A maximin based, linear programming approach to worst-case scenario control
<|reference_start|>A maximin based, linear programming approach to worst-case scenario control: For non-zero-sum games, playing maximin or minimax strategies are not optimal in general, and thus we usually do not calculate them. However, under some conditions, such as incomplete information, trembling hands, or an irrational opponent, it can be reasonable to use the maximin expected utility preferences instead. A particular goal when there is uncertainty about an opponents behaviour -- especially when we cannot be certain of their rationality -- is for a player to avoid an unaffordable worst-case payoff. And such a worst-case payoff a player is willing to accept in practice need not be the exact maximin value. Here, we first introduce a motivating example and give the analytical description of an algorithm to control the worst-case scenario given a specified worst-case allowance for two-by-two games. Then we extend this method to n-by-m games using linear programming. We analyze two practical applications from the maximin angle, and also show that the equilibria when facing a malicious opponent coincides with a subset of the Nash equilibria of a transformation of the game. Lastly, we make some comments about problems when trying to analytically compute the subset of a strategy space with a specified worst-case allowance.<|reference_end|>
@article{zhang2024a,
    title={A maximin based, linear programming approach to worst-case scenario
  control},
    author={Zhuoer Zhang, Bryce Morsky},
    journal={arXiv preprint arXiv:2409.14547},
    year={2024},
    archivePrefix={arXiv},
    eprint={2409.14547},
    primaryClass={cs.GT}
}