Linear programming formulations for games with multiple payoffs

This paper investigates linear programming formulations for two-person games with multiple payoffs, in which the objective of a player is to minimize his total underachievement from a fixed set of goals. Relation between this approach and Zeleny’s compromise method is discussed. Hi-and-Lo example, for a zero-sum game and High-Bid-Wins example for a non-zero-sum game are given to illustrate the necessary computations.