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Num. Meth. Prog., 2011, Volume 12, Issue 3, Pages 338–347 (Mi vmp201)  

This article is cited in 1 scientific paper (total in 1 paper)

Вычислительные методы и приложения

On the method of fictitious unknowns for the numerical solution of matrix games

E. V. Chizhonkov

M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics

Abstract: A new approach based on the introduction of fictitious unknowns is proposed to solve symmetric matrix games. It is shown that on this basis it is possible to find both partial optimal strategies and a least-length solution by specialized algorithms. The numerical results obtained illustrate the computational efficiency of the approach for games of moderate size. The work was partially supported by the Russian Foundation for Basic Research (project 09-01-00625).

Keywords: symmetric matrix games; fictitious unknowns; least squares problem; iterative methods; variational inequalities; minimum-length solution.

Full text: PDF file (220 kB)
UDC: 519.626:519.832.2

Citation: E. V. Chizhonkov, “On the method of fictitious unknowns for the numerical solution of matrix games”, Num. Meth. Prog., 12:3 (2011), 338–347

Citation in format AMSBIB
\Bibitem{Chi11}
\by E.~V.~Chizhonkov
\paper On the method of fictitious unknowns for the numerical solution of matrix games
\jour Num. Meth. Prog.
\yr 2011
\vol 12
\issue 3
\pages 338--347
\mathnet{http://mi.mathnet.ru/vmp201}


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    This publication is cited in the following articles:
    1. E. V. Chizhonkov, “Iteration in a subspace for solving matrix games”, Comput. Math. Math. Phys., 52:9 (2012), 1221–1232  mathnet  crossref  mathscinet  isi  elib  elib
  • Numerical methods and programming
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