Linear complementarity problems and bi-linear games

Gokulraj Sengodan; Chandrashekaran Arumugasamy

Applications of Mathematics (2020)

  • Volume: 65, Issue: 5, page 665-675
  • ISSN: 0862-7940

Abstract

top
In this paper, we define bi-linear games as a generalization of the bimatrix games. In particular, we generalize concepts like the value and equilibrium of a bimatrix game to the general linear transformations defined on a finite dimensional space. For a special type of 𝐙 -transformation we observe relationship between the values of the linear and bi-linear games. Using this relationship, we prove some known classical results in the theory of linear complementarity problems for this type of 𝐙 -transformations.

How to cite

top

Sengodan, Gokulraj, and Arumugasamy, Chandrashekaran. "Linear complementarity problems and bi-linear games." Applications of Mathematics 65.5 (2020): 665-675. <http://eudml.org/doc/296998>.

@article{Sengodan2020,
abstract = {In this paper, we define bi-linear games as a generalization of the bimatrix games. In particular, we generalize concepts like the value and equilibrium of a bimatrix game to the general linear transformations defined on a finite dimensional space. For a special type of $\{\bf Z\}$-transformation we observe relationship between the values of the linear and bi-linear games. Using this relationship, we prove some known classical results in the theory of linear complementarity problems for this type of $\{\bf Z\}$-transformations.},
author = {Sengodan, Gokulraj, Arumugasamy, Chandrashekaran},
journal = {Applications of Mathematics},
keywords = {bimatrix game; nash equilibrium; $\{\bf Z\}$-transformation; semi positive map},
language = {eng},
number = {5},
pages = {665-675},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Linear complementarity problems and bi-linear games},
url = {http://eudml.org/doc/296998},
volume = {65},
year = {2020},
}

TY - JOUR
AU - Sengodan, Gokulraj
AU - Arumugasamy, Chandrashekaran
TI - Linear complementarity problems and bi-linear games
JO - Applications of Mathematics
PY - 2020
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 65
IS - 5
SP - 665
EP - 675
AB - In this paper, we define bi-linear games as a generalization of the bimatrix games. In particular, we generalize concepts like the value and equilibrium of a bimatrix game to the general linear transformations defined on a finite dimensional space. For a special type of ${\bf Z}$-transformation we observe relationship between the values of the linear and bi-linear games. Using this relationship, we prove some known classical results in the theory of linear complementarity problems for this type of ${\bf Z}$-transformations.
LA - eng
KW - bimatrix game; nash equilibrium; ${\bf Z}$-transformation; semi positive map
UR - http://eudml.org/doc/296998
ER -

References

top
  1. Berman, A., Plemmons, R. J., 10.1137/1.9781611971262, Classics in Applied Mathematics 9. SIAM, Philadelphia (1994). (1994) Zbl0815.15016MR1298430DOI10.1137/1.9781611971262
  2. Cottle, R. W., Pang, J.-S., Stone, R. E., 10.1137/1.9780898719000, Computer Science and Scientific Computing. Academic Press, Boston (1992). (1992) Zbl0757.90078MR1150683DOI10.1137/1.9780898719000
  3. Ferris, M. C., Pang, J. S., 10.1137/S0036144595285963, SIAM Rev. 39 (1997), 669-713. (1997) Zbl0891.90158MR1491052DOI10.1137/S0036144595285963
  4. Fiedler, M., Pták, V., 10.21136/CMJ.1962.100526, Czech. Math. J. 12 (1962), 382-400. (1962) Zbl0131.24806MR0142565DOI10.21136/CMJ.1962.100526
  5. Gale, D., Nikaidô, H., 10.1007/BF01360282, Math. Ann. 159 (1965), 81-93. (1965) Zbl0158.04903MR0204592DOI10.1007/BF01360282
  6. Gowda, M. S., Ravindran, G., 10.1016/j.laa.2014.11.032, Linear Algebra Appl. 469 (2015), 440-463. (2015) Zbl1309.91008MR3299071DOI10.1016/j.laa.2014.11.032
  7. Gowda, M. S., Tao, J., 10.1007/s10107-007-0159-8, Math. Program. 117 (2009), 195-221. (2009) Zbl1167.90022MR2421305DOI10.1007/s10107-007-0159-8
  8. Isac, G., 10.1007/BFb0084653, Lecture Notes in Mathematics 1528. Springer, Berlin (1992). (1992) Zbl0795.90072MR1222647DOI10.1007/BFb0084653
  9. Kaneko, I., 10.1007/BFb0120786, Math. Program. Study 7 (1978), 120-141. (1978) Zbl0378.90054MR0483316DOI10.1007/BFb0120786
  10. Kaneko, I., 10.1016/0024-3795(78)90045-9, Linear Algebra Appl. 20 (1978), 111-129. (1978) Zbl0382.15011MR0480554DOI10.1016/0024-3795(78)90045-9
  11. Karamardian, S., 10.1007/BF01584538, Math. Program. 2 (1972), 107-129. (1972) Zbl0247.90058MR295762DOI10.1007/BF01584538
  12. Murty, K. G., Linear Complementarity, Linear and Nonlinear Programming, Sigma Series in Applied Mathematics 3. Heldermann Verlag, Berlin (1988). (1988) Zbl0634.90037MR0949214
  13. Nikaidô, H., 10.1016/S0076-5392(08)63326-3, Mathematics in Science and Engineering 51. Academic Press, New York (1968). (1968) Zbl0172.44502MR0277233DOI10.1016/S0076-5392(08)63326-3
  14. Orlitzky, M. J., Positive Operators, Z-Operators, Lyapunov Rank, and Linear Games on Closed Convex Cones: Ph.D. Thesis, University of Maryland, Baltimore County (2017). (2017) MR3697664
  15. Parthasarathy, T., Raghavan, T. E. S., Some Topics in Two-Person Games, American Elsevier, New York (1971). (1971) Zbl0225.90049MR0277260
  16. Schneider, H., Vidyasagar, M., 10.1137/0707041, SIAM J. Numer. Anal. 7 (1970), 508-519. (1970) Zbl0245.15008MR0277550DOI10.1137/0707041
  17. Varga, R. S., 10.1007/978-3-642-05156-2, Springer Series in Computational Mathematics 27. Springer, Berlin (2000). (2000) Zbl0998.65505MR1753713DOI10.1007/978-3-642-05156-2

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.