The associated maximization problem for separable games

Two-person zero-sum games with separable payoff functions are examined using the geometric concept of dual cones. It is shown that the value of such games may be found by solving an associated maximization problem. Some numerical implications, particularly the application of linear programming to finding approximate solutions, are discussed. With the value known, optimal mixed strategies may, in principle, be readily determined.This research was sponsored in part by the U.S. Air Force Office of Scientific Research, Air Force Systems Command, USAF Grant AFOSR No. 71-2116A.