Matrix game (LP for game theory)
Authors: Nick Dotzenrod and Matt Kweon (ChE 345 Spring 2014)
Steward: Dajun Yue, Fengqi You
Date Presented: Apr. 10, 2014
Contents |
Introduction
Linear programming (LP) is a simple yet powerful tool that can be used as an aid in decision making under certainty. That is, the objective, constraints, and any other relevant information about the problem are known. A highly practical application of LP lies in its use in game theory. This section specifically explores how LP can be used to solve a finite two-person zero-sum game, also known as the matrix game, which is one of the simplest form of decision making games.
Game Theory
content coming soon!
Matrix Game
content coming soon!
Minimax Theorem
content coming soon!
Example
example coming soon!
References
1. S. Tadelis, Game Theory: an Introduction, Princeton University Press, 2013.
2. R. J. Vanderbei, Linear Programming: Foundations and Extensions, Springer, 2008.
3. M. J. Osborne, An Introduction to Game Theory, Oxford University Press, 2004.
