IJRET : International Journal of Research in Engineering and Technology

© All Rights Reserved

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IJRET : International Journal of Research in Engineering and Technology

© All Rights Reserved

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_______________________________________________________________________________________

Volume: 03 Issue: 05 | May-2014, Available @ http://www.ijret.org 900

GAME THEORY PROBLEMS BY AN ALTERNATIVE SIMPLEX

METHOD

Kirtiwant P. Ghadle

1

, Tanaji S. Pawar

2

1

Associate Professor, Department of Mathematics, Dr. Babasaheb Ambedkar Marathwada University, Aurangabad,

Maharashtra, India

2

Research Student, Department of Mathematics, Dr. Babasaheb Ambedkar Marathwada University, Aurangabad,

Maharashtra, India

Abstract

In this paper, an alternative method for the solution of game problems is introduced. This method is easy to solve game problem

which does not have a saddle point. It is powerful method to reduce number of iterations and save valuable time.

Keywords: Linear programming problem, Optimal solution, Alternative simplex method, and Game problem.

--------------------------------------------------------------------***------------------------------------------------------------------

1. INTRODUCTION

Todays life is a full of struggle and competitions. A great

variety of competitive situations is commonly seen. What

should be the bid to win a big government job in the pace of

competition from several jobs? Game must be thought of, in

abroad sense, not as a kind of sport but as competitive

situation, a kind of conflict in which somebody must win

and somebody must lose.

John Von Neumann suggestion is to solve the game theory

problems on the maximum losses. Dantzig [1] suggestion is

to choose that entering vector corresponding to which

suggestion is to choose that entering vector corresponding to

which

(

is most negative.

In this paper, an attempt has been made to solve linear

programming problem (LPP) by new method which is an

alternative for simplex method. This method is different

from Khobragade et al. Method.

2. SOLUTION OF M x N RECTANGULAR

GAME PROBLEM

By fundamental theorem of rectangular games, if mixed

strategies are allowed, there always exists a value of game.

( i.e. = = ).

Let the two person zero sum game be defined as follows:

Player B

Player A

11

1

Let

1

,

2

, ,

and

1

,

2

, ,

be the probabilities of

two players A and B, to select their pure strategies. i.e.

=

1

,

2

, ,

and

= (

1

,

2

, ,

).

Then

1

+

2

+

3

+ +

= 1

and

1

+

2

+

3

+ +

= 1,

Where

0 and

0 for all , .

Let the game can be defined by LPP as given below:

For player A: Minimize =

1

+

2

+ +

or =

1

Subject to:

11

1

+

21

2

+ +

1

1

12

1

+

22

2

++

2

1

..................................................

..................................................

1

+

2

2

+ +

1

1

,

2

, ,

0.

For Player B: Maximize =

1

+

2

+ +

or =

1

Subject to:

11

1

+

12

2

+ +

1

1

21

1

+

22

2

++

2

1

..................................................

..................................................

1

+

2

2

+ +

1

1

,

2

, ,

0.

To find the optimal solution of the above LPP, it has been

observed that the player Bs problem is exactly the dual of

the player As problem. The optimal solution of one

problem will automatically give the optimal solution to the

other. The player Bs problem can be solved by an

alternative simplex method while player As problem can be

solved by an alternative dual simplex method [7].

IJRET: International Journal of Research in Engineering and Technology eISSN: 2319-1163 | pISSN: 2321-7308

_______________________________________________________________________________________

Volume: 03 Issue: 05 | May-2014, Available @ http://www.ijret.org 901

3. SOLVED PROBLEMS

3.1: Problem 1

Solve the following game by linear programming technique:

Player B

Player A

1 1 1

1 1 3

1 2 1

.

Solution: The given game has = -1, = 1. It does not

possess the saddle point and the value of game -1 < V < 1.

Adding a suitable constant k = 1 to all the elements of

payoff of matrix.

Player B

Player A

2 0 0

0 0 4

0 3 0

Let the strategies of two players be:

=

1

,

2

,

3

and

= (

1

,

2

,

3

), where

1

+

2

+

3

= 1,

1

+

2

+

3

= 1.

Then, the linear programming problem can be written as:

For player A: Minimize =

1

+

2

+

3

or =

1

Subject to: 2

1

1

3

3

1

4

2

1.

1

,

2

,

3

0.

For Player B:

Maximize =

1

+

2

+

3

or =

1

Subject to: 2

1

1

4

3

1

3

2

1.

1

,

2

,

3

0.

LPP is in standard form for player B:

Maximize =

1

+

2

+

3

or =

1

Subject to: 2

1

+

1

= 1

4

3

+

2

= 1

3

2

+

3

= 1.

1

,

2

,

3

,

1

,

2

,

3

0.

Where

1

,

2

,

3

are slack variables.

Simplex Table:

BVS

1

2

3

Ratio

0

1 1 2 0 0 1 0 0 -

0

2 1 0 0 4 0 1 0 1/4

0

3 1 0 3 0 0 0 1 -

0

1 1 2 0 0 1 0 0 -

1

3 1/4 0 0 1 0 1/4 0 -

0

3 1 0 3 0 0 0 1 1/3

0

1 1 2 0 0 1 0 0 1/2

1

3 1/4 0 0 1 0 1/4 0 -

1

2 1/3 0 1 0 0 0 1/3 -

1

1 1/2 1 0 0 1/2 0 0

1

3 1/4 0 1 0 0 1/4 0

1

2 1/3 0 0 1 0 0 1/3

Since all rows and column are ignored, hence an optimum

solution has been reached. Therefore optimum solution is:

1

=

1

2

,

2

=

1

3

,

3

=

1

4

. Max. =

13

12

.

Thus, the optimal strategies for player B are:

1

=

=

1

2

13

12

=

6

13

,

2

=

=

1

3

12

13

=

4

13

,

3

=

=

1/4

12/13

=

3

13

and =

1

=

12

13

1 =

1

13

.

The optimal strategies for player A are obtained from final

table of the above problem. This is given by duality rules:

= =

13

12

,

1

= 1 1 1

1/2

0

0

=

1

2

,

2

= 1 1 1

0

1/4

0

=

1

4

,

3

= 1 1 1

0

0

1/3

=

1

3

.

Hence,

1

=

=

1

2

13

12

=

6

13

,

2

=

=

1

4

13

12

=

3

13

,

3

=

=

1/3

13/12

=

4

13

and =

12

13

1 =

1

13

.

IJRET: International Journal of Research in Engineering and Technology eISSN: 2319-1163 | pISSN: 2321-7308

_______________________________________________________________________________________

Volume: 03 Issue: 05 | May-2014, Available @ http://www.ijret.org 902

3.2: Problem 2:

Two companies P and Q are competing for the same

product. Their different strategies are given in the following

payoff matrix:

Player Q

Player P

1 2 4

2 2 1

3 1 1

.

Use linear programming to determine the best strategies for

both the companies.

Solution: The given game has = 1, = 2. It does not

possess the saddle point and the value of game 1 < V < 2.

Here, the payoff matrix is already non-negative.

Let the strategies of two players be:

=

1

,

2

,

3

and

= (

1

,

2

,

3

), where

1

+

2

+

3

= 1,

1

+

2

+

3

= 1.

Then, the linear programming problem can be written as:

For player A:

Minimize =

1

+

2

+

3

or =

1

Subject to:

1

+ 2

2

+3

3

1

2

1

+2

2

+

3

1

4

1

+

2

+

3

1.

1

,

2

,

3

0.

For Player B:

Maximize =

1

+

2

+

3

or =

1

Subject to:

1

+ 2

2

+4

3

1

2

1

+ 2

2

+

3

1

3

1

+

2

+

3

1.

1

,

2

,

3

0.

LPP is in standard form for player B:

Maximize =

1

+

2

+

3

or =

1

Subject to:

1

+ 2

2

+4

3

+

1

= 1

2

1

+ 2

2

+

3

+

2

= 1

3

1

+

2

+

3

+

3

= 1.

1

,

2

,

3

,

1

,

2

,

3

0.

Where

1

,

2

,

3

are slack variables.

Simplex Table:

BVS

3

1

2

3

Ratio

0

1 1 1 2 4 1 0 0 1/4

0

2 1 2 2 1 0 1 0 1

0

3 1 3 1 1 0 0 1 1

1

0

0

1

1/11

0

2 3/11 0 13/11 0 -

1/11

1 -

7/11

3/13

1

1 3/11 1 2/11 0 -

1/11

0 4/11

1

1

2 3/13 0 1 0 -

1/13

11/13 -

7/13

1

1 3/13 1 0 0 -

1/13

-2/13 6/13

Since all rows and column are ignored, hence an optimum

solution has been reached. Therefore optimum solution is:

1

=

3

13

,

2

=

3

13

,

3

=

1

13

. Max. =

7

13

.

Thus, the optimal strategies for player B are:

1

=

=

3

13

7

13

=

3

7

,

2

=

=

3

13

7

13

=

3

7

,

3

=

=

1/13

7/13

=

1

7

and =

1

=

13

7

0 =

13

7

.

The optimal strategies for player A are obtained from final

table of the above problem. This is given by duality rules:

= =

7

13

,

1

= 1 1 1

4/13

1/13

1/13

=

2

13

,

2

= 1 1 1

5/13

11/13

2/13

=

4

13

,

3

= 1 1 1

2/13

7/13

6/13

=

1

13

.

Hence,

1

=

=

2

13

7

13

=

2

7

,

2

=

=

4

13

7

13

=

4

7

,

3

=

=

1/13

7/13

=

1

7

and =

13

7

0 =

13

7

.

IJRET: International Journal of Research in Engineering and Technology eISSN: 2319-1163 | pISSN: 2321-7308

_______________________________________________________________________________________

Volume: 03 Issue: 05 | May-2014, Available @ http://www.ijret.org 903

3.3: Problem 3:

Solve the following game by linear programming technique:

Player B

Player A

3 1 3

3 3 1

4 3 3

.

Solution: The given game has = -3, = 3. It does not

possess the saddle point and the value of game -3 < V < 3.

To make this payoff matrix as positive, adding a suitable

constant k = 5 to all the elements of payoff of matrix.

Player B

Player A

8 4 2

2 8 4

1 2 8

Let the strategies of two players be:

=

1

,

2

,

3

and

= (

1

,

2

,

3

), where

1

+

2

+

3

= 1,

1

+

2

+

3

= 1.

Then, the linear programming problem can be written as:

For player A: Minimize =

1

+

2

+

3

or =

1

Subject to: 8

1

+ 2

2

+

3

1

4

1

+ 8

2

+ 2

3

1

2

1

+ 4

2

+ 8

3

1.

1

,

2

,

3

0.

For Player B:

Maximize =

1

+

2

+

3

or =

1

Subject to: 8

1

+4

2

+ 3

3

1

2

1

+ 8

2

+4

3

1

1

+ 2

2

+ 8

3

1.

1

,

2

,

3

0.

LPP is in standard form for player B:

Maximize =

1

+

2

+

3

Subject to: 8

1

+4

2

+ 3

3

+

1

= 1

2

1

+ 8

2

+4

3

+

2

= 1

1

+ 2

2

+ 8

3

+

3

= 1.

1

,

2

,

3

,

1

,

2

,

3

0.

where

1

,

2

,

3

are slack variables.

Simplex Table:

B

V

S

1

2

3

Ratio

0

1 1 8 4 2 1 0 0 1/8

0

2 1 2 8 4 0 1 0 1/2

0

3 1 1 2 8 0 0 1 1

1

0

0

1

0

14/31

1

1

1

1

Since all rows and column are ignored, hence an optimum

solution has been reached. Therefore optimum solution is:

1

=

1

14

,

2

=

11

196

,

3

=

5

49

. Max. =

45

196

.

Thus, the optimal strategies for player B are:

1

=

=

1

14

45

196

=

14

45

,

2

=

=

11

196

45

196

=

11

45

,

3

=

=

5/49

45/196

=

20

45

and =

1

=

196

45

5 =

29

45

.

The optimal strategies for player A are obtained from final

table of the above problem. This is given by duality rules:

= =

45

196

,

1

= 1 1 1

1/7

3/98

1/98

=

5

49

,

2

= 1 1 1

1/14

31/196

3/98

=

11

196

,

3

= 1 1 1

0

1/14

1/7

=

1

14

.

Hence,

1

=

=

5

49

45

196

=

20

45

,

2

=

=

11

196

45

196

=

11

45

,

3

=

=

1/14

45/196

=

14

45

and =

196

45

5 =

29

45

.

IJRET: International Journal of Research in Engineering and Technology eISSN: 2319-1163 | pISSN: 2321-7308

_______________________________________________________________________________________

Volume: 03 Issue: 05 | May-2014, Available @ http://www.ijret.org 904

3.4: Problem 4:

Two companies P and Q are competing for the same

product. Their different strategies are given in the following

payoff matrix:

Player Q

Player P

1 0 2

0 0 1

1 1 1

.

Use linear programming to determine the best strategies for

both the companies.

Solution: The given game has = -1, = 0. It does not

possess the saddle point and the value of game -1 < V < 0.

To make this payoff matrix as positive, adding a suitable

constant k = 2 to all the elements of payoff of matrix.

Player B

Player A

1 2 4

2 2 1

3 1 1

Let the strategies of two players be:

=

1

,

2

,

3

and

= (

1

,

2

,

3

), where

1

+

2

+

= 1,

1

+

2

+

3

= 1.

Then, the linear programming problem can be written as:

For player A: Minimize =

1

+

2

+

3

or =

1

Subject to:

1

+ 2

2

+3

3

1

2

1

+ 2

2

+

3

1

4

1

+

2

+

3

1.

1

,

2

,

3

0.

Min. = - Max. , =

Max.

=

1

2

3

Subject to:

1

2

2

3

3

1

2

1

2

2

3

1

4

1

2

3

1.

1

,

2

,

3

0.

LPP is in standard form for player A:

Max.

=

1

2

3

Subject to:

1

2

2

3

3

+

1

= 1

2

1

2

2

3

+

2

= 1

4

1

2

3

+

3

= 1

1

,

2

,

3

,

1

,

2

,

3

0.

where

1

,

2

,

3

are slack variables.

Simplex Table:

BVS

1

2

3

Ratio

0

1 -1 -1 -2 -3 1 0 0 1

0

2

-1 -2 -2 -1 0 1 0 1/2

0

3 -1 -4 -1 -1 0 0 1 1/4

0

1 -3/4 0 -7/4 -

11/4

1 0 -1/4

0

-1

-1

0

2

-4/11 0 -

13/11

0 -2/11 1 -5/11

-1

-1

-1

2 4/13 0 1 0 2/13 -

11/13

5/13

-1

Since all rows and column are ignored, hence an optimum

solution has been reached. Therefore optimum solution is:

1

=

2

13

,

2

=

4

13

,

3

=

1

13

. Min. =

7

13

.

Thus, the optimal strategies for player A are:

1

=

=

2

13

7

13

=

2

7

,

2

=

=

4

13

7

13

=

4

7

,

3

=

=

1/13

7/13

=

1

7

and =

1

=

13

7

2 =

1

7

.

The optimal strategies for player B are obtained from final

table of the above problem. This is given by duality rules:

= =

7

13

,

1

= 1 1 1

6/13

2/13

1/13

=

3

13

,

2

= 1 1 1

7/13

11/13

1/13

=

3

13

,

3

= 1 1 1

2/13

5/13

4/13

=

1

13

.

Hence,

1

=

=

3

13

7

13

=

3

7

,

2

=

=

3

13

7

13

=

3

7

,

3

=

=

1/13

7/13

=

1

7

and =

13

7

2 =

1

7

.

IJRET: International Journal of Research in Engineering and Technology eISSN: 2319-1163 | pISSN: 2321-7308

_______________________________________________________________________________________

Volume: 03 Issue: 05 | May-2014, Available @ http://www.ijret.org 905

4. CONCLUSIONS

An alternative method for game theory problems to obtain

the solution of linear programming problem has been

derived. This technique is useful to apply on numerical

problems, reduces the labour work and save valuable time.

REFERENCES

[1]. G. B. Dantzig: Maximization of linear function of

variables subject to linear inequalities, In: 21-Ed. Koopman

Cowls Commission Monograph, 13, John Wiley and Sons,

Inc., New Yark (1951).

[2]. K. G. Lokhande, N. W. Khobragade, P. G. Khot:

Simplex Method: An Alternative Approach, International

Journal of Engineering and Innovative Technology, Volume

3, Issue 1, P: 426-428 (2013).

[3]. N. V. Vaidya, N. W. Khobragade: Solution of Game

Problems Using New Approach, IJEIT, Vol. 3, Issue 5,

2013.

[4]. N. W. Khobragade and P. G. Khot: Alternative

Approach to the Simplex Method-II, Acta Ciencia Indica,

Vol.xxx IM, No.3, 651, India (2005).

[5]. S. D. Sharma: Operation Research, Kedar Nath Ram

Nath, 132, R. G. Road, Meerut-250001 (U.P.), India.

[6]. S. I. Gass: Linear Programming, 3/e, McGraw-Hill

Kogakusha, Tokyo (1969).

[7]. K. P. Ghadle, T. S. Pawar, N. W. Khobragade: Solution

of Linear Programming Problem by New Approach, IJEIT,

Vol.3, Issue 6. Pp.301-307, 2013

BIOGRAPHIES

Mr. Tanaji S. Pawar, Research student,

Department of mathematics, Dr. Babasaheb

Ambedkar Marathwada University,

Aurangabad.

Dr. K. P. Ghadle for being M.Sc in Maths he

attained Ph.D. He has been teaching since

1996. At present he is working as Associate

Professor. Achieved excellent experiences in

Research for 15 years in the area of Boundary

value problems and its application. Published more than 45

research papers in reputed journals. Four students awarded

Ph.D Degree and four students working for award of Ph.D.

Degree under their guidance.

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