Completely mixed linear games and irreducibility concepts for Z-transformations over self-dual cones

Abstract

In the setting of a self-dual cone in a finite-dimensional inner product space, we consider (zero-sum) linear games. In our previous work, we showed that a Z-transformation with positive value is completely mixed. The present paper considers the case when the value is zero. Motivated by the matrix game result that a Z-matrix with value zero is completely mixed if and only if it is irreducible, we formulate our general results based on the concepts of cone-irreducibility and space-irreducibility. While the concept of cone-irreducibility for a positive linear transformation is well-known, we introduce space-irreducibility for a general linear transformation by reformulating the irreducibility concept of Elsner. Our main result is that for a Z-transformation with value zero, space-irreducibility is necessary and sufficient for the completely mixed property. We also extend a recent result of Parthasarathy et al. on matrix games with value zero to the setting of a symmetric cone (in a Euclidean Jordan algebra). Additionally, we present a refined cone/space-irreducibility result for positive transformations on symmetric cones.