Two-Person Zero-Sum Game with Multiple Solutions

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Theorem

There exists a two-person zero-sum game with more than one solution.


Proof

Consider the game defined by the following payoff table:

  $\text B$
$\text A$ $\begin{array} {r {{|}} c {{|}} c {{|}} c {{|}} }

& B_1 & B_2 & B_3 \\ \hline A_1 & 1 & 2 & 4 \\ \hline A_2 & 4 & 2 & 1 \\ \hline \end{array}$

This has two solutions:

$(1): \quad A: \left({1/3, 2/3}\right), B: \left({0, 1, 0}\right)$
$(2): \quad A: \left({2/3, 1/3}\right), B: \left({0, 1, 0}\right)$



It follows that the strategies:

$\left({\dfrac t 3, \dfrac {2 \left({1 - t}\right)} 3}\right), B: \left({0, 1, 0}\right)$

for all $0 \le t \le 1$ are also solutions.




Sources