Paper 3, Section II, H
Explain what is meant by a two-person zero-sum game with payoff matrix , and define what is meant by an optimal strategy for each player. What are the relationships between the optimal strategies and the value of the game?
Suppose now that
Show that if strategy is optimal for player I, it must also be optimal for player II. What is the value of the game in this case? Justify your answer.
Explain why we must have for all . Hence or otherwise, find the optimal strategy and prove that it is unique.
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