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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2014, Volume 54, Number 10, Pages 1557–1562
DOI: https://doi.org/10.7868/S0044466914100123 (Mi zvmmf10093) 		 
Numerical solution of special matrix games

V. V. Morozov, K. D. Shalbuzov

Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, 119992, Russia
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DOI: https://doi.org/10.7868/S0044466914100123
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
English version:
Computational Mathematics and Mathematical Physics, 2014, Volume 54, Issue 10, Pages 1499–1504
DOI: https://doi.org/10.1134/S0965542514100108
Bibliographic databases:
Document Type: Article
UDC: 519.626
Language: Russian
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
Citation in format AMSBIB
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    		Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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