Maximizing the quantity $f = -20p\cdot q + 9p + 9q$

I have a function $$f = -20p\cdot q + 9p + 9q$$. Player 1 chooses $$p$$ and player 2 chooses $$q$$. Both $$p$$ and $$q$$ are in the inclusive interval $$[0, 1]$$. Player 1 wants to maximize $$f$$ while player 2 wants to minimize $$f$$.

Player 1 goes first, what is the most optimal value of $$p$$ he should choose knowing that player 2 will choose a $$q$$ in response to player 1's choice of $$p$$?

This seems to be some sort of minimization-maximization problem, but I am unsure how to solve it. I was thinking about approaching this from a calculus perspective by taking the partial derivative of $$f$$ with respect to $$p$$, but it doesn't seem I get an intuition by doing this, and it seems that $$p$$ and $$q$$ are a function of each other. How should I approach solving this problem analytically?

2 Answers

Your problem can be formulated as:

$$\ \max_{p \in [0, 1]}\min_{q\in [0, 1]} f(p, q) = \max_{p\in[0, 1]} g(p)$$

Let's see $$g(p)$$, $$\ g(p) = \min_{q\in[0, 1]} -20pq + 9p + 9q = \min_{q\in[0, 1]} (9-20p)q + 9p$$

Case-1: $$\ 9-20p\geq0 \implies q=0 \\ \text{ Hence }g(p)=9p \text{ if } p \leq \frac{9}{20}$$

Case-2: $$\ 9-20p<0 \implies q=1 \\ \text{ Hence }g(p)=9-11p \text{ if } p > \frac{9}{20}$$

You can see $$p=\frac{9}{20}$$ is the best move for the first player. Similar to the previous answer but more mathematical. Note that even if $$p\in \mathbb R$$ we cannot gain any advantage.

Okay, I think I figured it out, but it would be great to get feedback. I'm also interested in other approaches, especially if there's an easy calculus method to solve this.

My solution:

Consider the first term, $$-20p\cdot q$$. This term can only be $$\leq 0$$. If it is zero because $$p=0$$, then the only logical choice for $$q$$ is also $$0$$. If it's non-zero, i.e., $$p, q > 0$$, then choose $$p'$$ isn't trivial because it'll want to minimize $$-20p\cdot q$$ and also $$9q$$, but the two have opposite signs.

Consider the summation of these 2 terms: $$-20p \cdot q + 9q \\ = q(9 - 20p)$$

If the term in parenthesis is negative, then it's obvious we pick $$q = 1$$. If the parenthesis term is positive, then it's obvious we choose $$q = 0$$. If the parenthesis term is zero, then it doesn't matter what we choose $$q$$ to be.

If $$9-20p = 0 \implies p = 0.45 \implies f = 9p = 4.05$$.

If $$9 - 20p < 0 \implies p > 0.45, q = 1 \implies f < \sup_{p > 0.45} f = 0.45$$.

If $$9 - 20p > 0 \implies p < 0.45, q = 0 \implies f < \sup_{p < 0.45} f = 0.45$$.

So from this we see that player 1 should choose $$p=0.45$$, which is the case where $$(9 - 20p) = 0$$ and $$q$$ can be whatever.