Solving two-person zero-sum games using LP
Elliot Mendelson, Daniel I. Zwillinger · 2024
This chapter uses the linear programming (LP) framework to solve two-person zero-sum games. This is a practical and straightforward way to solve these, and other, games. For two-person zero-sum games there is a simple mapping of the payoffs (from one player to the other) to an appropriate LP problem. Solving the LP problem then creates the player probability distributions of their pure strategies. The classic simplex algorithm for solving LP problems is derived, and there are multiple examples of each step of the process.