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Numerical solution of special matrix games
V. V. Morozov, K. D. Shalbuzov Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, 119992, Russia
Abstract:
A method is proposed for solving large-sized matrix games (zero-sum games) of special form for which there is a fast algorithm of searching for the best pure strategy of a player given any mixed strategy of the opponent. Examples of problems leading to such games are given. The method proposed is numerically compared with the Brown–Robinson iterative method.
Key words:
large-size matrix game, iterative algorithm, Brown–Robinson method, numerical experiments.
Received: 31.03.2014
Citation:
V. V. Morozov, K. D. Shalbuzov, “Numerical solution of special matrix games”, Zh. Vychisl. Mat. Mat. Fiz., 54:10 (2014), 1557–1562; Comput. Math. Math. Phys., 54:10 (2014), 1499–1504
Linking options:
https://www.mathnet.ru/eng/zvmmf10093 https://www.mathnet.ru/eng/zvmmf/v54/i10/p1557
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Abstract page: | 235 | Full-text PDF : | 79 | References: | 49 | First page: | 10 |
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