Consider a 2 x 2 , 2 person zero sum game without any saddle point having the pay off matrix for player as
B1 B2
A1 [ a11 a12
A2 a21 a22]
The optimum strategy for A is given as
[ A1 A2
SA = p1 p2]
The optimm strategy for B is given as
[ B1 B2
SB = q1 q2]
a22-a12
p1= ---------------------
(a11+a22)-(a12+a21)
p1+p2=1
p2=1-p1
a22-a21
q1 = ----------------------
(a11+a22)-(a12+a21)
q1+q2=1
q2=1-q1
a11a22 - a12a21
Value of game = -----------------------------------
(a11+a22)-(a12+a21)
B1 B2
A1 [ a11 a12
A2 a21 a22]
The optimum strategy for A is given as
[ A1 A2
SA = p1 p2]
The optimm strategy for B is given as
[ B1 B2
SB = q1 q2]
a22-a12
p1= ---------------------
(a11+a22)-(a12+a21)
p1+p2=1
p2=1-p1
a22-a21
q1 = ----------------------
(a11+a22)-(a12+a21)
q1+q2=1
q2=1-q1
a11a22 - a12a21
Value of game = -----------------------------------
(a11+a22)-(a12+a21)
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