Quantumlike representation of extensive form games: Probabilistic aspects
Andrei Yu. Khrennikov
We consider an application of the mathematical formalism of quantum mechanics outside physics, namely, to game theory. We present a simple game between macroscopic players, say, Alice and Bob (or in a more complex form—Alice, Bob, and Cecilia), which can be represented in the quantumlike (QL) way—by using a complex probability amplitude (game’s “wave function”) and noncommutative operators. The crucial point is that games under consideration are so-called extensive form games. Here the order of actions of players is important; such a game can be represented by the tree of actions. The QL probabilistic behavior of players is a consequence of incomplete information (which is available to, e.g., Bob) about the previous action of Alice. In general one could not construct a classical probability space underlying a QL game. This can happen even in a QL game with two players. In a QL game with three players Bell’s inequality can be violated. The most natural probabilistic description is given by the so-called contextual probability theory completed by the frequency definition of probability.
arXiv:0705.1260•Journal of Mathematical Physics•Jul 1, 2007•6 citations