Zero-Sum Matrix Games
Zero-Sum Matrix Games
This chapter discusses a number of key concepts for zero-sum matrix games. A zero-sum matrix game is played by two players, each with a finite set of actions. Player 1 wants to minimize the outcome and Player 2 wants to maximize it. After providing an overview of how zero-sum matrix games are played, the chapter considers the security levels and policies involved and how they can be computed using MATLAB. It then examines the case of a matrix game with alternate play and one with simultaneous play to determine whether rational players will regret their decision to play a security policy. It also describes the saddle-point equilibrium and its relation to the security levels for the two players, as well as the order interchangeability property and computational complexity of a matrix game before concluding with a practice exercise with the corresponding solution and an additional exercise.
Keywords: zero-sum matrix, security level, MATLAB, alternate play, simultaneous play, regret, security policy, saddle-point equilibrium, order interchangeability property, computational complexity
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