Geodesic
Choice of mixed strategy in matrix game with nature by Hurwitz criterion
Matematičeskaâ teoriâ igr i eë priloženiâ, Tome 14 (2022) no. 2, pp. 64-75

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The article solves the problem of choosing an optimal, by the Hurwitz criterion, mixed strategy for arbitrary matrix game against nature. We reduce the problem to solving $n$ linear programming problems (where $n$ is the number of scenarios). As far as we know, this is a new result. It can be used to make decisions in uncertain environments, if the game situation is repeated many times, or physical mixture of pure strategies is realizable.
Keywords: uncertainty, decision making, game against nature, Hurwitz criterion, mixed strategy, linear programming. 
@article{MGTA_2022_14_2_a3,
     author = {Stepan Yu. Ponomarev and Alexandr B. Khutoretskii},
     title = {Choice of mixed strategy in matrix game with nature by {Hurwitz} criterion},
     journal = {Matemati\v{c}eska\^a teori\^a igr i e\"e prilo\v{z}eni\^a},
     pages = {64--75},
     publisher = {mathdoc},
     volume = {14},
     number = {2},
     year = {2022},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MGTA_2022_14_2_a3/}
}
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Stepan Yu. Ponomarev; Alexandr B. Khutoretskii. Choice of mixed strategy in matrix game with nature by Hurwitz criterion. Matematičeskaâ teoriâ igr i eë priloženiâ, Tome 14 (2022) no. 2, pp. 64-75. http://geodesic.mathdoc.fr/item/MGTA_2022_14_2_a3/