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Neogy, S. K.; Das, A. K.; Gupta, Abhijit

Generalized principal pivot transforms, complementarity theory and their applications in stochastic games. (English) Zbl 1258.90087

Optim. Lett. 6, No. 2, 339-356 (2012).
Summary: We revisit the concept of principal pivot transform and its generalization in the context of vertical linear complementarity problem. We study solution sets and solution rays of a vertical linear complementarity problem. Finally, we present an application of generalized principal pivot transforms in the game theory.

Cited in 6 Documents

MSC:

90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
90C49 Extreme-point and pivoting methods
91A15 Stochastic games, stochastic differential games

Keywords:

principal pivot transform; solution set; solution ray; vertical linear complementarity problem; generalized principal pivot transform
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References:

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