Matrix-game optimization problem
= Matrix-game optimization problem
The row player solves
$$
\max_{p,v}v
\quad\text{subject to}\quad
A^Tp\geq ve,quad e^Tp=1,quad p\geq0.
$$
= Matrix-game optimization problem
The row player solves
$$
\max_{p,v}v
\quad\text{subject to}\quad
A^Tp\geq ve,quad e^Tp=1,quad p\geq0.
$$