Solution (source code)

= Solution

Let $u,v$ be the row and column <mixed strategies>, so their entries are nonnegative and sum to one. The payoffs are $u^{\mathsf T}Pv$ and $u^{\mathsf T}P^{\mathsf T}v$. A \b[<Nash equilibrium>] is a pair in which each strategy is a <best response> to the other: neither player can improve its expected payoff by a unilateral change of <mixed strategy>. Equivalently, every positive-probability <pure strategy> attains that player's maximum pure-strategy payoff against the opposing mixture.

For the <complementarity construction of a symmetric Nash equilibrium> put $s=\sum_i x_i>0$ and $u=x/s$. The equation $Px+z=\mathbf1$ gives $Px\leq\mathbf1$. Nonnegativity and $x^{\mathsf T}z=0$ imply $x_i>0\Rightarrow z_i=0\Rightarrow(Px)_i=1$. Therefore every used <pure strategy> has payoff $1/s$ against $u$, while all other <pure strategies> have payoff at most $1/s$. The same vector of pure-strategy payoffs applies to the column player in this symmetric <bimatrix game>. Thus \b[a symmetric <Nash equilibrium> is]
$$
\boxed{(u,u),\qquad u=\frac{x}{\sum_i x_i}.}
$$

For a genuine <Lemke-Howson algorithm> path, use two separate vectors, $\xi$ for the row player and $\eta$ for the column player, with slacks
$$
P\eta+r=\mathbf1,\qquad P\xi+s=\mathbf1,\qquad \xi,\eta,r,s\geq0.
$$
Give labels $i=1,2,3$ to $\xi_i=0$ or $r_i=0$, and labels $3+j$ to $\eta_j=0$ or $s_j=0$. A nonzero completely labeled pair has $\xi_i r_i=0$ and $\eta_j s_j=0$, and normalization yields mutual <best responses>. At the artificial pair $(\xi,\eta)=(0,0)$ all six labels are present.

Drop label $3$ by increasing $\xi_3$. The two limiting rows of $P\xi\leq\mathbf1$ are $3\xi_3\leq1$ and $2\xi_3\leq1$, so the minimum-ratio pivot stops at $\xi_3=1/3$, where $s_2=0$. Label $5$ is now duplicated, since $\eta_2=0$ also carries it. Increase $\eta_2$ to remove that duplicate. The limiting inequalities are $3\eta_2\leq1$ and $4\eta_2\leq1$, so the next pivot stops at $\eta_2=1/4$, where $r_3=0$ restores the dropped label $3$. The endpoint is
$$
\xi=(0,0,1/3),\quad s=(1,0,1/3),\qquad \eta=(0,1/4,0),\quad r=(1/4,1,0).
$$
It has all six labels and satisfies both complementarity conditions. After normalization, \b[the <Lemke-Howson algorithm> returns]
$$
\boxed{u=e_3,\qquad v=e_2.}
$$
Against column strategy $2$, row strategy $3$ pays $4$, exceeding $3$ and $0$. Against row strategy $3$, column strategy $2$ pays $3$, exceeding $0$ and $2$. This verifies the endpoint directly.

To find every other <Nash equilibrium>, observe that row strategy $3$ strictly dominates row strategy $1$: the payoff differences against the three columns are $(2,1,2)$, all positive. By symmetry, column strategy $1$ is also <strictly dominated>. Neither can appear in an equilibrium. The reduced strategies $2,3$ have row payoff matrix
$$
\begin{pmatrix}0&3\\4&2\end{pmatrix}.
$$
The two pure <Nash equilibria> are $(e_2,e_3)$ and $(e_3,e_2)$. If the opponent uses strategy $2$ with probability $q$, the payoffs of strategies $2,3$ are $3(1-q)$ and $2+2q$. Indifference requires $q=1/5$. The same computation applies to the other player. A player mixing both strategies forces this exact opposing mixture; a player playing a pure strategy has a unique opposing <best response>, producing one of the two pure equilibria. Hence \b[there are exactly three <Nash equilibria>]:
$$
\boxed{(e_2,e_3),\quad(e_3,e_2),\quad\bigl((0,1/5,4/5),(0,1/5,4/5)\bigr).}
$$
For the symmetric mixed equilibrium, the original complementarity construction can use $x=(0,1/12,1/3)$ and $z=(3/4,0,0)$; it gives payoff $12/5$ to each player after normalization.