The equivalence of linear programs and zero-sum games
| Autor: | Ilan Adler |
|---|---|
| Rok vydání: | 2012 |
| Předmět: |
Statistics and Probability
Discrete mathematics Bondareva–Shapley theorem Computer Science::Computer Science and Game Theory Economics and Econometrics Fundamental theorem Linear programming Minimax theorem Mathematics (miscellaneous) Zero-sum game Example of a game without a value Strong duality Danskin's theorem Statistics Probability and Uncertainty Social Sciences (miscellaneous) Mathematics |
| Zdroj: | International Journal of Game Theory. 42:165-177 |
| ISSN: | 1432-1270 0020-7276 |
| Popis: | In 1951, Dantzig showed the equivalence of linear programming problems and two-person zero-sum games. However, in the description of his reduction from linear programs to zero-sum games, he noted that there was one case in which the reduction does not work. This also led to incomplete proofs of the relationship between the Minimax Theorem of game theory and the Strong Duality Theorem of linear programming. In this note, we fill these gaps. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|
Full text from SpringerLink