Paper 1, Section I, 8H8 \mathrm{H}

Optimization
Part IB, 2013

State sufficient conditions for pp and qq to be optimal mixed strategies for the row and column players in a zero-sum game with payoff matrix AA and value vv.

Rowena and Colin play a hide-and-seek game. Rowena hides in one of 3 locations, and then Colin searches them in some order. If he searches in order i,j,ki, j, k then his search cost is ci,ci+cjc_{i}, c_{i}+c_{j} or ci+cj+ckc_{i}+c_{j}+c_{k}, depending upon whether Rowena hides in i,ji, j or kk, respectively, and where c1,c2,c3c_{1}, c_{2}, c_{3} are all positive. Rowena (Colin) wishes to maximize (minimize) the expected search cost.

Formulate the payoff matrix for this game.

Let c=c1+c2+c3c=c_{1}+c_{2}+c_{3}. Suppose that Colin starts his search in location ii with probability ci/cc_{i} / c, and then, if he does not find Rowena, he searches the remaining two locations in random order. What bound does this strategy place on the value of the game?

Guess Rowena's optimal hiding strategy, show that it is optimal and find the value of the game.