A necessary and sufficient condition for Pareto-optimal security strategies in multicriteria matrix games
A necessary and sufficient condition for Pareto-optimal security strategies in multicriteria matrix games
复制标题
多标准矩阵博弈中帕累托最优安全策略的充要条件
DOI：
10.1007/bf00940065
复制
发表时间：
1991
影响因子：
1.9
通讯作者：
Debasish Ghose
中科院分区：
文献类型：
--
作者：
Debasish Ghose
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 scalarization 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. This is done by proving 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.
