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Linear complementarity problems and bi-linear games

Gokulraj Sengodan, Chandrashekaran Arumugasamy (2020)

Applications of Mathematics

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....

Linear-quadratic differential games: from finite to infinite dimension

Michel C. Delfour (2008)

Applicationes Mathematicae

The object of this paper is the generalization of the pioneering work of P. Bernhard [J. Optim. Theory Appl. 27 (1979)] on two-person zero-sum games with a quadratic utility function and linear dynamics. It relaxes the semidefinite positivity assumption on the matrices in front of the state in the utility function and introduces affine feedback strategies that are not necessarily L²-integrable in time. It provides a broad conceptual review of recent results in the finite-dimensional case for which...

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