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Numerical methods and programming, 2009, Volume 10, Issue 3, Pages 327–339 (Mi vmp385)  
Вычислительные методы и приложения

A multi-level method for solving large-scale matrix games

E. V. Chizhonkov

Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Full-text PDF (235 kB)
Abstract: A multi-level method is proposed to solve the matrix games of a special class. The essence of the paper is the adaptation of ideas of the Fedorenko-Bakhvalov method, well known as a multi-grid method for solving elliptic differential problems, to the iterative solution of matrix games. The work was supported by the Russian Foundation for Basic Research (project №09-01-00625a).
Keywords: matrix games; iterative methods; direct solver; basic iterative method; procedure of restriction; procedure of prolongation; multi-level method.
Document Type: Article
UDC: 519.832.2
Language: Russian
Citation: E. V. Chizhonkov, “A multi-level method for solving large-scale matrix games”, Num. Meth. Prog., 10:3 (2009), 327–339
Citation in format AMSBIB
\Bibitem{Chi09}
\by E.~V.~Chizhonkov
\paper A multi-level method for solving large-scale matrix games
\jour Num. Meth. Prog.
\yr 2009
\vol 10
\issue 3
\pages 327--339
\mathnet{http://mi.mathnet.ru/vmp385}
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