A new perspective to the solution and creation of zero sum matrix game with matrix norms

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摘要

We present a novel approach to solve and create a two person zero sum matrix game by using matrix norms. Especially, we show how to obtain approximated game value for any zero sum matrix game without solving any equations using our approaches. We firstly, give the results of the lemmas for the game value depend on the matrix norms of the payoff matrix and some constants k containing the game value v. Then, we introduce row-wise and column-wise induced matrix for the payoff matrix. Moreover, we improve our approaches and present some new theorems for the game value to obtain some inequalities which depend on only the 1−norm and ∞−norm of the payoff matrix. Furthermore, we state the min–max theorem for pmax and pmin which are the maximum and minimum elements of the mixed strategy set, respectively. Finally, we illustrate and show the consistency of our approaches with some test examples. To the best of our knowledge, this is the first study in the literature that is used the matrix norms in game theory.

论文关键词:Game theory,Zero sum matrix game,Matrix norms,Min–max theorem

论文评审过程:Received 30 January 2018, Revised 2 July 2018, Accepted 13 August 2018, Available online 21 September 2018, Version of Record 21 September 2018.

论文官网地址:https://doi.org/10.1016/j.amc.2018.08.013