{"title":"二次最优双矩阵对策","authors":"S. Lahiri","doi":"10.22457/jmi.v21a04199","DOIUrl":null,"url":null,"abstract":"In this paper, we introduce the class of quadratically optimal (bi-matrix) games, which are bi-matrix games whose set of equilibrium points contain all pairs of probability vectors which maximize the expected pay-off of some pay-off matrix. We call the equilibrium points obtained in this way, quadratically optimal equilibrium points. We prove the existence of quadratically optimal equilibrium points of identical bi-matrix games, i.e. bi-matrix games for which the two pay-off matrices are equal, from which it easily follows that weakly potential bi-matrix games (a generalization of potential bimatrix games) are quadratically optimal. We also show that those weakly potential square bi-matrix games which have potential matrices that are two-way matrices are quadratically and symmetrically solvable games (i.e. there exists a square pay-off matrix whose expected pay-off maximizing probability vectors subject to the requirement that the two probability vectors (row probability vector and column probability vector) being equal) are equilibrium points of the bi-matrix game. We show by means of an example of a 2×2 identical symmetric potential bi-matrix game that for every potential matrix of the game, the set of pairs of probability distributions that maximizes the expected pay-off of the potential matrix is a strict subset of the set of equilibrium points of the potential game.","PeriodicalId":43016,"journal":{"name":"Journal of Applied Mathematics Statistics and Informatics","volume":"13 1","pages":""},"PeriodicalIF":0.3000,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Quadratically Optimal Bi-Matrix Games\",\"authors\":\"S. Lahiri\",\"doi\":\"10.22457/jmi.v21a04199\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this paper, we introduce the class of quadratically optimal (bi-matrix) games, which are bi-matrix games whose set of equilibrium points contain all pairs of probability vectors which maximize the expected pay-off of some pay-off matrix. We call the equilibrium points obtained in this way, quadratically optimal equilibrium points. We prove the existence of quadratically optimal equilibrium points of identical bi-matrix games, i.e. bi-matrix games for which the two pay-off matrices are equal, from which it easily follows that weakly potential bi-matrix games (a generalization of potential bimatrix games) are quadratically optimal. We also show that those weakly potential square bi-matrix games which have potential matrices that are two-way matrices are quadratically and symmetrically solvable games (i.e. there exists a square pay-off matrix whose expected pay-off maximizing probability vectors subject to the requirement that the two probability vectors (row probability vector and column probability vector) being equal) are equilibrium points of the bi-matrix game. We show by means of an example of a 2×2 identical symmetric potential bi-matrix game that for every potential matrix of the game, the set of pairs of probability distributions that maximizes the expected pay-off of the potential matrix is a strict subset of the set of equilibrium points of the potential game.\",\"PeriodicalId\":43016,\"journal\":{\"name\":\"Journal of Applied Mathematics Statistics and Informatics\",\"volume\":\"13 1\",\"pages\":\"\"},\"PeriodicalIF\":0.3000,\"publicationDate\":\"2021-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Applied Mathematics Statistics and Informatics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.22457/jmi.v21a04199\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"MATHEMATICS, APPLIED\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Applied Mathematics Statistics and Informatics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.22457/jmi.v21a04199","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
In this paper, we introduce the class of quadratically optimal (bi-matrix) games, which are bi-matrix games whose set of equilibrium points contain all pairs of probability vectors which maximize the expected pay-off of some pay-off matrix. We call the equilibrium points obtained in this way, quadratically optimal equilibrium points. We prove the existence of quadratically optimal equilibrium points of identical bi-matrix games, i.e. bi-matrix games for which the two pay-off matrices are equal, from which it easily follows that weakly potential bi-matrix games (a generalization of potential bimatrix games) are quadratically optimal. We also show that those weakly potential square bi-matrix games which have potential matrices that are two-way matrices are quadratically and symmetrically solvable games (i.e. there exists a square pay-off matrix whose expected pay-off maximizing probability vectors subject to the requirement that the two probability vectors (row probability vector and column probability vector) being equal) are equilibrium points of the bi-matrix game. We show by means of an example of a 2×2 identical symmetric potential bi-matrix game that for every potential matrix of the game, the set of pairs of probability distributions that maximizes the expected pay-off of the potential matrix is a strict subset of the set of equilibrium points of the potential game.