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

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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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Authors and Affiliations

  1. Indian Statistical Institute, 7, S. J. S. Sansanwal Marg, New Delhi, 110016, India

    S. K. Neogy

  2. Indian Statistical Institute, 203, B. T. Road, Kolkata, 700108, India

    A. K. Das & A. Gupta

Authors
  1. S. K. Neogy
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  2. A. K. Das
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  3. A. Gupta
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Correspondence to S. K. Neogy.

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Neogy, S.K., Das, A.K. & Gupta, A. Generalized principal pivot transforms, complementarity theory and their applications in stochastic games. Optim Lett 6, 339–356 (2012). https://doi.org/10.1007/s11590-010-0261-3

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  • DOI: https://doi.org/10.1007/s11590-010-0261-3

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