Definition (two person zero-sum finite game)

An extensive form of a two-person zero-sum finite game without chance moves is a finite tree structure with

  1. a specific vertex indicating the starting point of the game
  2. a payoff function assigning a real number to each terminal vertex of the tree, determining the payoff (or respectively, loss) to P2 (respectively, P1)
  3. partition of the nodes of the tree into two player sets, N1\overline{N}^1 and N2\overline{N}^2 for P1 and P2 respectively
  4. subpartition of each player set into information sets {ηji}\{\eta_j^i\}, such that the same number of intermediate branches emanates from every node belonging to the same information set, and no node follows another node in the same information set

(convention: P1 minimizer, P2 maximizer)

Equivalent normal form

an equivalent normal form exists

Definition (vector form)

A game in extensive form (or extensive-form game) is an ordered vector

Γ=(N,V,E,x0,(Vi)i∈N,O,u)\Gamma = (N, V, E, x^0, (V_i)_{i \in N}, O, u)

where

  • NN is a finite set of players
  • (V,E,x0)(V, E, x^0) is a tree called the game tree
  • (Vi)i∈N(V_i)_{i \in N} is the partition of the set of vertices that are not leaves
  • OO is the set of possible game outcomes
  • uu is a function associating each leaf of the tree with a game outcome in OO

Definition (game in extensive form with chance moves and imperfect information)

A game in extensive form (with chance moves and with imperfect information) is a vector

Γ=(N,V,E,x0,(Vi)i∈N,(px)x∈V0,(Uij)i∈Nj=1,...,ki,O,u)\Gamma = (N, V, E, x^0, (V_i)_{i \in N}, (p_x)_{x \in V_0}, (U_i^j)_{i \in N}^{j = 1,...,k_i}, O, u)

where, in addition to the variables above,

  • pxp_x is a probability distribution over the set of edges from xx,
  • (Uij)j=1,...,ki(U_i^j)^{j = 1,...,k_i} is a partition of ViV_i for a player i∈Ni \in N
  • the pair (Uij,A(Uij))(U_i^j, A(U_i^j)) is an information set of player ii for each player i∈Ni \in N and j∈{1,2,...,ki}j \in \{1,2,...,k_i\}
    Here, each element UijU_i^j in the partition (Uij)j=1,...,ki(U_i^j)^{j = 1,...,k_i} of ViV_i is an information set of player ii.

Notes

  • may be described by directed graph G=(V,E)G = (V,E)
  • finite games may be described by finite graphs, infinite games by infinite graphs
  • measure theory may be used to describe infinite games

References

  1. T. Başar and G.J. Olsder, Dynamic Noncooperative Game Theory, 2nd edition, Classics in Applied Mathematics, SIAM, Philadelphia, 1999, pp. 36-39.
  2. M. Maschler, E. Solan, and Shmuel Zamir, Game Theory, Cambridge University Press, 2013, p. 43.
  3. https://web.stanford.edu/~jdlevin/Econ 203/ExtensiveForm.pdf
  4. https://web.xidian.edu.cn/luanhao/files/20180411_115325.pdf
  5. https://www.asc.ohio-state.edu/peck.33/gametheory/extensive
  6. https://math.stackexchange.com/questions/2234391/signalling-game-how-to-draw-the-normal-form-matrix
  7. https://web.stanford.edu/~jdlevin/Econ 203/ExtensiveForm.pdf
  8. https://www.cs.ubc.ca/~kevinlb/teaching/cs532a - 2006-7/lectures/lect11.pdf