I provide an elegant proof identifying the unique mixed Nash equilibrium of the Rock-Paper-Scissors game. The proof is based on intuition rather than elimination of cases. It shows that for any mixed strategy other than the one that puts equal probability on each of a player's actions, it holds that this strategy is not a best response to any mixed strategy that is a best response to it.

Anne van den Nouweland

English

Research Papers in Economics

Rock-Paper-Scissors; A New and Elegant
Proof
by
A. van den Nouweland∗
September 12, 2007
Abstract
I provide an elegant proof identifying the unique mixed Nash equi-
librium of the Rock-Paper-Scissors game. The proof is based on in-
tuition rather than elimination of cases. It shows that for any mixed
strategy other than the one that puts equal probability on each of a
player’s actions, it holds that this strategy is not a best response to
any mixed strategy that is a best response to it.
1 Introduction
The game of Rock-Paper-Scissors is a popular example in textbooks (such
as, for example, Osborne 2004, Page 141). It is well-known that this game
∗Department of Economics, University of Oregon, Eugene, OR 97403-1285, USA, and
Department of Economics, the University of Melbourne, Australia. E-mail: annev@uore-
gon.edu. I thank my students for motivating me to ﬁnd the proof presented in this note,
Myrna Wooders for encouragement to submit it for publication, and Van Kolpin for helpful
suggestions.
12
has a unique mixed Nash equilibrium in which each player plays each of the
actions Rock, Paper, and Scissors with equal probability.1 The proof of this
fact consists of two parts — one in which it is shown that the strategy proﬁle
mentioned is a Nash equilibrium and another in which it is shown that no
other strategy proﬁle is a Nash equilibrium.The proof of the second part
usually proceeds by distinguishing various cases (for example, the number
of actions in the support of a player’s mixed strategy) and showing that in
each of these cases no Nash equilbrium can be found. In my opinion, this is
a fairly messy and not very intuitive approach.
In this note I provide an elegant proof identifying the unique mixed Nash
equilibrium of the Rock-Paper-Scissors game. The proof is based on intuition
and shows that for any mixed strategy other than the one that puts equal
probability on each of a player’s actions, it holds that this strategy is not a
best response to any mixed strategy that is a best response to it. Therefore,
such a strategy cannot be part of a Nash equilbrium.
2 The game of Rock-Paper-Scissors
The well-known game of Rock-Paper-Scissors (RPS from now on) is the 2-
player zero-sum game in which players simultaneously each choose either
Rock, Paper, or Scissors. The game ends in a draw when players’ action
choices are the same. If players choose diﬀerent actions, then one wins and
the other loses according to Rock beats Scissors, Scissors beats Paper, and
P a p e ri nt u r nb e a t sR o c k . T h ew i n n i n gp l a y e r ’ sp a y o ﬀ is 1 and the losing
player’s payoﬀ is -1. The game is represented in the following table, where
1Of course, this fact follows easily from general results for zero-sum games, such as can
be found in, for example, Raghavan 1994. However, in this note I am concentrating on
proofs that are speciﬁcally for RPS.3
I follow the usual convention that player 1 is the row player and player 2 is
the column player.
Rock Paper Scissors
Rock 0,0 -1,1 1,-1
Paper 1,-1 0,0 -1,1
Scissors -1,1 1,-1 0,0
3 Mixed Nash Equilibrium in RPS
Each player’s set of possible actions is denoted A = {Rock,Paper,Scissors}
and ∆(A)={(p(R),p(P),p(S)) ∈ R3 | (p(R),p(P),p(S)) ≥ (0,0,0) and
p(R)+p(P)+p(S)=1 } denotes the set of probability distributions on A.
A mixed strategy for player i is a pi =( pi(R),p i(P),p i(S)) ∈ ∆(A), whose
interpretation is that the player plays actions Rock, Paper, and Scissors with
probabilities pi(R), pi(P), and pi(S), respectively.2 Actions are special cases
of mixed strategies because if player i plays an action ai,t h i si se q u i v a l e n t
to player i playing the mixed strategy pi that puts probability 1 on action ai
and probability 0 on all other actions of player i.
Denoting a player i’s payoﬀ when the action pair (ai,a j) ∈ A×A is played
by Ui(ai,a j), player i’s expected payoﬀ for a pair of mixed strategies (pi,p j) ∈
∆(A) × ∆(A)e q u a l sEUi(pi,p j)=
P
(ai,aj)∈A×A pi(ai)pj(aj)Ui(ai,a j).
A pair of mixed strategies (pi,p j)i sam i x e dN a s he q u i l i b r i u mif for every
player i and every alternative mixed strategy p0
i ∈ ∆(A)o fp l a y e ri it holds
that EUi(p0
i,p j) ≤ EUi(pi,p j).
In the proof that follows below, I use best responses and properties of
Nash equilibria based on best responses. The facts mentioned below are all
2Throughout this note, whenever I use i, it is implicitly understood that this refers to
ap l a y e ra n dt h a ti ∈ {1,2}. Also, whenever j is used in addition to i, it is implicitly
understood that this refers to the other player and that j ∈ {1,2} and j 6= i.4
well-known, but for the sake of making this note self-contained I list them.
When player j plays a speciﬁc mixed strategy pj, a strategy pi by player
i is a best response to pj if EUi(pi,p j) ≥ EUi(p0
i,p j)f o re v e r yp0
i ∈ ∆(A).
Fact 1. Ap a i ro fm i x e ds t r a t e g i e s( pi,p j) is a mixed Nash equilibrium
if and only if player i’s strategy is a best response to player j’s strategy and
vice versa.
Fact 2. If (pi,p j) is a strategy proﬁle and every action ai ∈ Ai that player
i plays with positive probability (pi(ai) > 0) is at least as good a response to
pj as every other action (i.e. EUi(ai,p j) ≥ EUi(a0
i,p j)f o ra l la0
i ∈ A), then
pi is a best response to pj.
Fact 3. If pi ∈ ∆(A) is a best response to pj ∈ ∆(A) and player i plays
action ai ∈ Ai with positive probability, i.e. pi(ai) > 0, then ai is at least as
good a response to pj as every other action (i.e. EUi(ai,p j) ≥ EUi(a0
i,p j)f o r
all a0
i ∈ A).
Theorem 1 The game of Rock-Paper-Scissors has a unique mixed Nash
equilibrium. In this equilibium, both players play the mixed strategy that puts
equal probabilities on all three actions.
Proof. Part 1. First I prove that the strategy proﬁle
¡
(1
3, 1
3, 1
3),(1
3, 1
3, 1
3)
¢
is a mixed Nash equilibrium. If player j plays pj =( 1
3, 1
3, 1
3), then player i’s
expected payoﬀ from each of the three actions equals 0; EUi(ai,(1
3, 1
3, 1
3)) =
1
3 × 0+1
3 × 1+1
3 × (−1) = 0 for all ai ∈ A. Hence, it follows using Fact 2
that pi =( 1
3, 1
3, 1
3) is a best response to pj.B y F a c t 1 I c a n t h e n c o n c l u d e
that
¡
(1
3, 1
3, 1
3),(1
3, 1
3, 1
3)
¢
is a mixed Nash equilibrium.
Part 2. I now prove that a strategy proﬁle in which a player plays
am i x e ds t r a t e g yd i ﬀerent from (1
3, 1
3, 1
3) is not a mixed Nash equilibrium.
Suppose player i plays mixed strategy
pi =( pi(R),p i(P),p i(S)) 6=(
1
3
,
1
3
,
1
3
).5
Without loss of generality, I assume that player i plays action Rock with
higest probability, i.e. pi(R) ≥ pi(P)a n dpi(R) ≥ pi(S). It then necessarily
holds that
pi(R) >
1
3
.
Now consider player j’s expected payoﬀs from his actions Paper and Scissors,
the actions that beat and are beaten by Rock, respectively. EUj(pi,P)=
pi(R) × 1+pi(P) × 0+pi(S) × (−1) = pi(R) − pi(S)a n dEUj(pi,S)=
pi(R) × (−1) + pi(P) × 1+pi(S) × 0=−pi(R)+pi(P). Using that pi(S)=
1−pi(R)−pi(P), I derive EUj(pi,P)−EUj(pi,S)=3 pi(R)−1 > 0. Hence,
by Fact 3 I know that
pj(S) = 0 for every mixed strategy pj that is a best response to pi.
Now, suppose pj(S) = 0 and consider player i’s expected payoﬀsf r o mh i s
actions Rock and Paper, the actions that beat and are beaten by Scissors,
respectively. EUi(R,pj)=pj(R) × 0+pj(P) × (−1) + pj(S) × 1=−pj(P)
and EUi(P,pj)=pj(R) × 1+pj(P) × 0+pj(S) × (−1) = pj(R). Because
pj(S) = 0, it holds that pj(R)+pj(P)=1 ,s ot h a te i t h e rpj(R) > 0o r
pj(P) > 0 or both. In either case, EUi(R,pj) <E U i(P,pj). Therefore, by
Fact 3 I know that
pi(R) = 0 for every mixed strategy pi that is a best response to pj.
I have now shown that a mixed strategy other than (1
3, 1
3, 1
3)i sn o tab e s t
response to any mixed strategy that is a best response to it. Therefore, using
Fact 1, I derive that there is no mixed Nash equilibrium in which a player
plays a strategy diﬀerent from (1
3, 1
3, 1
3). Q.E.D.6
4 Applicability
The proof technique that I have used, namely to prove that a strategy cannot
be a best response to any strategy that is a best response to it, can in principle
be applied to any game in strategic form. That is not to say that it will
provide a less messy and more intuitive answer for each game, as that will
depend on the characteristics of the speciﬁcg a m e . B u tIt h i n kt h i sp r o o f
technique is a valuable tool in a game theorist’s tool box and it can be used
in combination with other techniques as well.
For example, in the Bertrand price-setting game with two ﬁrms producing
homogeneous goods with the same constant marginal costs of production, the
proof technique in this note can be used to show that any pair of prices in
which one ﬁrm sets a price below the marginal cost cannot possibly be a
Nash equilibrium. This is so because if ﬁrm i sets a price pi <c ,w h e r ec
denotes the marginal cost of production, then a best response by ﬁrm j is
to set any price pj >p i.F i r mi will then satisfy demand for it’s product at
a price below cost and make a loss, whereas it can have no loss if it sets a
price equal to c.H e n c e , pi <cis not a best response to any price pj that
is a best response to it. If there is a smallest unit of money, then the proof
technique can also be used to show that any pair of prices in which one ﬁrm
sets a price more than one unit above the marginal cost cannot possibly be
a Nash equilibrium. This is so because if ﬁrm i sets a price pi >c+e,w h e r e
e denotes the smallest unit of money, then a best response by ﬁrm j is to set
ap r i c epj =m i n {pm,p i − e},w h e r epm denotes the monopoly price in the
market. Firm i can then increase its proﬁt by setting a price equal to pj so
that demand for it’s product will be positive. Hence, pi >c+e is not a best
response to any price pj that is a best response to it. Now that it has been
determined that in a Nash equilibrium player i has only two possible prices,
namely pi = c and pi = c + e, the Nash equilibria can be easily identiﬁed7
by ﬁnding the best responses to these two prices as pj = c and pj = c + e,
respectively.
5 References
Osborne, M.J. ”An Introduction to Game Theory,” Oxford University Press,
2004.
Raghavan, T.E.S. ”Zero-sum two-person games.” In: R. Aumann and
S. Hart (Eds.) ”Handbook of Game Theory,” Volume 2, Elsevier North-
Holland, 1994, pp. 735-759.

An Introduction to Game Theory,”

Zero-sum two-person games.” In:

Rock-Paper-Scissors; A New and Elegant Proof

http://economics.uoregon.edu/papers/UO-2007-12_Nouweland_Rocks.pdf

Rock-Paper-Scissors; A New and Elegant Proof

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