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

Authors
Voorneveld, M
Citation
M. Voorneveld, Pareto-optimal security strategies as minimax strategies of a standard matrix game, J OPTIM TH, 102(1), 1999, pp. 203-210
Citations number
6
Categorie Soggetti
Engineering Mathematics
Journal title
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
ISSN journal
00223239 → ACNP
Volume
102
Issue
1
Year of publication
1999
Pages
203 - 210
Database
ISI
SICI code
0022-3239(199907)102:1<203:PSSAMS>2.0.ZU;2-G
Abstract
We prove that, in a multicriteria matrix game, a strategy is a Pareto-optim al 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.