Patience of matrix games
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文摘
For matrix games we study how small nonzero probability must be used in optimal strategies. We show that for win-lose-draw games (i.e.? matrix games) nonzero probabilities smaller than are never needed. We also construct an explicit win-lose game such that the unique optimal strategy uses a nonzero probability as small as . This is done by constructing an explicit nonsingular matrix, for which the inverse has only nonnegative entries and where some of the entries are of value .
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