Dominance and mixed strategies by the Simplex algorithmEdexcel A-Level Further Maths: Flashcards
What these 13 flashcards ask
- When is a row dominated?
- When is a column dominated?
- Why is the column test the opposite way round?
- What probability does a dominated strategy get?
- Why add a constant to the pay-off matrix before Simplex?
- How do you find the value of the original game?
- What is yj in Colin's linear programme?
- What is Colin's objective?
- What form do the constraints take?
- How do you choose the pivot column?
- How do you choose the pivot row?
- How do you recover Colin's probabilities from the final tableau?
- When does Simplex stop?
Exam questions on Dominance and mixed strategies by the Simplex algorithm
- Rose and Colin play a zero-sum game, with Rose choosing the rows. Rose's pay-off matrix is .Use dominance to reduce the game to a game and find Rose's optimal strategy.2 marks
- Rose and Colin play a zero-sum game, with Rose choosing the rows and Colin choosing column with probability . Rose's pay-off matrix is . To use the Simplex algorithm, a constant is added to every entry of the matrix.After adding to every entry, formulate Colin's problem as a linear programme for the Simplex algorithm. Define and in terms of , the value of the adjusted game.2 marks
- Colin is the column player in a zero-sum game. After a constant has been added to every entry, Rose's pay-off matrix is . Colin plays column with probability and the value of the adjusted game is . Writing , Colin's problem is: maximise subject to , and . Slack variables and are added to the first and second constraints. The Simplex algorithm gives the optimal solution , , , .Set up the initial Simplex tableau. Choosing the column as the pivot column, carry out one iteration and state the pivot element and the value of after it.3 marks
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).