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 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.
Similar content being viewed by others
References
A. Berman, R. J. Plemmons: Nonnegative Matrices in the Mathematical Sciences. Classics in Applied Mathematics 9. SIAM, Philadelphia, 1994.
R. W. Cottle, J.-S. Pang, R. E. Stone: The Linear Complementarity Problem. Computer Science and Scientific Computing. Academic Press, Boston, 1992.
M. C. Ferris, J. S. Pang: Engineering and economic applications of complementarity problems. SIAM Rev. 39 (1997), 669–713.
M. Fiedler, V. Pták: On matrices with non-positive off-diagonal elements and positive principal minors. Czech. Math. J. 12 (1962), 382–400.
D. Gale, H. Nikaidô: The Jacobian matrix and global univalence of mappings. Math. Ann. 159 (1965), 81–93.
M. S. Gowda, G. Ravindran: On the game-theoretic value of a linear transformation relative to a self-dual cone. Linear Algebra Appl. 469 (2015), 440–463.
M. S. Gowda, J. Tao: Z-transformations on proper and symmetric cones. Math. Program. 117 (2009), 195–221.
G. Isac: Complementarity Problems. Lecture Notes in Mathematics 1528. Springer, Berlin, 1992.
I. Kaneko: A linear complementarity problem with an n by 2n “P”-matrix. Math. Program. Study 7 (1978), 120–141.
I. Kaneko: Linear complementarity problems and characterizations of Minkowski matrices. Linear Algebra Appl. 20 (1978), 111–129.
S. Karamardian: The complementarity problem. Math. Program. 2 (1972), 107–129.
K. G. Murty: Linear Complementarity, Linear and Nonlinear Programming. Sigma Series in Applied Mathematics 3. Heldermann Verlag, Berlin, 1988.
H. Nikaidô: Convex Structures and Economic Theory. Mathematics in Science and Engineering 51. Academic Press, New York, 1968.
M. J. Orlitzky: Positive Operators, Z-Operators, Lyapunov Rank, and Linear Games on Closed Convex Cones: Ph.D. Thesis. University of Maryland, Baltimore County, 2017.
T. Parthasarathy, T. E. S. Raghavan: Some Topics in Two-Person Games. American Elsevier, New York, 1971.
H. Schneider, M. Vidyasagar: Cross-positive matrices. SIAM J. Numer. Anal. 7 (1970), 508–519.
R. S. Varga: Matrix Iterative Analysis. Springer Series in Computational Mathematics 27. Springer, Berlin, 2000.
Acknowledgement
The authors like to thank the anonymous referee for pointing out a result due to Gowda and Ravindran (Theorem 6 in [6]) which improved the paper significantly.
Author information
Authors and Affiliations
Corresponding author
Additional information
The first author thanks the University Grants Commission, India for the financial support through UGC — SRF (S.ID: 421898).
Rights and permissions
About this article
Cite this article
Sengodan, G., Arumugasamy, C. Linear Complementarity Problems and Bi-Linear Games. Appl Math 65, 665–675 (2020). https://doi.org/10.21136/AM.2020.0371-19
Received:
Published:
Issue Date:
DOI: https://doi.org/10.21136/AM.2020.0371-19