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Game Expectation


Let the elements in a payoff matrix be denoted a_(ij), where the is are player A's strategies and the js are player B's strategies. Player A can get at least

 min_(j<=n)a_(ij)
(1)

for strategy i. Player B can force player A to get no more than max_(j<=m)a_(ij) for a strategy j. The best strategy for player A is therefore

 max_(i<=m)min_(j<=n)a_(ij),
(2)

and the best strategy for player B is

 min_(j<=n)max_(i<=m)a_(ij).
(3)

In general,

 max_(i<=m)min_(j<=n)a_(ij)<=min_(j<=n)max_(i<=m)a_(ij).
(4)

Equality holds only if a game saddle point is present, in which case the quantity is called the value of the game.


See also

Game, Game Saddle Point, Payoff Matrix, Strategy, Value

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Cite this as:

Weisstein, Eric W. "Game Expectation." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/GameExpectation.html

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