Past exam of the mathematics course of the University of Cambridge 2014 iii Paper 37 4 b Solution Created 2026-10-03 Updated 2026-10-06
The game is degenerate in the nondegeneracy of a bimatrix game sense. Against the first player's pure strategy , the second player's choices and are both best responses, with payoff four. A mixed strategy of support size one therefore has two pure best responses. The usual Lemke-Howson algorithm path needs additional tie handling or perturbation in such a game; the zero-sum game structure gives a simpler direct linear program.
Add five to every entry of the first player's matrix, obtainingThis does not change either player's best responses or Nash equilibria; it raises the game value by five. Since all entries are positive, its value is positive. If is a row mixed strategy guaranteeing , put . Then and .
Conversely any feasible has , and guarantees payoff in the shifted game. Maximizing that guaranteed payoff is therefore equivalent to minimizing under , . These are precisely the displayed constraints. The dual program maximizes subject to , ; normalizing an optimal gives the column strategy. This is positive-payoff linear programming for a matrix game.
Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 38 6 a Solution Created 2026-10-03 Updated 2026-10-06
Apply positive affine payoff transformations, if necessary, so both payoff matrices have strictly positive entries. Such transformations preserve best responses and Nash equilibria. The Lemke-Howson algorithm uses unnormalized nonnegative strategy vectors and slack variables satisfyingThus its two polytopes are and . A label occurs when or ; a label occurs when or . The complementary pivoting path drops one label from the artificial zero pair and resolves each duplicated label until all labels return.
Terminate at a completely labelled pair other than the artificial zero pair. This is equivalent to complementary slacknessA nonzero completely labelled pair has both vectors nonzero: if , then forces , and the converse is analogous. Normalize to mixed strategiesThe inequalities imply that every row payoff against is at most , with equality on every row receiving positive probability in . Thus is a best response to . Likewise is a best response to using . Hence is a Nash equilibrium. Nondegeneracy of a bimatrix game ensures the usual complementary pivoting path has a unique continuation after the label choice.