Matrix Games, Linear Programming, and Linear Approximation

Definitions First we recall relevent definitions. This objective function is piece-wise linear and convex. This objective function is piece-wise linear and convex. A matrix game is given by a (payoff) matrix A. To solve a matrix game is to find a row p (an optimal strategy for the row player), a column q (an optimal strategy for the column player), and a number v such that p = ( p The number v is known as the value of game. The pair ( p, q) is known as an equilibrium for the matrix game.