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Lpp notes 3

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18 views20 pages

Wa0015.

Lpp notes 3

Uploaded by

Tirtharaj Roy
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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MATHEMATICS HONOURS

Semester – 6

DSE – 3
(linear Programming & Game Theory)

Lecture Note – 12

By

Dr. Nanigopal Mandal


Department of Mathematics
Ramakrishna Mission Residential College
(Autonomous)

Narendrapur, Kolkata – 700103

1
GAME THEORY – Part 2
Graphical Solution of 𝟐 × 𝒏 or 𝒎 × 𝟐 games
In Lecture Note – 11 of Game Theory (Part 1), we have discussed the algebraic method of finding
out the value of a game having 2 × 2 pay-off matrix without any saddle point. But it is not
possible to solve easily any rectangular game of order 𝑚 × 𝑛.

The optimal strategies for 2 × 𝑛 or 𝑚 × 2 game can be obtained by graphical method. The
graphical method enables us to reduce the given 2 × 𝑛 or 𝑚 × 2 matrix game to a 2 × 2 game
that could be solved easily by the algebraic method discussed earlier in Lecture Note – 11.

Graphical Solution of 𝟐 × 𝒏 games

2
3
4
5
Graphical Solution of 𝒎 × 𝟐 games

6
7
Principle of Dominance

8
Theorem – 1: Let 𝑃 be the pay-off matrix of a rectangular game of order 𝑚 × 𝑛. If the 𝑟-th row
of 𝑃 is dominated by the 𝑠-th row of 𝑃, then the deletion of 𝑟-th row of 𝑃 does not change
the set of optimal strategies for the row player (player 𝐴). Further, if the 𝑝-th column of P
dominates the 𝑞-th column of 𝑃, then the deletion of the 𝑝-th column of 𝑃 does not change
the set of optimal strategies for the column player (player 𝐵).

9
10
Generalised Dominance Property

Theorem – 2: Let 𝑃 be the pay-off matrix of a rectangular game of order 𝑚 × 𝑛. If the 𝑟-th row
of 𝑃 is strictly dominated by a convex combination of the other rows of 𝑃, then the deletion of
𝑟-th row of 𝑃 does not affect the set of optimal strategies for the row player (player 𝐴). Further,
if the 𝑠-th column of 𝑃 strictly dominates a convex combination of the other columns, then the
deletion of the 𝑠-th column of 𝑃 does not affect the optimal strategies for the column player
(player 𝐵).

11
Reduction of a game Problem to a LPP

12
13
Theorem – 3: If mixed strategies are allowed in a two-person-zero-sum rectangular game
problem, then the value of the game exists uniquely and hence there will exist optimal strategies
of two players.

Proof: Consider a two-person-zero-sum rectangular game problem between the players 𝐴 and
𝐵 whose pay-off matrix is (𝑎𝑖𝑗 )𝑚×𝑛 . We know that every game problem can be reduced to a
LPP considering both from 𝐴 and 𝐵 ′ 𝑠 point of view.

For player 𝐴, the problem is


1
Minimize ( ) = 𝑋1 + 𝑋2 + ⋯ + 𝑋𝑚
𝑢
𝑚

subject to ∑ 𝑎𝑖𝑗 𝑋𝑖 ≥ 1 (𝑗 = 1, 2, ⋯ , 𝑛)
𝑖=1
𝑋𝑖 ≥ 0 (𝑖 = 1, 2, ⋯ , 𝑚)}
𝑥𝑖
where 𝑋𝑖 = 𝑢 for 𝑖 = 1, 2, ⋯ , 𝑚; 𝑢 is the minimum expected gain of 𝐴 and (𝑥1 , 𝑥2 , ⋯ , 𝑥𝑚 ) is
the mixed strategy of player 𝐴.

For player 𝐵, the problem is


1
Maximize ( ) = 𝑌1 + 𝑌2 + ⋯ + 𝑌𝑛
𝑣
𝑛

subject to ∑ 𝑎𝑖𝑗 𝑌𝑗 ≤ 1 (𝑖 = 1, 2, ⋯ , 𝑚)
𝑗=1
𝑌𝑗 ≥ 0 (𝑗 = 1, 2, ⋯ , 𝑛)}
𝑦𝑗
where 𝑌𝑗 = 𝑣 for 𝑗 = 1, 2, ⋯ , 𝑛; 𝑣 is the maximum expected loss of 𝐵 and (𝑦1 , 𝑦2 , ⋯ , 𝑦𝑛 ) is
the mixed strategy of player 𝐵.

14
Example – 1: Solve the following game problem by reducing it to a LPP:

Subject to
7𝑦1 + 2𝑦2 + 9𝑦3 ≤ 1
2𝑦1 + 9𝑦2 + 0 ∙ 𝑦3 ≤ 1
9𝑦1 + 0 ∙ 𝑦2 + 11𝑦3 ≤ 1
𝑦1 , 𝑦2 , 𝑦3 ≥ 0
𝑞𝑗
where 𝑦𝑗 = ; 𝑗 = 1, 2, 3.
𝑣

15
16
Example – 2: Solve the following game problem by reducing it to a LPP:
5 2 −3
[4 2 7]
−4 5 −2

17
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HOME / HOSTEL WORK

1. Apply Maximin-Minimax principle to solve the following games whose pay-off matrices
are given below:

2. Use graphical method to solve the following games whose pay-off matrices are given
below:

19
3. Use dominance property to solve the following games whose pay-off matrices are given
below:

4. Use dominance property to solve the following games whose pay-off matrices are given
below:

5. Reducing to a LPP solve the following games whose pay-off matrices are given below:

−1 −2 8 1 0 10 1 −1 −2
(𝑖) [ 7 5 −1] (𝑖𝑖) [9 7 1 ] (𝑖𝑖𝑖) [−1 1 1]
6 0 12 8 2 14 2 −1 0

End of Lecture Note – 12

20

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