3.I.12G

Optimization | Part IB, 2004

Consider the two-person zero-sum game Rock, Scissors, Paper. That is, a player gets 1 point by playing Rock when the other player chooses Scissors, or by playing Scissors against Paper, or Paper against Rock; the losing player gets 1-1 point. Zero points are received if both players make the same move.

Suppose player one chooses Rock and Scissors (but never Paper) with probabilities pp and 1p,0p11-p, 0 \leqslant p \leqslant 1. Write down the maximization problem for player two's optimal strategy. Determine the optimal strategy for each value of pp.

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