Matrix game (LP for game theory)
Author: David Oswalt (SysEn 6800 Fall 2020)
Steward: Wei-Han Chen, Fengqi You
What is the Matrix Game?
- History and overview of Game Theory
- Rationality, strategy, payout
- Application to LP (minimax and duality)
Theory and Algorithmic Discussion
- Game Theory – Prisoner’s Dilemma
- Stochastic Vector Introduction – Prisoner’s Dilemma with different probabilities
- How this relates to Linear Programming
- Minimax Theorem
- Minimize the maximum payoff of opposing player
- Duality Theorem
Numerical Example
- Fourth and Goal Dilemma
- Offensive and defensive decisions and payoffs
- Results
Other Applications of the Matrix Game
- Economics
- War
- Gambling
- Intelligence and Foreign Policy
Conclusion
- TBD
References
- Add later