Mixed Nash Equilibria

game theorymatricesnash-equilibrium

Does it hold for all bi-matrix games that all mixed Nash equilibria have the same
expected pay-off ? Or is it necessary that the game is zero-sum ? Finally how can I see and how is it used that the equilibrium must be mixed and not pure (I doubt that this holds though) ?

Best Answer

In zero-sum all equilibria have the same payoff.

In non-zero-sum, all equilibria with the same support have the same payoff. As a result, all completely mixed equilibria have the same payoff (why? hint: indifference).

However, there might be equilibria with different supports that have different payoffs. For example, consider a $3\times 3$ games whose payoffs are zero except on the diagonal. The payoffs for Player 1 on the diagonal are $2,1,1$ and for Player 2 are $1,2,1$. This game has 7 equilibria: 3 pure, 3 where each player mixes only two actions and one completely mixed equilibrium with very different payoffs (ranging from $0.4$ to $2$).