Article ID: | iaor2002449 |
Country: | United States |
Volume: | 106 |
Issue: | 3 |
Start Page Number: | 511 |
End Page Number: | 525 |
Publication Date: | Sep 2000 |
Journal: | Journal of Optimization Theory and Applications |
Authors: | Puerto J., Fiestras-Janeiro M.G., Garcia-Jurado I. |
Keywords: | duality |
In this paper, we study the optimal solutions of a dual pair of linear programming problems that correspond to the proper equilibria of their associated matrix game. We give conditions ensuring the existence of such solutions, show that they are especially robust under perturbation of right-hand-side terms, and describe a procedure to obtain them.