How is Measure for Measure a problem play?

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If it ends with a wedding and nobody dies, it's a comedy. Therefore, Shakespeare's Measure for Measure is a comedy.

But wait—until the last scene, Measure for Measure looked a whole lot like a tragedy, involving serious issues of deceit, hypocrisy, abuse of power, and political and moral corruption.

Then, in the last scene, Measure for Measure starts to look more like a comedy, and the once very serious issues suddenly appear to be little more than merry mixups.

The Duke reveals himself—somewhat reminiscent of the appearance of a Greek god at the end of an Aristophanes comedy (deus ex machina)—then proceeds to sort out the issues of the play, dispense justice, reunite separated couples, and assure a happy ending to the play.

Claudio was condemned to die and was supposedly executed, but he is suddenly revealed to be alive, the Duke pardons him, and he's reunited with his fiancé, Juliet.

Angelo begs the Duke to be executed for his crimes, to which the Duke agrees, condemning him to death for Claudio's supposed execution (which never actually happened), among other things, but Mariana (the woman with whom he broke off an engagement) and Isabella (the woman he tried to sexually accost in his office) intercede on his behalf, and the Duke pardons him and releases him to marry Mariana.

The Duke sends Lucio off to prison in a humorous way, and everyone lives happily ever after.

Except—what about Isabella?

Towards the end of the play, the Duke asks Isabella to marry him.

DUKE: Give me your hand and say you will be mine . . . [5.1.564]

The problem is that Isabella wants to be a nun in a very strict order of nuns, the Order of Saint Clare, and she doesn't respond to the Duke's proposal.

He asks again, near the very end of the play:

DUKE: Dear Isabel,
I have a motion much imports your good,
Whereto if you’ll a willing ear incline,
What’s mine is yours, and what is yours is mine. [5.1.608-611]

Again, Isabella remains silent.

Perhaps she's simply observing the rules of the Order of Saint Clare as explained to her by Francesca:

FRANCESCA: . . . When you have vowed, you must not speak with men
But in the presence of the Prioress.
Then, if you speak, you must not show your face;
Or if you show your face, you must not speak. [1.4.11-14]

Or, perhaps, there's not really much Isabella can say. The Duke is the most powerful man in Vienna, and his proposal is more like a command. Once again, as in her dealings with Angelo, Isabella is put in a compromising position by a powerful man who usurps her right to make her own decisions.

The moral issues raised in the play remain ambiguous and unresolved.

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Measure for Measure has been called a problem play because, while it is a comedy (meaning it has a happy ending), it is so bleak in its outlook on human nature that it veers toward tragedy. In...

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the play, the Duke of Vienna becomes aware that people no longer fear his authority, so he takes a trip and puts his advisor Angelo in charge, asking him to restore law and order. Angelo proves to be a cruel hypocrite, who is willing to execute a man named Claudio. Claudio technically broke the law against extramarital affairs by getting his fiance pregnant, but this was not to take advantage of the woman: Claudio and the fiance are deeply in love and planning to marry. Angelo reveals his hypocrisy when he offers to trade Claudio's life for sex with Claudio's sister Isabella. How can Angelo execute one man for premarital sex and then propose to secretly engage in it himself? We also discover that Angelo jilted his fiancee Mariana when he realized that her money was gone. 

Characters in the play display hypocrisy, cruelty, abuse of power, and cowardice. As in Hamlet, Shakespeare examines a world of corruption, where appearances can't be trusted, seemingly good people are evil, people use other people ruthlessly to advance their own goals, and a legal system can be run inhumanely. These are grim themes for a comic play. 

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