A two-player fantasy game: with one player’s mixed strategy fixed, we look for the other’s best response by computing their expected winnings as a function of the probability of play.

Example — Strega/Gigante vs Cavaliere/Drago

Player 1 chooses Strega (S) or Gigante (G); Player 2 chooses Cavaliere (C) or Drago (D). The plays are independent (both play blind). The payoff matrix (v1;v2)(v_1; v_2) is:

G1 / G2CavaliereDrago
Strega(1;2)(1; -2)(2;3)(-2; 3)
Gigante(3;1)(3; -1)(3;3)(-3; -3)

Suppose G1 has already fixed the mixed strategy P(S)=1/3P(S)=1/3, P(G)=2/3P(G)=2/3. Find G2’s optimal strategy (parameter p=P(C)p=P(C), 1p=P(D)1-p=P(D)).

Joint probabilities (independent plays): P(S,C)=13p,P(S,D)=13(1p),P(G,C)=23p,P(G,D)=23(1p).P(S,C)=\tfrac{1}{3}p,\quad P(S,D)=\tfrac{1}{3}(1-p),\quad P(G,C)=\tfrac{2}{3}p,\quad P(G,D)=\tfrac{2}{3}(1-p).

G2’s expected winnings (sum over the four profiles of the payoffs v2v_2 times their respective probabilities):

\bar V_2(p) &= (-2)\cdot\tfrac{1}{3}p + 3\cdot\tfrac{1}{3}(1-p) + (-1)\cdot\tfrac{2}{3}p + (-3)\cdot\tfrac{2}{3}(1-p) \\ &= -\tfrac{2}{3}p + 1 - p -\tfrac{2}{3}p - 2(1-p) \\ &= -\tfrac{7}{3}p + 1 - 2 + 2p \\ &= \tfrac{-7+6}{3}p - 1 \\ &= -1 - \tfrac{p}{3}. \end{align*}$$ **Conclusion (line decreasing in $p$).** $\bar V_2(p)=-1-p/3$ is *decreasing* in $p$: G2 minimises their loss by choosing $p=0$, that is *always Drago*. G2's optimal winnings are $\bar V_2(0)=-1$ (they always pay $1$ EUR on average).

Topics: Probabilita
Concepts: Matrice di payoff · Strategia mista · Valore atteso
Methods: Strategia mista · Valore atteso
Skills: Calcolo probabilita · Modellizzare