)?

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Nhng khi nim c bn

Ngi chi (Players): L nhng ngi tham gia vo mt hay
nhiu tr chi. V d: H v Tr, Honda v SYM; hai c gi
Lut chi (Rules): L nhng nguyn tc v ch ti trong mt cuc
chi.
K cc (Payoff): L lng hu dng (thng l tin) m mt ngi
chi khi thng hoc thua ca mt chin lc c th trong tr chi.
Chin lc (Strategy): L mt tp cc phi ng ca ngi chi c
th xy ra trong mt tr chi. Mt chin lc phi trn vn, xc nh
r rng trong cc tnh hung bt ng.
Chin lc p o (Dominant Strategy): L chin lc c kt cc
tt nht bt chp cc chin lc ca i th
Chin lc b p o (Dominated Strategy): L chin lc c kt
cc t nht bt chp cc chin lc ca i th

Nhng khi nim c bn

Chin lc thun tu (Pure Strategy): L chin lc d trn phn
on cc chin lc ca i th
Chin lc hn hp (Mixed Strategy): L chin lc khi khng
d on c chin lc ca i th.
Cn bng (Equilibrium): L mt kt qu (outcome) m trong
cc bn tham gia cuc chi khng mun thay i.
Cn bng p o (Dominant Strategy Equilibrium): L mt cn
bng m trong mi ngi chi u s dng chin lc p o
ca mnh.
Cn bng Nash (Nash Equilibrium): L cn bng m trong cc
ngi chi hnh ng iu tt nht m h c th lm khi i vi
hnh ng ca i phng.
Tnh th lng nan ca ngi t (Prinsoners dlemma): L mt
kt cc m mc d mi ngi hnh ng khnn ngoan theo t li
ca mnh nhng kt nhn c th khng khn ngoan
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Cc dng tr chi
Tr chi ng thi (Simultaneous-move game): hay
cn gi l tr chi tnh: l dng tr chi m cc ngui
chi phi hnh ng cng lc.
Ban bin tp bo Thanh Nin v Tui Tr phi ra quyt nh
ng thi.
Hai c gi phi cng quyt nh

Tr chi lun phin (Sequential-move game): hay

cn gi l tr chi ng, l dng tr chi c nhiu giai
on v mi ngi chi s hnh ng mi giai on.
Nu Honda ra quyt nh trc th SYM s rt d dng c quyt
nh.
Tr tin nhu hay karaoke l tr chi lun phin.
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Cc dng tr chi
Cn c vo thng tin
Tr chi vi thng tin y
(complete
information): l mi ngi
chi c th tnh ton
c kt cc (payoff) ca
cc ngi chi cn li.
Tr chi vi thng tin
khng y (incomplete
information).

Kh nng hp tc:
Tr chi hp tc
(cooperative games): cc
ngi chi cng lp
chng trnh hnh ng
v c bin php ch ti
cho nhng tho thun
chung.
Tr chi bt hp tc
(non- cooperative
games): khng c hp
ng (kh c), hoc
nu c th rt kh ch ti.

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Trong bi ging ny:

Tr chi c thng tin hon ho;

Tr chi khng hp tc; v
Tr chi lun phin v ng thi.

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Nm gi nh quan trng
1. Mi ngi ra quyt nh (ngi chi player) lun c hai hay nhiu la
2.
3.

4.

5.

chn.
Mi la chn phi dn n mt kt cc r rng (thng, thua hay ho) khi
kt thc cuc chi.
Kt cc c th cho mi ngi chi phi gn vi mi giai on kt thc
(mt tr chi c tng bng khng zero sum game ngha l tng tt c
cc kt cc ca cc ngi chi l bng zero khi kt thc mi giai on
chi).
Cc ngi chi u c kin thc hon ho v tr chi cng nh v i
phng ca h. Ngha l anh ta/ch ta bit y chi tit cc lut l ca
tr chi cng nh kt cc ca tt c cc ngi khc.
Tt c nhng quyt nh ca ngi chi l duy l (rational), mi ngi
chi, chng hn c hai la chn, th khi h s la chn ci no em
li kt cc tt nht.

Tr chi lun phin

(Sequential-move game)

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Tnh hung ca Honda vs. SYM

Nam

SYM

Honda

Nam
(-5; -5)
N
(10;20)
Nam
(20;10)

SYM

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N
(-5-5)

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Qui lut 1:
Nhn xa hn v suy lun ngc v
(Look ahead and reason backward)

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Ngi tin phong l ngi khn?

Khng chc!
Trong ch, nu gian hng ca bn l ngi nim yt gi
c nh trc, i th ca bn s c c hi h gi
dnh khch hng.
Trong mt trn nh, nu mt bn ra qun trc c th
bc l yu im v bia kia s khai thc.
Khi cng ty quyt nh tung ra mt sn phm mi trn th
trng. Bn phi u t ngi tiu dng hiu n l
g, cng dng mi, chc nng vt trt so vi cc sn
phm hin hnhngi i sau khng cn phi lm nh
vy na! H s ci trn lng (piggyback) trn lng ca
ngi i trc).
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Chin thut
e do (a threat): l chin lc tc ng vo
chi ph i phng thay i hnh vi hay nim
tin.
Li ha (a promise): l chin lc tc ng
vo li ch i phng thay i hnh vi hay
nim tin.
Mc tin cy (credibility) ca e do hay
li ha trong tr chi l yu t then cht.
V d: i m bo him hay khng?
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e do khng tin cy v tin cy

XYZ
Gia nhp

Khng gia nhp

Tn cng

$30 (ABC)
$-10 (XYX)

$40 (ABC)
$0 (XYX)

Khng tn cng

$50 (ABC)
$10 (XYX)

$100 (ABC)
$0 (XYX)

ABC

XYZ
Gia nhp

Khng gia nhp

Tn cng

$30 (ABC)
$-10 (XYX)

$40 (ABC)
$0 (XYX)

Khng tn cng

$20 (ABC)
$10 (XYX)

$70 (ABC)
$0 (XYX)

ABC

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Tr chi ng thi
(Simultaneously-move game)

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Quay bi hay khng?

Nhng sinh vin khc
Quay

Khng

Quay

8 (Mnh)
6 (Khc)

10 (Mnh)
4 (Khc)

Khng

4 (Mnh)
8 (Khc)

5 (Mnh)
5 (Khc)

Mnh

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Qui lut 2:
Nu c chin lc p o, hy s dng.
(If you have a dominant strategy, use it)

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Tnh th lng nan ca ngi t

Linh
Khai

Vit

Khai

Khng khai

5 nm

Th (Vit)
20 nm (Linh)

Khng khai 20 nm (Vit) Phc hi nhn

Th (Linh)
phm

Nhn xt:
Mc d mi ngi hnh ng khn ngoan,
nhng kt qu chung li khng khn ngoan.
Mi ngi vt rc ba bi, h qu l ai cng
chiu thit do ng ph bn thiu.
Tt c cc tnh u u i u t v cnh tranh
nhau, tt c u c kt cc xu (chy ua xung
y)
Ai cng c vt ln khi n ng t, khng chu
nhng, hu qu l tt c b kt li.
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Chin lc ca A v B

Gim gi
Khng lm
Cng ty A
g c
Ci tin
cht
lng

Gim gi

Cng ty B
Khng lm
g c

90 (A)
90 (B)
100 (A)
110 (B)
110 (A)
150 (B)

120 (A)
110 (B)
150 (A)
150 (B)
140 (A)
120 (B)

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Ci tin
cht
lng
150 (A)
110 (B)
200 (A)
140 (B)
170 (A)
170 (B)

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Chin lc ca A v B
i vi cng ty A:

i vi cng ty B:

Khng c chin lc p
o
Gim gi l chin lc
b p o bi hai chin
lc cn li.
Hy loi b chin lc
gim gi ra khi tr chi
cho d B chn chin lc
g i chng na

Khng c chin lc
thng tr
Gim gi l chin lc
b p o bi chin lc
ci tin cht lng
Lu , gim gi khng
phi l chin lc b p
o bi chin lc
khng lm g c.

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Chin lc lp li

Gim gi
Khng lm
Cng ty A
g c
Ci tin
cht
lng

Gim gi

Cng ty B
Khng lm
g c

90 (A)
90 (B)
100 (A)
110 (B)
110 (A)
150 (B)

120 (A)
110 (B)
150 (A)
150 (B)
140 (A)
120 (B)

Hoai Bao

Ci tin
cht
lng
150 (A)
110 (B)
200 (A)
140 (B)
170 (A)
170 (B)

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Qui lut 3:
Nu khng c chin lc p o, c tm mt chin lc
p o lp li khc.
(If you do not have any dominant strategy, try to find an
iterated dominant strategy)

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Khi khng c chin lc p o

Uniliver

P&G

Qung co

Khng

Qung co

10 (P&G)
5 (Uni)

15 (P&G)
0 (Uni)

Khng

6 (P&G)
8 (Uni)

20 (P&G)
2 (Uni)

Uniliver chn chin lc p o, P&G phi chn chin lc

da theo: Khng.

Qui lut 4:
Nu khng c chin lc p o, gi s i phng ca
mnh h s dng chin lc p o ca h, khi chn
chin lc ph hp tip theo.
(If you do not have any dominant strategy, then assume
that your rival will use this dominant strategy and choose
your strategy accordingly)

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Pepsi vs. Coke

Khng ai c
chin lc
p o!

Pepsi
Gi thp
Gi thp

Coke

Gi trung
bnh
Gi cao

100 (C)
75 (P)
95 (C)
90 (P)
90 (C)
110 (P)

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Gi trung
bnh
120 (C)
70 (P)
130 (C)
95 (P))
120 (C)
120 (P)

Gi cao
140 (A)
60 (B)
150 (C)
110 (P)
160 (C)
110 (P)

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Nu khng c chin lc p o
Khi , chin lc tt nht cho mi ngi
chi l hnh x da trn cc chin lc
m h ngh rng i th ca mnh s s
dng.
Trong tnh hung trn: Coke chn gi
thp th Pepsi nn chn gi thp.
Ngc li, nu Pepsi chn gi thp th
Coke cng chn gi thp. Cn bng ny
c tn gi l cn bng Cn bng Nash.
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Mt v d khc v cn bng Nash

Kinh

c Pht

Gi thp

Qung co

Gi thp

60 (P)
60 (K)

60 (P)
80 (K)

Qung co

80 (P)
60 (K)

50 (P)
50 (K)

C hai cn bng Nash tnh hung trn

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Qui lut 5:
Nu c hai u khng c chin lc p o, nn
chn mt tnh hung cn bng chung.
(If neither firms has a dominant strategy, you
should choose the equilibrium)

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Nu khng c cn bng Nash

Kinh

c Pht

Gi thp

Qung co

Gi thp

15 (P)
15 (K)

17 (P)
14 (K)

Qung co

17 (P)
14 (K)

15 (P)
15 (K)

Khng c cn bng no trong tnh hung ny.

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Chin lc hn hp
Gi p l xc sut c Pht chn chin
lc gi thp; khi (1-p) l xc sut
ca chin lc qung co.
Gi q l xc sut Kinh chn chin lc
gi thp; khi (1-q) l xc sut ca
chin lc qung co.
(p; q <1)
Khi (xem hnh bn)
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Li nhun k vng
Kinh (q)

c
Pht
(p)

Gi thp

Qung co

Gi thp

15 (P)
15 (K)

17 (P)
14 (K)

15q+17(1-q)
15q+14(1-q)

Qung co

17 (P)
14 (K)

15 (P)
15 (K)

17q+15(1-q)
14q+15(1-q)

15p+17(1-p)
15p+14(1-p)

17p+15(1-p)
14p+15(1-p)

Trong bng trn, cc cp nht li nhun k vng (expected

profit) cho mi chin lc ca tng cng ty.
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Gii thch thm

Li nhun k vng
ca c Pht khi h
chn gi thp

Kinh (q)

Gi thp
Gi thp

15 (P)
Li nhun k
15vng
(K)ca

c
Pht
(p)

17 (P)
14 (K)

15q+17(1-q)
15q+14(1-q)

14 (K)

15 (P)
15 (K)

17q+15(1-q)
14q+15(1-q)

15p+17(1-p)
15p+14(1-p)

17p+15(1-p)
14p+15(1-p)

Kinh khi c Pht

Qung cochn gi
17thp
(P)

Li nhun k vng
ca Kinh khi h
chn gi thp

Qung co

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c Pht
Gim gi

Qung Co

17

17

15

15

0.5

Nu q <0.5 la chn tt nht cho c Pht l nn gim gi, v

ngc li, nu q>0.5 th Qung co.
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Kinh
Gim gi

Qung Co

17

17

15

15

0.5

Nu p <0.5 la chn tt nht cho Kinh l nn gim gi, v

ngc li, nu p>0.5 th Qung co.
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Nu c hai u chn trung dung:

p = q = 0.5
Kinh (q=0.5)

c
Pht
(p=0.5)

Gi thp

Qung co

Gi thp

15 (P)
15 (K)

17 (P)
14 (K)

16
14.5

Qung co

17 (P)
14 (K)

15 (P)
15 (K)

16
14.5

16
14.5

16
14.5

16
14.5

Khi ny la chn chin lc khng cn ngha na!

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MaiLinh vs. VinaSun

MaiLinh

VinaSun

Khng

-50 (VS)
-50 (ML)

100 (VS)
0 (ML)

Khng

0 (VS)
100 (ML)

0 (VS)
0 (ML)

Tr chi ny c 2 cn bng Nash.

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Th tm mt chin lc hn hp
MaiLinh (q)

VinaSun
(p)

Khng

-50 (VS)
-50 (ML)

100 (VS)
0 (ML)

Khng

0 (VS)
100 (ML)

0 (VS)
0 (ML)

-50q+100(1-q) = 0 v -50p + 100(1-p) = 0

Kt qu: q = p = 2/3: Nh vy, MaiLinh hoc Vinasun c th thu li khi m
h tin chc rng i th ca mnh khng tham gia th trng ngch
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Qui lut 6:
Phi tm chin lc hn hp khi khng c chin
lc cn bng. V ngay c khi c chin lc cn
bng cng th tm mt chin lc hn hp.
(Try mixed strategy even if pure strategy
equilibrium exists, and definitely if pure strategy
equilibrium does not exist.)

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Ph lc:
Nhng tc gi nghin cu v
pht trin l thuyt tr chi

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In the beginning
Some game-theoretic ideas
traced back to the 18-th
century.
Emile Borel (1871~1956) and
John von Neumann
(1903~1957) began the major
development of game theory.

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John Nash (1928--)

Received his Ph.D. from
Princeton University
with a 28-page thesis on
his 22-nd birthday.
Invented the notion of
Nash equilibrium.

Wrote a seminal paper

on bargain theory.
Xem phim A beautiful
Mind ni v cuc i
ca John Nash.
Slide 1

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Applications of game theory

Economic theory
Political science
Psychological study
Evolutionary biology (1970..)
Computer science
Yaos Lemma (1977)

Game theory, spring

2006

Slide 1

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Nobel Prize in Economic Sciences 1994

John C. Harsanyi

John F. Nash Jr.

Reinhard Selten

"for their pioneering analysis of equilibria in the

theory of non-cooperative games"
55

Nobel Prize in Economic Sciences 2005

Robert J. Aumann

Thomas C. Schelling

"for having enhanced our understanding of

conflict and cooperation through
game-theory analysis"
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