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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M. H. Kim and G. M. Lee were supported by the Korea Science and Engineering Foundation (KOSEF) NRL Program grant funded by the Korea government (MEST) (No. ROA-2008-000-20010-0).
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Hong, J.M., Kim, M.H. & Lee, G.M. On linear vector program and vector matrix game equivalence. Optim Lett 6, 231–240 (2012). https://doi.org/10.1007/s11590-010-0237-3
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DOI: https://doi.org/10.1007/s11590-010-0237-3