Hillier and Lieberman Problem 14.4-2 Page 746
Hillier and Lieberman Problem 14.4-2 Page 746
Use the graphical procedure to determine the value of the game and the optimal strategy for each player according to the minimax criterion. When B plays strategy 1 As Expected pay-off 3 x1-1(1-x1) = -1 + 4x1
-2 x1+2(1-x1) = 2 4x1
B2
(3/8, 1/2) 0 1 x1
B1
Thus A should play his strategies 1, 2 with probabilities 3/8, 5/8. And the value of the game = 1/2. Now if Bs optimal strategies are y1* and (1-y1*), then
3 y1* - 2(1- y1* ) = 1/2 Or 5 y1* = 5/2 , i.e., y1* = 1/2 = y2* Thus B should play his strategies 1, 2 with probabilities 1/2, 1/2.
Use the graphical procedure to determine the value of the game and the optimal strategy for each player according to the minimax criterion
Player B 1 2
1 2 3 4 1 0 3 -3 -1 4 -2 6
3 3 1 5 -2
Player A
Use the graphical procedure to determine the value of the game and the optimal strategy for each player according to the minimax criterion.
It is clear that the strategy 3 of player B is dominated by the strategy 1 of player B, in the sense that Bs pay-off to A is less whatever strategy A plays. (Note 1 < 3, 0 < 1, 3 < 5, -3 < -2). Thus B should never play the strategy 3 and the pay-off matrix becomes
Player B
Strategy 1 2 3 4 1 1 0 3 -3 2 -1 4 -2 6
Player A
y1 (1-y1) = -1 + 2y1
2
3
4(1-y1) = 4 - 4y1
3y1 2(1-y1) = -2 + 5y1
A4
A2
(2/3, 4/3)
y1
A1 A3
Thus B should play strategy 1 with prob 2/3 and strategy 2 with prob 1/3 and the value of the game = 4/3.
Now we find As prob distribution. From the graph we see that A should never play the strategy 1. Thus x1 = 0. If x2*, x3*, x4* are the optimal prob with which he plays the strategies 2, 3, 4, then we find
x2*(4 4y1) + x3*(-2+5y1)+ x4*(6-9y1) 4/3 for all y1: 0 y1 1. This becomes an equality when y1 = 2/3. Hence (4/3)x2*+ (4/3) x3*+ (0)x4* = 4/3 Hence x2*+ x3* = 1 which implies x4* = 0
Player A
2
3
-2
We now add 3 to each entry so that we get the new pay-off matrix with all entries nonnegative.
Player B
Strategy 1 Player A 2 1 7 2 2 5 3 3 0 6
8 91 1 Thus y1 = t1 = 91 24 3 1 91 7 y2 = t2 = 13 24 24 9 91 3 y3 = t3 = 91 24 8
Also from the optimal tableau of Bs LPP, we read out optimal values of u1, u2, u3 as
8 u1 = 91 15 u2`= 91 1 u3 = 91
8 91 1 Hence x1 = u1 = 91 24 3 15 91 5 x2 = u2 = 91 24 8 1 91 1 x3 = u3 = 91 24 24
Basic
w 1 0 0
t1 -1 7 2
t2 -1 5 3
t3 -1 0 6
s1 0 1 0
s2 0 0 1
s3 0 0 0
Sol 0 1 1
w s1 s2
s3
w t1
0
1 0
5
0 1
6
-2/7 5/7
1
-1 0
0
1/7 1/7
0
0 0
1
0 0
1
1/7 1/7
s2
s3
0
0
0
0
11/7
17/7
6
1
-2/7
-5/7
1
0
0
1
5/7
2/7
Basic
w 1 0 0
t1
0 1 0
t2
-1/42 5/7 11/42
t3
0 0 1
s1
4/42 1/7 -2/42
s2
1/6 0 1/6
s3
0 0 0
Sol
11/42 1/7 5/42
w t1 t3
s3
w t1
0
1 0
0
0 1
91/42
0 0
0
0 0
-28/42
8/91 33/91
-1/6
15/91 5/91
1
1/91
7/42
24/91
-30/91 8/91
t3
t2
0
0
0
0
0
1
1
0
3/91
-4/13
17/91 -11/91
-1/13 6/13
9/91
7/91
(a) Set up the problem as a two-person zerosum game. (b) Determine the optimal strategy and the value of the game. Thus each team has 6 strategies, namely,
Hiding team
StraAB tegy AC 0 1 0 0 -1 0 AD 0 0 1 -1 0 0 BC 0 0 -1 1 0 0 BD 0 -1 0 0 1 0 CD -1 0 0 0 0 1
Searching AC Team
AD BC BD CD
AB
1 0 0 0 0 -1
t1 + t2 + 2t3
+ t5 +
t6 1
Also tj = ui = 1. Hence
x1= 0.0, x2= 0.0, x3= 0.5, x4= 0.5, x5= 0.0, x6= 0.0
y1= 0.5, y2= 0.0, y3= 0.0, y4= 0.0, y5= 0.0, y6= 0.5
And the value of the game is 1-1 = 0.