Question: 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
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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