Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2016/ib/paper-1/8h/solution

Let be the row player's mixed strategy and the column player's mixed strategy. The fourth row is strictly dominated by the first. A useful candidate mixes the first two rows so that their first and third column payoffs agree. If the first row has probability , these payoffs are and , giving and common value zero.
To prove that these are optimal mixed strategies, use the two explicit mixed strategies
Their payoff vectors satisfy
Thus the row player guarantees a payoff at least zero against every column mixed strategy, and the column player guarantees a payoff at most zero against every row mixed strategy. This matching pair proves that the value of the zero-sum game is zero.
These optimal mixed strategies are also unique. Since is strictly negative in rows three and four, any optimal row strategy gives them probability zero. Against columns one and three it must then satisfy both and , so . Similarly, is strictly positive in column two, forcing an optimal column strategy to avoid that column; its constraints against rows one and two then force equal weights on columns one and three.

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