          s.t.    v &gt;=0 , sum(v) = 1, P*v &gt;= t*1</span>

<span class="comment">% Input data</span>
randn(<span class="string">'state'</span>,0);
n = 12;
m = 12;
P = randn(n,m);

<span class="comment">% Optimal strategy for Player 1</span>
fprintf(1,<span class="string">'Computing the optimal strategy for player 1 ... '</span>);

cvx_begin
    variables <span class="string">u(n)</span> <span class="string">t1</span>
    minimize ( t1 )
    u &gt;= 0;
    ones(1,n)*u == 1;
    P'*u &lt;= t1*ones(m,1);
c