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The Life and Work of John Forbes Nash Jr.
WINNER OF THE BANK OF SWEDEN PRIZE IN ECONOMIC SCIENCES
IN MEMORY OF ALFRED NOBEL, 1994
CS 294-6: Reading the Classics
Prof. Christos H. Papadimitriou
Fall 2004, U C Berkeley
Ben Blum, Arindam Chakrabarti, and Kamalika Chaudhuri
Graduate Students
Department of Electrical Engineering and Computer Sciences
University of California at Berkeley
f
bblum,arindam,kamalika
g
@CS.Berkeley.EDU
October 12, 2004
1 Introduction to game theory
The theory of games is the branch of mathematics used to model and analyse the interaction be-
tween rational agents in the real world. Game theory finds application in economics to model the
interaction between various agents, in political science to analyse decision making, and even in bi-
ology to analyze evolutionary dynamics. Traditionally game theory has been studied by economists
and mathematicians. Recently there has been a surge in interest in game theory in the computer
science community. From a theoretical computer science perspective, the field of game theory is
an untapped source of interesting unsolved computational problems. For example, until recent re-
search, nothing had been known about the computability of Nash equilibria, a concept that has been
used by game theoreticians for the last five decades, and till now, the problem remains open even
for two-player games. Systems researchers on the other hand, have been looking at game theory
to model and draw conclusions about the behaviour of individual machines in large scale networks
such as the internet.
In game theory, the interaction between agents is modeled in the form of a strategic game. A strate-
gic game has two components: a set
N
of
n
players, and a set
S
i
of strategies for each player. When
all players choose a strategy from their available set, they each get a payoff which depends on the
strategies of all the players.
1
1 INTRODUCTION TO GAME THEORY
2
Rock Paper Scissors
Rock 0, 0 -1, 1 1, -1
Paper 1,-1 0,0 -1, 1
Scissors -1,1 0,0 1, -1
Figure 1: Table showing the payoffs for Rock-Paper-Scissors
1.1 Example
Consider the following simple two player game known popularly as Rock-paper-scissors. As the
rules of the game go, each player pick either of three objects - rock, paper and scissors. Scissors
cut paper, rock blunts scissors and paper covers rock. When one player plays scissors and the other
paper, the scissors player wins and so on. When both play the same strategy, there is a draw.
In game theory, we represent this game by the bimatrix shown in Table 1.1. The strategies of player
A occur along the rows, and the strategies of player B along the columns of this table. When the row
player plays strategy
i
and the column player plays strategy
j
, the payoffs they obtain occur in cell
(
i; j
)
. Note that this is a compact representation of the rules of the game. A player wins the game if
he obtains a payoff of 1, and loses the game if his payoff is -1. In general, the payoff is in some sense
a measure of the benefit or utility the player obtains from the outcome that results from the choices
of all the players. The basic assumption underlying game theory is that all players are rational - that
is, they always aim to maximize their own payoffs from the game. Whether this assumption is rea-
sonable has been a subject of much debate. We defer a brief discussion to the end of the next section.
Given a set
S
i
of strategies available to player
i
, a mixed strategy is a sequence of
j
S
i
j
non-negative
numbers which add up to one, and which have a one-to-one correspondence with
S
i
. One can think
of a mixed strategy as a probability distribution over the set of strategies; the number corresponding
to a particular strategy
s
in
S
i
represents the probability with which
s
is picked. For example, in
Rock-paper-scissors,
(1
=
3
;
1
=
3
;
1
=
3)
can denote a mixed strategy of the row player. The row player
would execute this mixed strategy if at any given execution of the game, she picks each of the strate-
gies rock, paper and scissors at random with probability
1
=
3
.
To distinguish from mixed strategies, we call the strategies in the original set
S
i
pure strategies for
the rest of the section.
Definition 1 (Nash Equilibrium) A Nash equilibrium is defined as a set of (possibly mixed)
strategies chosen by all the players, such that no player wants to change his strategy provided the
other players follow their current strategies. More formally, if
p
i
(
t
1
; : : : ; t
i
; : : : ; t
n
)
is the payoff
received by player
i
when players
1
; : : : ; n
play strategies
t
1
; : : : ; t
n
respectively, then the strategies
(
t
1
; : : : ; t
n
)
form a Nash equilibrium if:
p
i
(
t
1
; : : : ; t
i
; : : : ; t
n
)
p
i
(
t
1
; : : : ; s
i
; : : : ; t
n
)
8
s
i
2
S
i
(1)
holds for all players
i
.
2 A BRIEF HISTORY OF GAME THEORY
3
For example in Rock-paper-scissors, it is easy to verify that the mixed strategies
(1
=
3
;
1
=
3
;
1
=
3)
,
(1
=
3
;
1
=
3
;
1
=
3)
form a Nash equilibrium. Again, the usefulness of such equilibrium points as a
measure of behaviour has been a subject of much debate. We defer a discussion to a later section.
Note that a game can have no Nash equilibria in which the strategies adopted by all the players are
pure strategies. One can easily verify that the example Rock-paper-scissors presented above is such
a game. Nash’s major contribution to game theory was to show that every game has a mixed strategy
Nash equilibrium. His seminal paper
[
15
]
opened the doors for a long line of research on various
forms of equilibria and their properties.
2 A brief history of game theory
The theory of games, in the form we know it today, began with Von Neumann in 1928
[
21
]
. This is
not to say that games had received no previous attention in the literature. In 1921, Emile Borel, a
French mathematician, first considered games of strategy in the abstract, and suggested that mixed
strategies—randomization over actions—might be necessary in optimal play
[
3
]
. However, his
definitions were limited to symmetric, two-player games, and he failed to fully characterize opti-
mal strategies. Much earlier, in 1838, a French philosopher named Antoine Cournot solved a few
isolated problems in economic theory using methods that anticipated the later discoveries of Nash
himself (see his famous duopoly model, for example)
[
5
]
. But it was Von Neumann who first defined
games in their full generality, who popularized them and foresaw their wide applicability to eco-
nomics and political science, and who made the first significant advances toward their solution. In
his 1928 paper, titled “A Theory of Parlor Games”, he provided the first definition of extensive-form
games, still the most fundamental definition in game theory, and argued that all extensive-form
games could be reduced to a simplified “normal form” in which players move once, without any
information about their opponents’ moves. He then fully characterized optimal play in zero-sum
two-player games (games of a strictly competitive nature, in which one player wins exactly the
amount lost by the other) using his famous minimax theorem.
It was this latter result that truly inaugurated the study of games and strategies. It demonstrated
that game theory was a useful formalism, capable of positive statements about rational behavior.
Von Neumann himself, responding to claims by Maurice Frechet that Borel was the true founder of
Game Theory, wrote in a notice to the journal Econometrica:
“I am somewhat surprised that Professor Frechet views the mere desire to mathematize
strategic concepts and the straight formal definition of a pure strategy as the main
agenda of an “initiator” in this field. Throughout the period in question I felt that
there was nothing worth publishing until the minimax theorem was proved.”
[
23
]
Perhaps because of the strength of the minimax solution, Von Neumann based his entire theory upon
zero-sum games. In his seminal 1944 book with Morgenstern, A Theory of Games and Economic
Behavior
[
24
]
he began with a thorough explication of the theory of two-player zero-sum games,
and proceeded to discuss, separately, three-person, four-person, and n-person zero-sum games—in
each case by reduction (through the formation of coalitions) to the zero-sum two-player case. His
“solutions” for these cases were not complete; he gave few guidelines for how coalitions might
2 A BRIEF HISTORY OF GAME THEORY
4
be formed. Furthermore, these solutions rested upon numerous assumptions: that players would
form coalitions at the onset of the game; that these coalitions would not change over the course of
the game; and that each coalition would act as a single player, with perfect agreement among its
constituents. Most prominently, they relied on the zero-sum assumption, which excluded nearly all
economic scenarios of interest—when any sort of good is produced, the total value of a game is
likely to be non-zero.
It is understandable that Von Neumann, whose word at the time was definitive, restricted his at-
tention to tractable games (and we use “tractable” here in the loose sense, since a full 110 pages
were devoted to three- and four-player zero-sum games). But it left the general applicability of the
theory of games open to serious doubts. When John Nash came to game theory in 1949, the set of
games for which anything at all could be said about optimal play was a tiny and largely insignificant
subclass. It would have been impossible to attempt coalitional analysis of games with more than a
few players; even in small games, the analysis was complicated and not entirely conclusive. After
Nash’s first paper, a one-page notice in the Proceedings of the National Academy of Sciences
[
16
]
,
game theory could assure that rational behavior existed in any game, of any size. It was a tremen-
dous breakthrough.
However, it was not immediately accepted as such. In 1953, three full years after the publication of
Nash’s result, Von Neumann and Morgenstern published the third edition of the “Theory of Games
and Economic Behavior”, the definitive text on game theory at the time. The opportunity was cer-
tainly available to them to write an extra chapter or appendix on Nash’s results. Instead, all Nash
received was the following brief mention in the preface: “In the theory of n-person games, there
have been some further developments in the direction of ’non-cooperative’ games. In this respect,
particularly the work of J.F. Nash must be mentioned.”
[
25
]
It seems likely that Von Neumann re-
garded “non-cooperative” games as a specialized subclass of at most passing interest. In fact, when
Nash first discussed his existence theorem with him, Von Neumann told him that it was merely a
nice fixed-point result
[
14
]
.
2.1 Why did von Neumann miss it ?
It is interesting to note that Von Neumann was no stranger to fixed-point results. In 1937 he was the
first to employ what would later be called the Kakutani fixed point theorem, in his classic paper on
the existence of a certain kind of general economic equilibrium
[
22
]
. This is precisely the fixed-point
theorem that Nash used to prove the existence of equilibria in non-cooperative games. Furthermore,
the notion of equilibria in general as economic solutions was very familiar to the Vienna Collo-
quium, the center of game theory-influenced economics in the 1940s, of which Von Neumann was
a key member. Why, then, did Von Neumann, arguably the leading mathematician of his day, fail
to obtain Nash’s “nice fixed-point result” himself? The answer seems clear: he never found the
solution because he never correctly formulated the question. It probably never occurred to him to
make the assumption that players would not cooperate. If it did, perhaps he considered it even more
restrictive than the zero-sum assumption. Since it took him at least three years to appreciate the
importance of Nash’s work, it is unlikely that he was open enough to the idea to have developed
it himself (although, of course, competitive attachment to his own theory must also be taken into
3 BIRTH OF A STAR
5
account). If we’d like to indulge in psychological speculation (although such speculation is always
suspect), we might guess that Von Neumann, the outgoing socialite, was more inclined to consider
cooperation, whereas Nash, the isolated eccentric, may have unconsciously attached a hidden social
cost to the formation of alliances. This is sort of a goofy way of looking at it. More seriously, the
formation of coalitions was the clearest way that games of more than two players might be reduced
to the two-player zero-sum games whose solution Von Neumann was so pleased with. In effect, Von
Neumann spent his efforts constructing methods by which this solution might be applied to larger
games, rather than seeking a generalization of the minimax solution which he did not believe to
exist.
Despite Von Neumann’s dismissive attitude toward the Nash equilibrium, it truly is a natural gen-
eralization of the minimax solution. Von Neumann himself gives a characterization of the minimax
solution in section 17.9.1, comment 17:D of
[
23
]
that is precisely the definition of a Nash equi-
librium. He apparently didn’t observe that this definition is realizable even when the game is not
zero-sum. In the case of rock-paper-scissors, our intuition tells us that if the payoffs are perturbed
slightly, the game doesn’t change that much—if either player chooses one action deterministically,
they can be soundly beaten by the other. The only reasonable way to play is, as before, to choose ac-
tions nearly uniformly at random. In other words, the minimax solution should perturb only slightly
when the payoffs are perturbed. But, in fact, the perturbation of payoffs, even by an infinitesimal
amount, renders the minimax solution entirely inapplicable because the game is no longer zero-
sum. Suddenly Von Neumann’s methods say nothing at all about the solution to the game. But the
minimax solution of rock-paper-scissors is also the game’s unique Nash equilibrium, and unlike the
minimax solution, this Nash equilibrium perturbs exactly as we expect it too. It is a bit surprising
that Von Neumann didn’t examine his solution from this perspective.
3 Birth of a star
John Forbes Nash Jr. was born to John Forbes Nash Sr., and Margaret Virginia (Martin) Nash in
Bluefield, West Virginia, on June 13, 1928. As a child he was extremely intelligent and had a great
thirst for knowledge. By the age of twelve he had turned his room into a laboratory and spent a
great deal of time doing experiments involving mainly high school physics and chemistry, though
quite a few were rather non-standard; for example, he reportedly found a way to modify the tele-
phone circuitry so that it would not ring when somebody called. Subsequently however, when he
was fifteen, Nash engaged in bomb-making with two other friends, one of whom was killed in an
accidental explosion
[
14
]
.
From an early age, John Nash’s parents were worried about John’s lack of interest in friends and
childish pursuits. However, it was also clear to them that he was different from other children his
age; he was far more intelligent. Whether his lack of interest in socializing merely a by-product of
his genius, or a sign of a deeper problem: an inability to connect to people, was not clear to them.
They tried to involve him in social activities like Boy Scout camp, Sunday Bible classes, etc. His
sister Martha (two and half years younger) was asked, (much to her chagrin; she thought him to be
somewhat odd), to include him in her social circle.
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