Vector Function Games and Generalized Linear Programs.
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The document is concerned with games that are best described in terms of a vector payoff function a. The components of a are real, valued continuous functions a sub i defined on Omega, a compact subset of a finite dimensional Euclidean space. Player 1 selects an a sub i, and player 2 selects x is an element of Omega. The payoff to player 1 is a sub ix. By using the concept of a generalized linear program, an algorithm may be developed to obtain epsilon-optimal solutions for such games.
- Operations Research