| Article ID: | iaor20001694 |
| Country: | United States |
| Volume: | 102 |
| Issue: | 1 |
| Start Page Number: | 203 |
| End Page Number: | 210 |
| Publication Date: | Jul 1999 |
| Journal: | Journal of Optimization Theory and Applications |
| Authors: | Voorneveld M. |
We prove that, in a multicriteria matrix game, a strategy is a Pareto-optimal security strategy if and only if it is a minimax strategy of a standard matrix game that is obtained by a suitable weighting of the criteria.