Past exam of the mathematics course of the University of Cambridge 2006 ib Paper 3 20C Solution Created 2026-09-24 Updated 2026-10-14
In a zero-sum game, an entry is the net amount received by the row player when the players choose actions ; the column player receives its negative. A mixed strategy has nonnegative entries summing to one. Against column strategy , expected row payoff is . An optimal row strategy maximizes its guaranteed payoff ; an optimal column strategy minimizes .
The betting payoff must subtract the player's own stake: a winner receives both stakes but has already paid its own. Its net gain is the opponent's stake, and a loser loses its own. Ties give zero. Thus the row-payoff matrix isIt is antisymmetric. Interchanging players therefore changes the sign of the game value while leaving the game unchanged, so its value is zero. An optimal column strategy must prevent any pure row choice from gaining positively, namely . Antisymmetry then also gives , so the same vector is an optimal row strategy. This is the support certificate for an antisymmetric matrix game.
Seek a mixture supported on actions making those three opposing choices indifferent. Their zero-payoff equations areWith , these giveCheck every opponent action, including the omitted second one:This verifies optimality rather than simply assuming that a support choice is valid.
It is also unique. Let be any other optimal strategy, so . For the displayed , antisymmetry gives . The left side is nonpositive and the right side nonnegative, forcing . Since the other three entries of are positive, also forces . Their equations and normalization recover the same probabilities. Thus both players' unique optimal strategy uses bets one, three and four in the proportions .