This paper extends the model proposed by Papahristodoulou [C. Papahristodoulou, Option strategies with linear programming, European Journal of Operational Research 157 (2004) 246
Abstract. We propose a semantic and syntactic framework for modelling linearly used effects, by giving the monadic transforms of the computational lambda calculus (considered as th...
We show that a proper equilibrium of a matrix game can be found in polynomial time by solving a linear (in the number of pure strategies of the two players) number of linear progra...