Lectures : Feb 27 + Mar 1 +

Our goal is to find a mixed strategy (probability distribution on possible plays) for Row which maximizes their expected winnings no matter what strategy Col chooses to execute. Let z denote the winnings of Row player using strategy (x1, x2). Then the solution to the following linear program describes the optimal strategy for Row, since based on any strategy Row chooses, Col may choose a pure strategy which maximize Row’s winnings: