Adaptation And Learning In Blotto Games

Similar documents
Solving the Blotto Game: A Computational Approach

ECO 199 B GAMES OF STRATEGY Spring Term 2004 PROBLEM SET 4 B DRAFT ANSWER KEY

Computational Learning Theory Spring Semester, 2003/4. Lecture 1: March 2

ECON 459 Game Theory. Lecture Notes Auctions. Luca Anderlini Spring 2015

Do not open this exam until told to do so.

6.254 : Game Theory with Engineering Applications Lecture 2: Strategic Form Games

Week 7 - Game Theory and Industrial Organisation

Optimization in ICT and Physical Systems

0.0.2 Pareto Efficiency (Sec. 4, Ch. 1 of text)

Equilibrium: Illustrations

Nash Equilibria and. Related Observations in One-Stage Poker

ECON Game Theory Exam 1 - Answer Key. 4) All exams must be turned in by 1:45 pm. No extensions will be granted.

Bayesian Nash Equilibrium

Game Theory 1. Introduction

Game Theory and Algorithms Lecture 10: Extensive Games: Critiques and Extensions

Minimax Strategies. Minimax Strategies. Zero Sum Games. Why Zero Sum Games? An Example. An Example

Cournot s model of oligopoly

Competition and Regulation. Lecture 2: Background on imperfect competition

Lab 11. Simulations. The Concept

Introduction. Bargaining - whether over arms control, the terms of a peace settlement, exchange rate

1 Nonzero sum games and Nash equilibria

The Taxman Game. Robert K. Moniot September 5, 2003

Market Structure: Duopoly and Oligopoly

The Basics of Game Theory

10 Evolutionarily Stable Strategies

AN ANALYSIS OF A WAR-LIKE CARD GAME. Introduction

6.207/14.15: Networks Lecture 15: Repeated Games and Cooperation

Video Poker in South Carolina: A Mathematical Study

Microeconomic Theory Jamison / Kohlberg / Avery Problem Set 4 Solutions Spring (a) LEFT CENTER RIGHT TOP 8, 5 0, 0 6, 3 BOTTOM 0, 0 7, 6 6, 3

Oligopoly and Strategic Pricing

AN INTRODUCTION TO GAME THEORY

Sequential lmove Games. Using Backward Induction (Rollback) to Find Equilibrium

Games of Incomplete Information

Ch. 13.2: Mathematical Expectation

Oligopoly: How do firms behave when there are only a few competitors? These firms produce all or most of their industry s output.

When other firms see these potential profits they will enter the industry, causing a downward shift in the demand for a given firm s product.

What is the Probability of Pigging Out

Behavioral Game Theory on Online Social Networks: Colonel Blotto is on Facebook

Capital Structure. Itay Goldstein. Wharton School, University of Pennsylvania

ECO 199 GAMES OF STRATEGY Spring Term 2004 March 23 ADVERSE SELECTION SCREENING AND SIGNALING. EXAMPLE 1 FAILURE OF EQUILIBRIUM Akerlof s Lemons

Discrete Mathematics and Probability Theory Fall 2009 Satish Rao, David Tse Note 10

BASIC RULES OF CHESS

That s Not Fair! ASSESSMENT #HSMA20. Benchmark Grades: 9-12

Oligopoly. Oligopoly is a market structure in which the number of sellers is small.

Intro to Simulation (using Excel)

FINAL EXAM, Econ 171, March, 2015, with answers

MobLab Game Catalog For Business Schools Fall, 2015

Laboratory work in AI: First steps in Poker Playing Agents and Opponent Modeling

Math Quizzes Winter 2009

Arming and Arms Races

UCLA. Department of Economics Ph. D. Preliminary Exam Micro-Economic Theory

Chapter 7. Sealed-bid Auctions

I d Rather Stay Stupid: The Advantage of Having Low Utility

1. Write the number of the left-hand item next to the item on the right that corresponds to it.

6.254 : Game Theory with Engineering Applications Lecture 1: Introduction

13 MONOPOLISTIC COMPETITION AND OLIGOPOLY. Chapter. Key Concepts

Backward Induction and Subgame Perfection

GAMES FOR BUSINESS AND ECONOMICS

Parimutuel Betting. Note by Émile Borel. Translated by Marco Ottaviani

Online Appendix to Stochastic Imitative Game Dynamics with Committed Agents

Optimal Auctions Continued

Permutation Tests for Comparing Two Populations

SYMMETRIC FORM OF THE VON NEUMANN POKER MODEL. Guido David 1, Pearl Anne Po 2

How to Solve Strategic Games? Dominant Strategies

Chapter 7: Market Structures Section 1

Games Manipulators Play

Game Theory: Supermodular Games 1

International Statistical Institute, 56th Session, 2007: Phil Everson

Dynamics and Equilibria

THE EFFECT OF ADVERTISING ON DEMAND IN BUSINESS SIMULATIONS

Chapter 9. Auctions. 9.1 Types of Auctions

MULTIPLE CHOICE. Choose the one alternative that best completes the statement or answers the question.

Price competition with homogenous products: The Bertrand duopoly model [Simultaneous move price setting duopoly]

A Dutch Book for Group Decision-Making?

Chapter 11 Number Theory

Universidad Carlos III de Madrid Game Theory Problem Set - Dynamic Games

Game Theory and Nash Equilibrium

Plurality Voting Versus Proportional Representation in the Citizen Candidate Model Aaron Kamm

The Binomial Distribution

Tie-Breaks and Bid-Caps in All-Pay Auctions

Lectures, 2 ECONOMIES OF SCALE

Game Theory and Poker

Fairfield Public Schools

Bonus Maths 2: Variable Bet Sizing in the Simplest Possible Game of Poker (JB)

AP Microeconomics Chapter 12 Outline

CPC/CPA Hybrid Bidding in a Second Price Auction

Game Theory. CDAM Research Report LSE-CDAM October 8, What is game theory? 4. 2 Definitions of games 6.

Math 728 Lesson Plan

Algebra 2 C Chapter 12 Probability and Statistics

Is it possible to beat the lottery system?

14.74 Lecture 12 Inside the household: Is the household an efficient unit?

The Effects of Start Prices on the Performance of the Certainty Equivalent Pricing Policy

5. Suppose demand is perfectly elastic, and the supply of the good in question

Economics Instructor Miller Oligopoly Practice Problems

THOMAS S. FERGUSON, University of California, Los Angeles C. MELOLIDAKIS, Technical University of Crete

Operations and Supply Chain Management Prof. G. Srinivasan Department of Management Studies Indian Institute of Technology Madras

6.1 What is a Game? 156 CHAPTER 6. GAMES

Executive Summary. Viability of the Return of a Major League Baseball Franchise to Montreal (the Expos )

Terry College of Business - ECON 7950

5 Market Games For Teaching Economics

Transcription:

Adaptation And Learning In Blotto Games Elais Jackson 1 1 Department of History, Geography, and Political Science, Tennessee State University 2010-08-11 Abstract When Game Theory began to take off, the games that propelled it were The Prisoner s Dilemma and Colonel Blotto. The Prisoner s Dilemma, perhaps the most popular of games, thrived through much of its history, because of its broad applications. Its lesser known cousin, Blotto, sadly did not fare so well. In this paper, I show that equilibria can be found computationally by playing a large number of games. To do this, continuing with the military theme, I construct a model of a repeating Colonel Blotto game consisting of two players who are given troops to allocate across a given number of battlefronts based on predetermined strategies. In each game, the colonels add weight to the strategies they use and eventually they converge on optimal strategies. This research s goal is to show that optimal strategies can be found computationally using a simple learning technique. 1 Introduction 1 Game theory allows us to formalize the study of strategic interactions by using the power of mathematics, economics, and rational choice. With political science in particular, game theory can help understand the imbalance of power and what decisions actors strategically make to either uphold or upset it. It is with this in mind that I study the Colonel Blotto game. Blotto is a game that from the mid twentieth century until recently[6, 1, 2, 7], lagged in popularity behind its better known cousin, the Prisoner s Dilemma. However, since Roberson[6], there has been a renewed interest in Blotto games with applications to situations involving the military, campaign finance, business RD allocation, and even sports[2]. Blotto is a class of two-person zero-sum games where colonels are tasked to simultaneously allocate troops over a number of battlefronts. help. 1 Special thanks to Nathan Collins for his advice and The game, first proposed by Borel(1921) and later refined by Gross and Wagner(1950), has several applications to military, business, and political problems that arise in the real world. However, as the number of troops or battlefronts increase, the game s complexity also increases which makes equilibria harder to find. In this paper, I show that equilibria can be found computationally by playing a large number of games. To do this, continuing with the military theme, I construct a model of a repeating Blotto game consisting of two colonels who are given troops to allocate across a given number of battlefronts based on a predetermined set of strategies. In each game, that the colonels win they add weight to the strategies that they use and eventually converge on best response strategies. This research shows that using a simple learning technique, optimal strategies can be found computationally for large games that are computationally intractable for analytical analysis. Though first proposed in 1921, Blotto games 1

were largely ignored by the general economics, political science, and mathematics communities, although they were dabbled with by a handful of mathematicians. The game received its name and generally accepted context from a 1950 paper by [3], who tasked their colonel with finding an optimum distribution across n battlefields to defeat an enemy with equal forces. In their game, the colonel knows that if he allocates more troops to a given battlefield, he wins, but if he allocates less then he loses. Neither he nor his opponent know where their enemy will allocate troops so they must distribute in such a way as to maximize the number of battlefields they expect to win. 2 Blotto Games 2.1 The Classic Blotto Game Let a Colonel Blotto game be a two-player game between players A and B. In the game, players only care about winning more battlefronts m than their opponents. A player wins a particular battlefront when he commits more troops n to the front than his opponent. Ties are decided with a coin-flip. I now define some terms that are important to the study of Blotto Games. Definition (Strategy Set) For each front i, a colonel X can allocate a discrete number of troops across a battlefield such that X S = (X 1, X 2,..., X m ) with m x i = 1, x i [0, 1] i=1 where x i represents the fraction of the budget allocated to front i. Definition (Payoffs) Payoffs in the traditional Blotto Games are calculated as auction games[3]. Where a player s payoffs are, m sgn(x i y i ); i=1 where the function, 1, if X > 0, sgn(x) = 0, if X = 0, 1, if X < 0, It is always assumed that m > 2; otherwise the game will always end in a tie. Now that I have the structure of a basic Blotto game designed. I can play a game. Example Let each player have n = 6 troops to allocate across m = 3 fronts with a marginal uniform distribution of the allocation sitting on the interval [ 1 m, 1]. Their allocations are as follows. Player 1(A) 2 2 2 Player 2(B) 1 1 4 Winner A A B In the game above, n = 6 for both players and A S = (2, 2, 2) against B S = (1, 1, 4). Clearly A is the winner in this contest. As a matter of fact, when the proportion of troops allocated to each front falls within the interval of [ 1 m, 1], A S is the pure strategy for this particular rendition of Blotto games. As the number of troops and the number of fonts increase however, pure strategies cease to exist in the symmetric case. Colonel Blotto does, however, have mixed strategy equilibrium for m > 3 in which marginal distributions are uniform on [0, 2 m ] along all fronts[3]. Also of note with traditional Blotto games is an observation[2], where I let n = m2 m 2, that permutations can be mixed to allocate troops uniformly on [0, 2n m ].2 This will be revisited later on in the model 2 More on this can be found in Golman and Page(2009) 2

2.2 Asymmetry And Contest Success Functions Most of the work done with Blotto has been done with symmetric resources to allocate for both players. Recent work[1] has tackled cases of Blotto where players do not have symmetric resources. To do this, the researchers used a lottery contest success function in which the probability of winning a battlefield equals the ratio of a player s resource allocation to the sum of the players resource allocations in that battlefield. An extension to the lottery CSF brings the analysis closer to the form of more general CSF s of the ratio form. Definition (Ratio CSF) Players allocate their forces across a battlefield according to some marginal univariate distribution. The probability that player i wins a single front is calculated as a function of the two levels of expenditure X i and X j is, where 0 < κ. X κ i X κ i + X κ j Here I demonstrate a ratio game with asymmetric resources. Example Let A s = (0, 1, 2, 3, 4) and B s = (1, 2, 3, 0, 0). they are fighting across a battlefield where m = 5 and the n=10 Player 1(A) 2 2 2 2 2 Player 2(B) 1 2 3 0 0 ProbabilitiesA.6.5.4 1. 1. At this point a number chosen from a random uniform distribution on the interval of [0,1], if it lands above player 1 s percentage of winning, he loses, if it lands under his percentage, he wins. This game allows interesting combinations, however there exists a flaw. When the ratio form applies each side will surely always commit some resources to a given front[4]. If peace is defined by the condition that X i = X j = 0, then peace can never occur as an equilibrium with the ratio success function. Suppose X i = X j = 0 is indeed the case, under the Cournot assumption either player would be motivated to defect, since even the smallest commitment of resources makes the defector s relative success jump from 50% to 100%[4]. Chowdhury and his colleagues reflected this in their experimental results[1]. To account for this kung-fu treachery, I use a new CSF proposed by Hwang in 2009[?]. It is an integration of the ratio success function and another function, the difference success 3 function. It uses the two as limits. With that in mind, I define our new function. Definition (Integrated Contest Success Function) I call u(x i, X j ; ρ) and write it out as, u(x i, X j ; ρ) = exp(κ 1 1 ρ X1 ρ i ) exp(κ 1 1 ρ X1 ρ i ) + exp(κ 1 1 ρ X1 ρ j ) Where κ is a mass effect parameter upon the shape of X i s contest success function [4] and measures the slope of the contest success function in an evenly balanced match. ρ is the elasticity of augmentation, which is a normalized percentage increase in marginal rate of augmentation[5]. X i = X j = 0.5 holds throughout regardless of the value of κ or ρ. When ρ is low, I expect side 1 would need to augment its resources by a smaller amount to keep up the same probability of success. When ρ = 0 I expect the integrated CSF to take the shape of the difference form, and as ρ 1, I can expect the CSF to look more like the ratio form. Of course I m going to continue taking payoffs in the form of probabilities just as I did with the ratio function. Now that the game is well defined, I are going inspect whether a computer can find best response strategies. 3 the difference success function by itself does not admit interior pure strategy Nash equilibria. For more information on this see [4,?] 3

3 The Model strategy equilibria. To test our hypothesis, an agent-based model was constructed. In the model, two agents play Blotto Games repeatedly for a specified time t. As the games go on, player A uses a weighted choice technique to assign weights to the various strategies its using. Strategies are kept in a playbook by each agent to draw upon. As weights accumulate and diminish according to the success of the strategy against other strategies, A eventually settles on a set of strategies that are best responses to generally anything its opponent B throws at it. With this in mind, I consider optimal approaches to learning. However in the test runs, the model did not output best response strategies. In the model, if a player has a significant advantage he doesn t settle on a pure strategy but instead continues trying new strategies; likewise disadvantaged players tend to settle on one or two extremely sub optimal strategies, which are not equilibria. This is the opposite of what should happen in the model. Pure strategies should exist in asymmetric games, as well as a small subset of symmetric games. This was investigated and the most likely culprit is not the selection mechanism exclusively, but also the strategy space. Although the strategies the agents are using from the playbook are optimal locally within the context of their play books, the strategies are not optimal globally. I found that while trying to run the simulation to find well known equilibria[2]. More work needs to be done to make sure the algorithm can find correct equilibria. Currently a new way of adopting strategies is being researched, and rather than a playbook, agents will be able to simply create an optimal strategy given the situations its been involved in. An objective function for strategy selection has been talked about in the literature[2, 7] and even implemented[7]. Following their example, I will refine our strategy generation and and selection technique to better choose mixed and pure 4 Conclusion In this paper I have proposed a way to find a robust strategy generation and selection mechanism, and future work will be to that effect. Blotto games have only recently began to shed their mystery and reveal the intricacies that have been left hidden for all of these years. Research is currently ongoing. 4

References [1] S.M. Chowdhury, D. Kovenock, R.M. Sheremeta, and P. Str. An experimental investigation of colonel blotto games. [2] R Golman and S Page. General blotto: games of allocative strategic mismatch. Public Choice, Jan 2009. [3] O Gross and R Wagner. A continuous colonel blotto game. rand.org, Jan 1950. [4] J. Hirshleifer. Conflict and rent-seeking success functions: Ratio vs. difference models of relative success. Public Choice, 63(2):101 112, 1989. [5] S Hwang. Contest success functions: Theory and evidence. Working Papers, Jan 2009. [6] B Roberson. The colonel blotto game. Economic Theory, Jan 2006. [7] M. Tofias. Of colonels and generals understanding asymmetry in the colonel blotto game. 5