Proving payoff matrix of two-player zero-sum game


Assignment:

A (finite) square matrix A = (ai,j )i,j is called anti-symmetric if ai,j = −aj,i for all i and j . Prove that if the payoff matrix of a two-player zero-sum game is antisymmetric, then the value of the game in mixed strategies is 0. In addition, Player I’s set of optimal strategies is identical to that of Player II, when we identify Player I’s pure strategy given by row k with Player II’s pure strategy given by column k.

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Game Theory: Proving payoff matrix of two-player zero-sum game
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