On linear vector program and vector matrix game equivalence

On linear vector program and vector matrix game equivalence

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Article ID: iaor2012650
Volume: 6
Issue: 2
Start Page Number: 231
End Page Number: 240
Publication Date: Feb 2012
Journal: Optimization Letters
Authors: , ,
Keywords: matrices
Abstract:

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.

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