Positive-payoff linear programming for a matrix game
ID: positive-payoff-linear-programming-for-a-matrix-game
When every entry of a payoff matrix is positive, its game value is positive. Setting converts the row player's probability vector and guaranteed value into the displayed linear program, whose optimum is . Conversely normalizing a feasible gives a mixed strategy guaranteeing . The dual maximizes under , and recovers the column strategy by normalization. Adding a constant to every payoff preserves Nash equilibria and lets this positive-payoff formulation handle general finite zero-sum games.
New to topics? Read the docs here!