mixed security strategy

#game_theory

Definition

Vector $y^* \in Y$ is called a mixed security strategy for P1, in matrix game $A$ , if following inequality holds for all $y \in Y$ :

\overline{V}_m(A) \triangleq \max_{z \in Z} {y^*}' Az \leq \max_{z \in Z} y' Az, \quad y \in Y

(note convention: P1 minimizer, P2 maximizer)

See also

mixed strategy
(pure) security strategy

References

M. Maschler, E. Solan, and Shmuel Zamir, Game Theory, Cambridge University Press, 2013, p. 25.