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[Help-glpk] Question about Simplex implementation


From: Marc Lanctot
Subject: [Help-glpk] Question about Simplex implementation
Date: Mon, 21 Jan 2008 21:16:37 -0700
User-agent: Thunderbird 2.0.0.9 (X11/20071031)

Hello,

I have a game theory question that people might be able to answer here.

Suppose I use GLPK's implementation of the Simplex algorithm to solve a linear program built from two-player equilibria equations for a particular matrix game, and get back a mixed strategy (a probability dist. which does not only have 1 and 0 entries). Does this mean that mixing is necessary to achieve the optimal value? In other words, is it true that there exists no deterministic strategy that achieves the same value? (eg. the impl. of Simplex will return a det. strategy if one exists?)

Marc

--
Curiosity is the scholar's virtue.




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