Suppose I have a 2-player zero-sum matrix game with the payoff matrix
$U = \begin{pmatrix} a & b \\ c & d \end{pmatrix}$
Then, I can express the value of the game as
$v = value(\begin{pmatrix} a & b \\ c & d \end{pmatrix})$.
How do I know which operations I am allowed to use on this equation? For example, I read that I can add a constant to the value and then to all elements of $U$:
$v = value(\begin{pmatrix} a & b \\ c & d \end{pmatrix}) \Leftrightarrow v + \delta = value(\begin{pmatrix} a + \delta & b + \delta \\ c + \delta & d + \delta \end{pmatrix})$
Or that I could do the same with multiplication:
$v = value(\begin{pmatrix} a & b \\ c & d \end{pmatrix}) \Leftrightarrow v \alpha = value(\begin{pmatrix} \alpha a & \alpha b \\ \alpha c & \alpha d \end{pmatrix})$
Why is that, and are there further valid operations I can apply to both sides to obtain equivalent equations?
Thanks in advance!
Nope! These are the only ones. This is because utility function is an affine multivariable function...