1-3. Solve matrix games:
1.
1' | 3 | 5 | 7 | 1' | 3 | 2 |
7* | 8* | 6*' | 8* | 7* | 6*' | 6*' |
1 | -5' | 4 | 3 | 4 | 0 | 1 |
3 | 5 | 6* | -3' | 0 | 1 | 3 |
2 | 3 | -2' | 0 | 1 | 2 | 0 |
2.
0 | 0 | 0 | -2 | -2 | -1 | -2 |
0 | 4 | 3 | -1 | -2 | -1 | -1 |
0 | 4 | 3 | 0 | -2 | 0 | -1 |
3 | 0 | -3 | 0 | 2 | 2 | 0 |
0 | 3 | 3 | -2 | -3 | 0 | 0 |
c3 | c4 | c5 | c7 | |
r3 | 3 | 0 | -2 | -1 |
r4 | -3 | 0 | 2 | 0 |
r5 | 3 | -2 | -3 | 0 |
It is easy to find good strategies for both players. To find optimal
strategies, I used Mathematica 4.1 for Sun Solaris. Here is how I enter
data:
a = {{3, 0, -2, -1}, {-3, 0, 2, 0}, {3, -2, -3, 0}};
x = {x3, x4, x5}; y = {y3, y4, y5, y7};
where
a is the payoff matrix,
x =p/(u+10) is strategy for the row player p divided by
(the value of game+10);
y =q/(v*10) is strategy q for the row player divided by
(the value of game+10).
To find optimal x:
ConstrainedMin[Apply[Plus, x], Table[(x.(a + 10))[[i]] > 1, {i,
4}], x]
Answer:
{10/97, {x3 -> 3/97, x4 -> 11/194, x5 -> 3/194}
So the value of game is 97/10-10= -0.3
and an optimal strategy for the row player is 10x/97= [p3,p4,p5]T=[0.3,0.55,0.15]T.
Similarly, input
ConstrainedMax[Apply[Plus, y], Table[((a + 1).y)[[i]] < 1,
{i, 3}], y]
gives output
{10/7, {y3 -> 1/7, y4 -> 3/7, y5 -> 0, y7 -> 6/7}}
so an optimal strategy for the column player is
[q3,q4,q5,q7]=[0.1, 0.3, 0,0.6].
In the terms of the origional problem, optimal strategies are
[0, 0, 0.3,0.55,0.15]T and [0, 0, 0.1,
0.3, 0, 0, 0.6].
3.
0 | 1 | -1 | 1 |
-1 | 0 | 1 | 1 |
1 | -1 | 0 | 1 |
4-5. Solve the linear programs, where all xi>=
0:
4.
x1 | x2 | x3 | x4 | x5 | 1 | |
1 | 2 | -3 | 5 | 6 | -2 | = -x6 |
0 | -1 | 2 | 0 | 3 | 1 | = x7 |
-1 | 0 | 2 | 4 | -4 | 2 | = x8 |
2 | 0 | 3 | 0 | 1 | 2 | = f -> min |
x1 | x2 | x3 | x4 | x5 | -1 | |
1 | 2 | -3 | 5 | 6 | 2 | = -x6 |
0 | 1 | -2 | 0 | -3 | 1 | = - x7 |
1 | 0 | -2 | -4 | 4 | 2 | = -x8 |
-2 | 0 | -3 | 0 | -1 | 2 | = - f -> max |
5.
x1 | x2 | x3 | x3 | x5 | -1 | |
1 | 2 | -3 | 5 | 6 | -2 | = -x6 |
0 | -1 | 2 | 0 | 3 | 1 | = x7 |
-1 | 0 | 2 | 4 | -4 | 2 | = 0 |
2 | 0 | 3 | 0 | 1 | 2 | -> max |
Combainning two x3 -columns into one and pivoting
on 6 in this column gives a standard row tableau
with the first row bad. Also the first row in the origional tableau
gives an infeasible constraint.
The program is infeasible.