Completely mixed linear games and irreducibility concepts for Z-transformations over self-dual cones
Fuente:
arXiv
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Preprint |
| Veröffentlicht: |
2023
|
| Schlagworte: | |
| Online-Zugang: | |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| _version_ | 1866911869087776768 |
|---|---|
| author | Gowda, Muddappa Seetharama |
| author_facet | Gowda, Muddappa Seetharama |
| contents | In the setting of a self-dual cone in a finite-dimensional inner product space, we consider (zero-sum) linear games. In our previous work, we showed that a Z-transformation with positive value is completely mixed. The present paper considers the case when the value is zero. Motivated by the matrix game result that a Z-matrix with value zero is completely mixed if and only if it is irreducible, we formulate our general results based on the concepts of cone-irreducibility and space-irreducibility. While the concept of cone-irreducibility for a positive linear transformation is well-known, we introduce space-irreducibility for a general linear transformation by reformulating the irreducibility concept of Elsner. Our main result is that for a Z-transformation with value zero, space-irreducibility is necessary and sufficient for the completely mixed property. We also extend a recent result of Parthasarathy et al. on matrix games with value zero to the setting of a symmetric cone (in a Euclidean Jordan algebra). Additionally, we present a refined cone/space-irreducibility result for positive transformations on symmetric cones. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2310_13464 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Completely mixed linear games and irreducibility concepts for Z-transformations over self-dual cones Gowda, Muddappa Seetharama Optimization and Control Functional Analysis 91A05, 15B99, 46N10, 17C20, 17C27 In the setting of a self-dual cone in a finite-dimensional inner product space, we consider (zero-sum) linear games. In our previous work, we showed that a Z-transformation with positive value is completely mixed. The present paper considers the case when the value is zero. Motivated by the matrix game result that a Z-matrix with value zero is completely mixed if and only if it is irreducible, we formulate our general results based on the concepts of cone-irreducibility and space-irreducibility. While the concept of cone-irreducibility for a positive linear transformation is well-known, we introduce space-irreducibility for a general linear transformation by reformulating the irreducibility concept of Elsner. Our main result is that for a Z-transformation with value zero, space-irreducibility is necessary and sufficient for the completely mixed property. We also extend a recent result of Parthasarathy et al. on matrix games with value zero to the setting of a symmetric cone (in a Euclidean Jordan algebra). Additionally, we present a refined cone/space-irreducibility result for positive transformations on symmetric cones. |
| title | Completely mixed linear games and irreducibility concepts for Z-transformations over self-dual cones |
| topic | Optimization and Control Functional Analysis 91A05, 15B99, 46N10, 17C20, 17C27 |
| url | https://arxiv.org/abs/2310.13464 |