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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2010, Volume 50, Number 8, Pages 1367–1380 (Mi zvmmf4917)  
This article is cited in 3 scientific papers (total in 3 papers)

Iterative solution of matrix games by the methods of grid variational inequalities

E. V. Chizhonkov

Faculty of Mechanics and Mathematics, Moscow State University, Moscow, 119992 Russia
Full-text PDF (271 kB) Citations (3)
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Abstract: A new approach to the approximate solution of matrix games is proposed. It is based on the reduction of the original problem to a variational inequality of a special form. In particular, this makes it possible to design preconditioned iterative methods, which proved to be effective as a tool for the numerical solution of large and ill-conditioned systems of linear algebraic equations.
Key words: matrix games, symmetrization, preconditioning, grid variational inequalities, iterative methods.
Received: 15.09.2009
English version:
Computational Mathematics and Mathematical Physics, 2010, Volume 50, Issue 8, Pages 1299–1311
DOI: https://doi.org/10.1134/S0965542510080038
Bibliographic databases:
Document Type: Article
UDC: 519.626
Language: Russian
Citation: E. V. Chizhonkov, “Iterative solution of matrix games by the methods of grid variational inequalities”, Zh. Vychisl. Mat. Mat. Fiz., 50:8 (2010), 1367–1380; Comput. Math. Math. Phys., 50:8 (2010), 1299–1311
Citation in format AMSBIB
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    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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