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Converting games to linear programming problemsAQA A-Level Further Maths: Flashcards

What these 14 flashcards ask

  • Why is a game converted to a linear programme?
  • Why add a constant to every entry before the simplex algorithm?
  • What constant do you add?
  • What happens to Rowan's optimal strategy when a constant is added to every entry?
  • What happens to the value of the game when a constant k is added?
  • What does V represent in the linear programme?
  • What is the objective function?
  • How many column constraints are there?
  • What constraint stops the probabilities being too large?
  • What non-negativity conditions are included?
  • Alternative formulation using xi=\frac{pi}{V}?
  • How do you find the value of the original game?
  • How do you find how often to play a row in n plays?
  • What does it mean if a column's expected pay-off is greater than V?

Exam questions on Converting games to linear programming problems

  1. Rowan and Colin play a zero-sum game with pay-off matrix for Rowan (−3211−1020−2)\begin{pmatrix} -3 & 2 & 1 \\ 1 & -1 & 0 \\ 2 & 0 & -2 \end{pmatrix}. Rowan wants to convert the game into a linear programming problem to find his optimal mixed strategy, and first adds the same constant to every entry.
    State the effect of adding the constant on Rowan's optimal strategy and on the value of the game, giving a reason.2 marks
  2. Rowan and Colin play a zero-sum game. After a constant has been added, Rowan's pay-off matrix is (312415)\begin{pmatrix} 3 & 1 \\ 2 & 4 \\ 1 & 5 \end{pmatrix}, with rows 1, 2, 3 for Rowan and columns 1, 2 for Colin. Rowan plays rows 1, 2, 3 with probabilities p1p_1, p2p_2, p3p_3, and VV is the value of this game. Rowan wishes to maximise VV.
    Explain, in context, why VV must be no greater than Rowan's expected pay-off against each of Colin's columns.2 marks
  3. Rowan and Colin play a zero-sum game with pay-off matrix for Rowan (−1212−2001−1)\begin{pmatrix} -1 & 2 & 1 \\ 2 & -2 & 0 \\ 0 & 1 & -1 \end{pmatrix}. Two is added to every entry, giving (143402231)\begin{pmatrix} 1 & 4 & 3 \\ 4 & 0 & 2 \\ 2 & 3 & 1 \end{pmatrix}. Rowan plays rows 1, 2, 3 with probabilities p1p_1, p2p_2, p3p_3, and VV is the value of the adjusted game.
    Formulate Rowan's problem as a linear programming problem, in the form of an objective function and constraints, ready to be solved by the simplex algorithm.3 marks
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Written by the Exaim team, led by Shaun Daswani (Head of Upper Secondary, Improve ME Institute; MSc Financial Mathematics, Imperial College London; BSc, UCL) and Jason Daswani (operational lead, Improve ME Institute; LSE).