Question: linear programming

I found the below text here :  scienceblogs.com/goodmath/2008/07/back_to_math_solving_zerosum_g.php

My question is how can I set up this problem in Maple ?!

The objective function should be: min(E(H1), E(H2), E(H3))
constraint:  Σpi=1, and ∀i: 0≤pi≤1.
solution: p1=0.57, p2=0.17, p3=0.26.

Let's get specific. Here's a game. We'll call the two players H (for the player who picks a strategy that's a horizontal line across the graph), and V. The grid is set up from the viewpoint of player H: the entry in a position is what V needs to pay to H if that pair of strategies is selected:

        V1         V2        V3

H1     3          1           3

H2      2         4           5

H3      3         6            1
 

Then the linear programming problem works out as follows:

  • Let E(H1) = 3p1 + 1p2 + 3p3
  • Let E(H2) = 2p1 + 4p2 + 5p3
  • Let E(H3) = 3p1 + 6p2 + 1p3

Maximize: min(E(H1), E(H2), E(H3)), where Σpi=1, and ∀i: 0≤pi≤1.

When we run that through our linear programming tool, we get the following probability assignment
(rounded to two figures): p1=0.57, p2=0.17, p3=0.26.

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