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If 1 and 2 are

in S, then convex combination 1 (12 must also belongs to S 0,1]

hyperplane S {: pt x } where p is a nonzero vector in Rn . If S, pt = , S {: pt (x- ) = 0}.

The convex hull of S, conv(S), is the collection of all convex combinations of S. xconv(S) iff x , =1, 0

conv(S) is the smallest convex set containing S. conv(S) is the intersection of all convex sets containing S.

The convex hull of a finite number of points 1 ,...,+1 in Rn is called a polytope.

If 1 ,...,+1 are affinely independent, which means that 2 1 ,, +1 1 , are linearly independent.

Note: 1 ,..., are linearly independent if 1 1 + + we have =0for all i.

If 1 ,...,+1 are affinely independent, then conv 1 ,...,+1 is called a simplex having vertices 1 ,...,+1 .

S is a set in Rn ,if Sconv(S),then Sconv(1 ,...,+1 ), and x can be written as x , =1, 0

A point x is in the closure of S, denoted by cl S, if S () >0.For any neighborhood of x, there is some

element of S in the neighborhood. cl S=int S S is the smallest closed set containing S. S=[0,1){2}cl

S=[0,1]{2}

A point x is in the interior of S, denoted int S, if ()S for some > 0.

If S=cl S, S is called closed. If S=int S, S is called open. S=[0,1]{2}= cl Sclosed.

A set S is closed iff it contains all its boundary points. int S S S , while SS int S necessarily.

A set is open iff it does not contain any of its boundary points. S =

A set S is closed iff for any convergent sequence of points { } contained in S with limit point , we also have xS.

A point x is in the boundary of S, S , if N (x) contains at least one point in S and one point not in S for >0.

S is a nonempty, compact set, and f : SR is continuous on S.Then the problem min{f x: xS}attains its minimum.

S is a nonempty closed convex set in Rn and yS.(1)There exists a unique point S with the minimum distance from

y iff (y )t (x ) 0 S (2)There exists a nonzero vector p and a scalar such that pt y and pt x for

xS . ( hyperplane H {: pt x }separate S1 and S2 if pt xx1 and pt x x2 )

S1 Ax0, t >0, x Ax<0, x Ax0, t >0, x0, Ax0,B =0, t >0, x l n

x

S2 t = , y0, y t =0, y0, y t c, y0, y t + t = ,y0, y,z ,

H {x : pt (x ) 0} is a supporting hyperplane of S at if either pt (x )0 or pt (x )0 for each xS

Let S be a nonempty convex set in Rn , (1)and let S. Then there exists a hyperplane that supports S at ; that is,

there exists a nonzero vector p such that pt (x ) 0 for each xcl S.

(2)and xint S . Then there is a nonzero vector p such that pt (x ) 0 for each xcl S.

(3)and let yint conv(S) . Then there exists a hyperplane that separates S and y.

(4)and let Sconv(S) . Then there exists a hyperplane that supports S at .

Let S1 and S2 be nonempty convex sets in Rn and suppose that either (1)S1S2 is empty. or(2) int S is not empty and

that S1 intS2 is empty Then there exists a hyperplane that separates S1 and S2 ; that is, there exists a nonzero vector p

in Rn such that inf{pt x: xS1}sup{pt x: xS2}, which means pt 1 pt 2 for all 1 S1 and 2 S2.

Let S1 and S2 be closed convex sets, and suppose that S1 is bounded. If S1S2 is empty, there exists a hyperplane that

strong separates S1 and S2; that is, there exists a nonzero p and 0 such that inf{pt x: xS1} +sup{pt x: xS2}

Cone:A nonempty set C in Rn with vertex zero if xC implies that xC 0. If C is convex, C is a convex cone.

The polar cone of S, S*, is given byp:pt x 0 xS. If S is empty, S* is Rn . A closed convex cone x : Ax 0

A polyhedral set is a closed convex set, the intersection of a finite number of closed half-spaces;S={x: }

A vector xS is an extreme point of a nonempty convex set S in Rn if x1 (12 (0,1) implies x1 2

A nonzero vector d is a direction if xS, x+dS 0.Two directions d1 and d2 are distinct if d1 d2 >0.

(1)If the set is bounded, then it has no directions. (2)The number of extreme points and extreme directions of S is finite.

A direction d in S is an extreme direction if d 1 d1 2d2 for 1,2 0, then d1=d2 for some > 0.

Feasible Direction: S {x : Ax b, x0}, A(m n)is of rank m. (1)d0 is a direction of S iff Ad=0 for d0.

(2)xS iff x + j and j=1, , j0S has at least one extreme direction/point if it is

unbounded/nonempty.

(4)To have a finite optimal solution iff dj0 for all extreme directions of the feasible region

Minimize t subject to Ax b, x0, = , and , 0. B N b, = B1 B1 N

t = + = (B 1 B 1 N ) + = B 1 +( B 1 ) . If ( B1 ) 0, = B1

D: Maximize t y subject to t y c, y unrestricted.

Weak duality result: t ty for any feasible solution x to P and any feasible solution y to D.

Strong duality result: If both P and D are feasible, they both have optimal solutions with the same objective value.

Unbounded-infeasible relationship: If P is unbounded, D is infeasible. If D is unbounded, P is infeasible.

If D is infeasible, P is unbounded or infeasible. If P is infeasible, D is unbounded or infeasible.

Let be a primal feasible solution, and be a dual feasible solution. and are optimal to P and D iff =0

j=1,..n where =( , =ct

1 , ) is the vector of slack variables in the dual constraints for the dual solution .

If > 0,then =0. The equality of the th constraint in dual holds. If > 0,then =0, which implies =0.

A set F R is closed if the complement of F, R \ F, is open. [0, 1] {(-,0) and (1,) open}, [0, ) {(-

,0)open}

(0, 1] is neither open nor closed. It is not open, because x = 1 is contained in the set, but every neighborhood of

x = 1 is not contained in the set. It is not closed, because its complement - ,0] and (1, ) is not open at x = 0.

A compact set must be both closed and bounded. [0,1] is compact.

X is a limit of ( ) iff for each > 0 there exists K N s. t. n > k() | | <

For each > 0, choose K N such that K > 1/, when n > k, | 0| = |1/n 0| 1/k <

A set S is closed iff convergent sequence of points ( ) contained in S with limit point X XS

S=[0,1] is closed, ( )=(1/2)^n 0, 0S S=(0,1] is not closed because 0 is not in S

S is not closed, there exists ( ) n s.t. S but x does not belong to S.

A set X is convex if for any x and x ' belonging to X and any [0,1] , x+(1-)x 'X .

A correspondence C is called (usc), if the graph of the correspondence {(x, y) : yC(x)} is closed.

A fixed point of r is a s.t. r(),i.e., must be one of player is best responses to

Kakutanis fixed point theorem Let S n be a compact and convex set. Let C be a correspondence from S

into

itself that is usc and convex valued. Then, there is an S such that C( ) .C: best response. S:solution space

Sufficient condition for r: have a fixed point: 1. is compact,convex and nonempty 2.r() is not empty .

n ) (, ) with n r(n ), then r()

3. r() is convex . 4.r(.) has a closed graph: If sequence (n ,

If each players mixed strategy is a best response to the other players mixed strategy.

is a best response to

={1 , , 1

, +1 , ,

If a mixed strategy is a best response, each of the pure strategies in the mixed must be best responses.

= ( , ) is a N.E. r( ) and r( )

is one of best response to , and is one of best response to

You are not going to assign a positive probability to a strategy which is always worse than the others.

To find out player2s NE, look at player1s payoff. Player 1s expected payoff from playing Head is

Player 1s plays H if 1 [, (1 )]> 1 [, (1 )]

(r = 0, q = 0), (r = 1, q = 1), (r = 1/4, q = 1/2). (T, L) and (B,R) a mixed strategy NE { (1/4, 0, 3/4), (1/2, 0, 1/2)}

There can be no Nash equilibrium in which one player plays a pure strategy and the other mixes.

There can be no Nash equilibrium in which at least one player mixes only between two pure strategies

Dynamic games with complete and perfect information, at each move in the game, the player with the move

knows the full history of the play of the game. Dynamic games with complete but imperfect information, At some

move the player with the move does not know the history of the game.

Suppose = (p , q ) r(p, q) and = (p , q ) r(p, q) where = (p, q) (0,1), we have

1 ( , ) 1 (, )

{ From the preceding relations, 1 ( , )+(1-) 1 ( , ) 1 (, ). By the linearity of

1 ( , ) 1 (, )

1 , 1 [ +(1-) , ] 1 (, ) Hence, p +(1-) p is player 1s best response to q for (0,1).

By contradiction, assume the graph of r( ) is NOT closed.

a sequence( , , , )(, , , ) s.t. ( , ) r( , ) (*) but ( , ) r(, )

Then there exists some player, assume player 1, 1().

>0 and s.t. 1 ( , ) > 1 ( , )+3 (1)

( , , , ) (, , , ) for n sufficiently large 1 ( , ) 1 ( , ) < (2)

From (1) and (2): 1 ( , ) > 1 ( , ) > 1 ( , ) + 2(3)

( , , , ) (, , , ) for n sufficiently large 1 ( , ) 1 ( , ) < (4)

Combining (3) and (4), 1 ( , ) > 1 ( , )+2 > 1 ( , ) +

For player 1, playing is strictly better than playing . This contradicts the assumption (*)

that ( , ) r( , ). Hence, the graph of r( ) is closed.

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