10 Kira and Julian play a zero-sum game that does not have a stable solution.
Kira has three strategies to choose from: \(\mathbf { K } _ { 1 } , \mathbf { K } _ { 2 }\) and \(\mathbf { K } _ { 3 }\)
To determine her optimal mixed strategy, Kira begins by defining the following variables:
\(v =\) value of the game for Kira
\(p _ { 1 } =\) probability of Kira playing strategy \(\mathbf { K } _ { 1 }\)
\(p _ { 2 } =\) probability of Kira playing strategy \(\mathbf { K } _ { 2 }\)
\(p _ { 3 } =\) probability of Kira playing strategy \(\mathbf { K } _ { 3 }\)
Kira then formulates the following linear programming problem.
$$\begin{array} { l l }
\text { Maximise } & v
\text { subject to } & 7 p _ { 1 } + p _ { 2 } + 8 p _ { 3 } \geq v
& 3 p _ { 1 } + 7 p _ { 2 } + 2 p _ { 3 } \geq v
& 9 p _ { 1 } + 2 p _ { 2 } + 4 p _ { 3 } \geq v
\end{array}$$
and
$$\begin{array} { r }
p _ { 1 } + p _ { 2 } + p _ { 3 } \leq 1
p _ { 1 } , p _ { 2 } , p _ { 3 } \geq 0
\end{array}$$
10
- Explain why the condition \(p _ { 1 } + p _ { 2 } + p _ { 3 } \leq 1\) is necessary in Kira's linear programming problem.
10
- (ii) Explain why the condition \(p _ { 1 } , p _ { 2 } , p _ { 3 } \geq 0\) is necessary in Kira's linear programming problem.
10
- Julian has three strategies to choose from: \(\mathbf { J } _ { 1 } , \mathbf { J } _ { 2 }\) and \(\mathbf { J } _ { 3 }\)
Complete the following pay-off matrix which represents the game for Kira.
| Julian |
| \cline { 2 - 5 } | Strategy | \(\mathbf { J } _ { 1 }\) | \(\mathbf { J } _ { 2 }\) | \(\mathbf { J } _ { 3 }\) |
| \multirow{3}{*}{Kira} | \(\mathbf { K } _ { 1 }\) | 7 | | |
| \cline { 2 - 5 } | \(\mathbf { K } _ { 2 }\) | | | |
| \cline { 2 - 5 } | \(\mathbf { K } _ { 3 }\) | | | |