[marv]

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Does anyone have experience with this? I am familiar with the normal form LP, but the extensive form formulation ala Koller et. al. isn't clicking yet. I can't quite figure out how to formulate the constraints, or what they are in fact supposed to represent.

I can give more details, but will wait for "yeah, I've done that" before going to the trouble.

eastbay

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I've done quite a bit of this.

Get your game in the form

max_x min_y x^T H y

s.t.

E x = e
F y = f
x,y >= 0

and then converting this to a standard LP is easy.

What bit is causing you grief?

Marv