Generalized principal pivot transforms, complementarity theory and their applications in stochastic games

Generalized principal pivot transforms, complementarity theory and their applications in stochastic games

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Article ID: iaor2012659
Volume: 6
Issue: 2
Start Page Number: 339
End Page Number: 356
Publication Date: Feb 2012
Journal: Optimization Letters
Authors: , ,
Keywords: game theory
Abstract:

In this article, we revisit the concept of principal pivot transform and its generalization in the context of vertical linear complementarity problem. We study solution set and solution rays of a vertical linear complementarity problem. Finally we present an application of generalized principal pivot transform in game theory.

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