!Keyword: game theory, two person game;
MIN     LB
SUBJECT TO
  2)  BMA + BMB = 1              ! Probabilities must sum to 1
  3) -LB + 4 BMA  - 6 BMB < 0    ! Expected loss if Gold chooses (a)
  4) -LB - 5 BMA  + 8 BMB < 0    ! Expected loss if Gold chooses (b)
  5) -LB + 3 BMA  - 4 BMB < 0    ! Expected loss if Gold chooses (c)
      END


