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Quant版 - 问个题
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1 (共1页)
e**********n
发帖数: 359
1
A, B play a zero sum game. Both of them can choose between 'red' and 'blue'.
If they both choose red, A wins 3, if both choose blue, A wins 1, otherwise
, A loses 2. What are the best strategies of A and B?
n****e
发帖数: 629
2
A: 3/8 Red, 5/8 Blue.
I'll leave it to you to figure out B's best strategy.

'.
otherwise

【在 e**********n 的大作中提到】
: A, B play a zero sum game. Both of them can choose between 'red' and 'blue'.
: If they both choose red, A wins 3, if both choose blue, A wins 1, otherwise
: , A loses 2. What are the best strategies of A and B?

h**********y
发帖数: 41
3
let A chooses red with probability p, and B chooses red with probability q,
then
E(A)=(8q-3)p-3q+1
E(B)=(3-8p)q+3p-1
In the equilibrium state:
dE(A)/dq=8p-3=0
dE(B)/dp=3-8q=0
So, p=3/8, q=3/8
e**********n
发帖数: 359
4
Thanks a lot!
1 (共1页)
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