A Semi-Infinite Game
The ordinary finite, two-person, zero-sum game is completely defined by specifying an m \times n game matrix A. The optimal strategies for both players, and the value of the game, can be obtained by solving a dual pair of linear programming problems. In this paper a semi-infinite game is defined; a semi-infinite game matrix has an infinite number of columns, i.e., the game is specified by a sequence of vectors {P<sub>j</sub>} \in R<sup>m</sup>. Optimal strategies and game values are shown to exist for the semi-infinite game by exploiting the relationship between these games and linear programming over cones.
Year of publication: |
1975
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Authors: | Soyster, A. L. |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 21.1975, 7, p. 806-812
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Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Saved in:
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