Solve the following game by linear programming:

B1
3
-2
-5

A1
A2
A3

B2
-1
4
-6

B3
-3
-1
2

Solution:

A1
A2
A3
Column
maximum
Mixed Strategy:

B1

B2

B3

3
-2
-5
3

-1
4
-6
4

-3
-1
2
2

Row
Minimum
-3
-2
-6

-2 <= V <= 2

Cannot be reduced to M x 2 or 2 x N matrix, therefore, solve using simplex method.

Since maximin value is negative, a companion matrix s needed.
Minimum Value = I 6 I = 6
Companion Matrix: (add the minimum value to each cell of the matrix)
B1
B2
B3
A1
3+6 = 9
-1+6 = 5
-3+6 = 3
A2
-2+6 = 4
4+6 = 10
-1+6 = 5
A3
-5+6 = 1
-6+6 = 0
2+6 = 8
Equation for Player A:
Let X1 = % of the time Player A plays strategy A1
X2 = % of the time Player A plays strategy A2
X3 = % of the time Player A plays strategy A3
V = value of the game (Same as G)
Let Xi = Xi/V

X1 + X2 + X3 = 1 == X1/V + X2/V + X3/V = 1/V (Divide the equation by V)

== X1 + X2 + X3 = 1/V

(This is the objective Function)

Constraints: (Note: Divide the constraint equations by V. Then substitute Xi = Xi/V in

each equation)
9X1 + 4X2 + X3 >= V 9X1/V + 4X2/V + X3/V >= V/V 9X1 + 4X2 + X3 >= 1
5X1 + 10X2 + 0X3 >= V 5X1/V + 10X2/V + 0X3/V >= V/V 5X1 + 10X2 + 0X3 >=1
3X1 + 5X2 + 8X3 >= V 3X1/V + 5X2/V + 8X3/V >= V/V 3X1 + 5X2 + 8X3 >= 1

Player As Linear Program:

Minimize Z = 1/V = X1 + X2 + X3
Subject to:
9X1 + 4X2 + X3 >= 1
5X1 + 10X2 + 0X3 >= 1
3X1 + 5X2 + 8X3 >= 1
X1 , X2 , X3 >= 0
V urs

Equation for Player B:

Let Y1 = % of the time Player B plays strategy B1
Y2 = % of the time Player B plays strategy B2
Y3 = % of the time Player B plays strategy B3
V = value of the game (Same as G)
Let Yi = Yi/V
Y1 + Y2 + Y3 = 1 Y1/V + Y2/V + Y3/V = 1/V (Divide the equation by V)
Y1 + Y2 + Y3 = 1/V

(This is the objective Function)

Constraints: (Note: Divide the constraint equations by V. Then substitute Yi = Yi/V in

each equation)
9Y1 + 5Y2 + 3Y3 <= V 9Y1/V + 5Y2/V + 3Y3/V <= V/V 9Y1 + 5Y2 + 3Y3 <= 1
4Y1 + 10Y2 + 5Y3 <= V 4Y1/V + 10Y2/V + 5Y3/V <= V/V 4Y1 + 10Y2 + 5Y3 <=1
1Y1 + 0Y2 + 8Y3 <= V 1Y1/V + 0Y2/V + 8Y3/V <= V/V 1Y1 + 0Y2 + 8Y3 <= 1
Player Bs Linear Program:
Maximize Z = 1/V = Y1 + Y2 + Y3
Subject to:
9Y1 + 5Y2 + 3Y3 <= 1
4Y1 + 10Y2 + 5Y3 <=1
1Y1 + 0Y2 + 8Y3 <= 1
Y1 , Y2 , Y3 >= 0
V urs
Use Player Bs LP Formulation to solve the problem:
BV

Y1

Y2

Y3

S1

S2

S3

RHS

Z= 1/V

-1

-1

-1

S1

S2

10

S3

BV

Y1

Y2

Y3

S1

S2

S3

RHS

Z= 1/V

- 4/9

- 2/3

1/9

1/9

Y1

5/9

1/3

1/9

1/9

S2

7 7/9

3 2/3

- 4/9

5/9

S3

- 5/9

7 2/3

- 1/9

8/9

BV

Y1

Y2

Y3

S1

S2

S3

RHS

Z= 1/V

- 34/69

7/69

2/23

13/69

Y1

40/69

8/69

- 1/23

5/69

S2

8 1/23

- 9/23

- 11/23

3/23

Y3

- 5/69

- 1/69

3/23

8/69

BV

Y1

Y2

Y3

S1

S2

S3

RHS

Z= 1/V

1/13

3/49

3/52

11/56

Y1

1/7

- 7/97

-0

1/16

Y2

- 2/41

1/8

- 5/84

0.01622

Y3

- 1/55

1/8

11/94

1/V =
V =

Y1 =

11/56
5 1/11

0.32

-6 =

-0.91

(Y1' X V) (Note: V value is based on

the original solution before the
minimum value used in the companion
matrix is subtracted)

Player B:

Y2 =

0.08

(Y2' X V)

Y3 =

0.60

(Y3' X V)

V=

-0.91

Y1 =

0.32

Y2 =

0.08

Y3 =

0.60

Player A: ( refer to the Z row of the optimal tableau)

(Refer to you duality lecture)

X1 =

0.39
(S1 x V)

X2 =

0.31

(S2 x V)

X3 =

0.29

(S3 x V)

V=

-0.91