The Concept of Proper Solution in Linear Programming |
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| Authors: | Fiestras-Janeiro M G Garcia-Jurado I Puerto J |
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| Institution: | (1) Facultade de Ciencias Económicas e Empresariais, Universidade de Vigo, Vigo, Spain;(2) Facultade de Matemáticas, Universidade de Santiago de Compostela, Santiago de Compostela, Spain;(3) Facultad de Matemáticas, Universidad de Sevilla, Sevilla, Spain |
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| Abstract: | In this paper, we study the optimal solutions of a dual pair of linear programming problems that correspond to the proper equilibria of their associated matrix game. We give conditions ensuring the existence of such solutions, show that they are especially robust under perturbation of right-hand-side terms, and describe a procedure to obtain them. |
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| Keywords: | linear programming game theory proper equilibria |
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