Pareto-optimal security strategies as minimax strategies of a standard matrix game

被引：19

作者：

Voorneveld, M ^{[1
]}

机构：

[1] Tilburg Univ, Dept Econometr & Ctr, NL-5000 LE Tilburg, Netherlands

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1999年 / 102卷 / 01期

关键词：

multicriteria games; matrix games; scalarization methods; Pareto-optimal security strategies;

D O I：

10.1023/A:1021854814980

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

We prove that, in a multicriteria matrix game, a strategy is a Pareto-optimal security strategy if and only if it is a minimax strategy of a standard matrix game that is obtained by a suitable weighting of the criteria.

引用

页码：203 / 210

页数：8

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