! Keywords: game theory, two person game;
MAX  PG
SUBJECT TO
 2)          GMA   + GMB   + GMC = 1  ! Probabilities sum to 1
 3)  -PG + 4 GMA - 5 GMB + 3 GMC > 0  ! Expected profit if Blue chooses (a)
 4)  -PG - 6 GMA + 8 GMB - 4 GMC > 0  ! Expected profit if Blue chooses (b)
      END
