Completely mixed linear games on a self-dual cone
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文摘
Given a finite dimensional real inner product space V with a self-dual cone K, an element e   in K (the interior of K), and a linear transformation L on V  , the value of the linear game (L,e) is defined by
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where Δ(e)={x∈K:〈x,e〉=1}. In [5], various properties of a linear game and its value were studied and some classical results of Kaplansky [6] and Raghavan [8] were extended to this general setting. In the present paper, we study how the value and properties change as e   varies in K. In particular, we study the structure of the set Ω(L) of all e   in K for which the game (L,e) is completely mixed and identify certain classes of transformations for which Ω(L) equals K. We also describe necessary and sufficient conditions for a game (L,e) to be completely mixed when v(L,e)=0, thereby generalizing a result of Kaplansky [6].

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