On the Omega-Value of a Matrix
Abstract
The omega-value of a matrix is a function of a parameter sigma and is defined as a limit of a sequence of successive min and max operations applied to convex combinations of entries of the matrix. It arises naturally from a game- theoretical model. In the paper it is shown that the omega-value always exists and that it can be obtained from certain systems of nonlinear equations. Some of its properties are also investigated.
Document Details
- Document Type
- Technical Report
- Publication Date
- Feb 01, 1974
- Accession Number
- AD0782138
Entities
People
- Bruno O. Shubert
Organizations
- Naval Postgraduate School