Solution

ID: past-exam-of-the-msc-in-advanced-computer-science-course-of-the-university-of-oxford/2021/computational-game-theory/2/c/solution

The bold black curve is now the pointwise maximum of the two pure-row expected payoff functions:
It measures the largest expected payoff that the row player can achieve against column mixed strategy . The column player minimizes this quantity because its own payoff has the opposite sign. Equality of the two lines gives , or . The envelope decreases before that point and increases afterwards, giving
The endpoint values and are both larger. A row mixed strategy cannot exceed the greatest pure-row expected payoff, because its expected payoff is a convex combination of those two values.
Figure 1.
The column player's upper payoff envelope and its minimum at q = 4/7
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