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Linear Optimisation, Duality: Zero-Sum Games

In: Mathematics and Methodology for Economics

Author

Listed:
  • Wolfgang Eichhorn

    (Karlsruhe Institute of Technology (KIT))

  • Winfried Gleißner

    (University of Applied Sciences Landshut)

Abstract

Here we deal again with linear optimisation, but we tackle more complicated problems than in Chap. 2 For this we use the method of steepest ascent and the simplex algorithm, which allow us to solve problems in more than two or three dimensions. This is followed by the notion of duality in linear optimisation, which is useful, among others, in the theory of two-person zero-sum games. It gives us the occasion to have an insight into that theory.

Suggested Citation

  • Wolfgang Eichhorn & Winfried Gleißner, 2016. "Linear Optimisation, Duality: Zero-Sum Games," Springer Texts in Business and Economics, in: Mathematics and Methodology for Economics, edition 1, chapter 5, pages 177-207, Springer.
    • Handle: RePEc:spr:sptchp:978-3-319-23353-6_5
    DOI: 10.1007/978-3-319-23353-6_5
    as

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