Article ID: | iaor2006613 |
Country: | Netherlands |
Volume: | 17 |
Issue: | 11 |
Start Page Number: | 1247 |
End Page Number: | 1252 |
Publication Date: | Nov 2004 |
Journal: | Applied Mathematics Letters |
Authors: | Kim D.S., Noh KA |
Keywords: | game theory |
In this note, we study equivalence between symmetric duality in quadratic programming and matrix games. In particular, we obtain two different zero-sum games (a symmetric game and a nonsymmetric game) whose Nash equilibria correspond to the solutions of pairs of quadratic primal–dual problems.