I found the below text here : scienceblogs.com/goodmath/2008/07/back_to_math_solving_zerosum_g.php
My question is how can I set up this problem in Maple ?!
The objective function should be: min(E(H1), E(H2), E(H3))
constraint: Σpi=1, and ∀i: 0≤pi≤1.
solution: p1=0.57, p2=0.17, p3=0.26.
Let's get specific. Here's a game. We'll call the two players H (for the player who picks a strategy that's a horizontal line across the graph), and V. The grid is set up from the viewpoint of player H: the entry in a position is what V needs to pay to H if that pair of strategies is selected:
V1 V2 V3
H1 3 1 3
H2 2 4 5
H3 3 6 1
Then the linear programming problem works out as follows:
- Let E(H1) = 3p1 + 1p2 + 3p3
- Let E(H2) = 2p1 + 4p2 + 5p3
- Let E(H3) = 3p1 + 6p2 + 1p3
Maximize: min(E(H1), E(H2), E(H3)), where Σpi=1, and ∀i: 0≤pi≤1.
When we run that through our linear programming tool, we get the following probability assignment
(rounded to two figures): p1=0.57, p2=0.17, p3=0.26.