A Semi-Infinite Game

A. L. Soyster
Additional contact information
A. L. Soyster: Temple University

Management Science, 1975, vol. 21, issue 7, 806-812

Abstract: 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 j } \in R m . 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.

Date: 1975
References: Add references at CitEc
Citations:

Downloads: (external link)
http://dx.doi.org/10.1287/mnsc.21.7.806 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:inm:ormnsc:v:21:y:1975:i:7:p:806-812

Access Statistics for this article

More articles in Management Science from INFORMS Contact information at EDIRC.
Bibliographic data for series maintained by Chris Asher ().