Ghose, D (1991) A Necessary and Sufficient Condition for Pareto-Optimal Security Strategies in Multicriteria Matrix Games. In: Journal of Optimization Theory and Applications, 68 (3). pp. 463-481.
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In this paper, a scalar game is derived from a zero-sum Multicriteria matrix game, and it is proved that the solution of the new game with strictly positive secularization is a necessary and sufficient Condition for a strategy to be a Pareto-optimal security strategy (POSS) For one of the players in the original game. Proving does this that a certain set, which is the extension of the set of security level vectors in the criterion function space, is convex and polyhedral. It is also established that only a finite number of scalarizations are necessary to obtain all the POSS for a player. An example is included to illustrate the main steps in the proof.
|Item Type:||Journal Article|
|Additional Information:||Copyright of this article belongs to Springer Netherlands.|
|Keywords:||Game theory;Multicriteria games;Games with vector payoffs;Pareto-optimal security strategies;Multicriteria optimization;Scalarization methods|
|Department/Centre:||Division of Mechanical Sciences > Aerospace Engineering (Formerly, Aeronautical Engineering)|
|Date Deposited:||18 Sep 2006|
|Last Modified:||19 Sep 2010 04:31|
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