Question 15.71
39. Find a two-person zero-sum game with a saddlepoint in which the successive elimination of dominated strategies does not lead to the saddlepoint. (Hint: Restrict yourself to games. Can you construct such a game that has a saddlepoint but for which no strategies are dominated?)
39.
The following zero-sum game has no weakly dominated strategies.
Player 1’s maximin strategy is to play row 2, while Player 2’s minimax strategy is to play column 2. However, no row or column can be eliminated by the successive deletion of dominated strategies.