Article ID: | iaor2012650 |
Volume: | 6 |
Issue: | 2 |
Start Page Number: | 231 |
End Page Number: | 240 |
Publication Date: | Feb 2012 |
Journal: | Optimization Letters |
Authors: | Hong Jeong, Kim Moon, Lee Gue |
Keywords: | matrices |
We define a vector matrix game, which is a vector version of the usual matrix game and consists of more than two skew symmetric matrices and vector ordering. Using vector optimization techniques, we characterize solutions for the vector matrix game. We establish equivalent relations between a linear vector optimization problem and its corresponding vector matrix game.