The payoff matrix (a ij ) for a two-person zero-sum game is said to be skew symmetric if the…

 The payoff matrix (aij) for a two-person zero-sum game is said to be skew symmetric if the matrix has as many rows as columns and aij = −aji for each choice of i and j. The payoff matrix for the game Rock, Paper and Scissors discussed in Exercise 20 has this property.

a) Show that if players 1 and 2 use the same strategy,

                     The payoff matrix (a ij ) for a two-person zero-sum game is said to be skew symmetric if the matrix...-1

b) Given any strategy x1, x2, . . . , xn for player 2, i.e., satisfying:

                       The payoff matrix (a ij ) for a two-person zero-sum game is said to be skew symmetric if the matrix...-2

multiply the first n constraints by y1 = x1, y2 = x2, . . . , and yn = xn, respectively, and add. Use this manipulation, together with part (a), to show that w ≤ 0. Similarly, show that the value to the player 1 problem satisfies v ≥ 0. Use linear-programming duality to conclude that v = w = 0 is the value of the game.

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