the nearest valid correlation matrix that is positive semidefinite (PSD). The first method converts the PSDisation problem … with a positive semidefinite constraint and other linear constraints into iterative Linear Programmings (LPs) or Quadratic …

We introduce and study the class of semidefinite games, which generalizes bimatrix games and finite N -person games, by … replacing the simplex of the mixed strategies for each player by a slice of the positive semidefinite cone in the space of real … symmetric matrices. For semidefinite two-player zero-sum games, we show that the optimal strategies can be computed by …