On the Equivalence of Linear Programming Problems and Zero-Sum Games
نویسنده
چکیده
In 1951, Dantzig [3] showed the equivalence of linear programming and two-person zero-sum games. However, in the description of his reduction from linear programming to zero-sum games, he noted that there was one case in which his reduction does not work. This also led to incomplete proofs of the relationship between the Minmax Theorem of game theory and the Strong Duality Theorem of linear programming. In this note, we fill these gaps.
منابع مشابه
The equivalence of linear programs and zero-sum games
In 1951, Dantzig showed the equivalence of linear programming problems and two-person zerosum games. However, in the description of his reduction from linear programs to zero-sum games, he noted that there was one case in which the reduction does not work. This also led to incomplete proofs of the relationship between the Minimax Theorem of game theory and the Strong Duality Theorem of linear p...
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