Section 14.5 presents a general linear programming formulation for finding an optimal mixed strategy for player 1

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Section 14.5 presents a general linear programming formulation for finding an optimal mixed strategy for player 1 and for player 2. Using Table 6.14, show that the linear programming problem given for player 2 is the dual of the problem given for player 1. (Hint: Remember that a dual variable with a nonpositivity constraint yi

 0 can be replaced by yi yi with a nonnegativity constraint yi 0.)

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Introduction To Operations Research

ISBN: 9780072321692

7th Edition

Authors: Frederick S. Hillier, Gerald J. Lieberman

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