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Dominance and mixed strategies by the Simplex algorithmEdexcel A-Level Further Maths: Mind map

What this mind map covers

  • Dominance
  • Reduce first
  • Formulate LP
  • Simplex
  • Read the answer

Exam questions on Dominance and mixed strategies by the Simplex algorithm

  1. Rose and Colin play a zero-sum game, with Rose choosing the rows. Rose's pay-off matrix is (357426215)\begin{pmatrix} 3 & 5 & 7 \\ 4 & 2 & 6 \\ 2 & 1 & 5 \end{pmatrix}.
    Use dominance to reduce the game to a 2×22\times2 game and find Rose's optimal strategy.2 marks
  2. Rose and Colin play a zero-sum game, with Rose choosing the rows and Colin choosing column jj with probability qjq_j. Rose's pay-off matrix is (−210−11−3)\begin{pmatrix} -2 & 1 \\ 0 & -1 \\ 1 & -3 \end{pmatrix}. To use the Simplex algorithm, a constant is added to every entry of the matrix.
    After adding 44 to every entry, formulate Colin's problem as a linear programme for the Simplex algorithm. Define y1y_1 and y2y_2 in terms of VV, the value of the adjusted game.2 marks
  3. Colin is the column player in a zero-sum game. After a constant 33 has been added to every entry, Rose's pay-off matrix is (264512)\begin{pmatrix} 2 & 6 & 4 \\ 5 & 1 & 2 \end{pmatrix}. Colin plays column jj with probability qjq_j and the value of the adjusted game is VV. Writing yj=qjVy_j=\frac{q_j}{V}, Colin's problem is: maximise P=y1+y2+y3P=y_1+y_2+y_3 subject to 2y1+6y2+4y3≤12y_1+6y_2+4y_3\le1, 5y1+y2+2y3≤15y_1+y_2+2y_3\le1 and y1,y2,y3≥0y_1,y_2,y_3\ge0. Slack variables rr and ss are added to the first and second constraints. The Simplex algorithm gives the optimal solution y1=18y_1=\frac18, y2=0y_2=0, y3=316y_3=\frac{3}{16}, P=516P=\frac{5}{16}.
    Set up the initial Simplex tableau. Choosing the y1y_1 column as the pivot column, carry out one iteration and state the pivot element and the value of PP after it.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).