2023-02-07T22:33:44Zhttps://keep.lib.asu.edu/oai/requestoai:keep.lib.asu.edu:node-1499602021-08-30T18:52:33Zoai_pmh:alloai_pmh:repo_items149960
https://hdl.handle.net/2286/R.I.9256
http://rightsstatements.org/vocab/InC/1.0/
All Rights Reserved
2011
v, 103 p
Doctoral Dissertation
Academic theses
Text
eng
Manley, Michael
Kadell, Kevin W. J.
Kao, Ming-Hung
Lanchier, Nicolas
Lohr, Sharon
Reiser, Mark R.
Arizona State University
Partial requirement for: Ph.D., Arizona State University, 2011
Includes bibliographical references (p. 96-97)
Field of study: Mathematics
By the von Neumann min-max theorem, a two person zero sum game with finitely many pure strategies has a unique value for each player (summing to zero) and each player has a non-empty set of optimal mixed strategies. If the payoffs are independent, identically distributed (iid) uniform (0,1) random variables, then with probability one, both players have unique optimal mixed strategies utilizing the same number of pure strategies with positive probability (Jonasson 2004). The pure strategies with positive probability in the unique optimal mixed strategies are called saddle squares. In 1957, Goldman evaluated the probability of a saddle point (a 1 by 1 saddle square), which was rediscovered by many authors including Thorp (1979). Thorp gave two proofs of the probability of a saddle point, one using combinatorics and one using a beta integral. In 1965, Falk and Thrall investigated the integrals required for the probabilities of a 2 by 2 saddle square for 2 × n and m × 2 games with iid uniform (0,1) payoffs, but they were not able to evaluate the integrals. This dissertation generalizes Thorp's beta integral proof of Goldman's probability of a saddle point, establishing an integral formula for the probability that a m × n game with iid uniform (0,1) payoffs has a k by k saddle square (k ≤ m,n). Additionally, the probabilities of a 2 by 2 and a 3 by 3 saddle square for a 3 × 3 game with iid uniform(0,1) payoffs are found. For these, the 14 integrals observed by Falk and Thrall are dissected into 38 disjoint domains, and the integrals are evaluated using the basic properties of the dilogarithm function. The final results for the probabilities of a 2 by 2 and a 3 by 3 saddle square in a 3 × 3 game are linear combinations of 1, π2, and ln(2) with rational coefficients.
Mathematics
Statistics
Method of steepest descent (Numerical analysis)
Saddle squares in random two person zero sum games with finitely many strategies