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Zh. Vychisl. Mat. Mat. Fiz., 2014, Volume 54, Number 10, Pages 1557–1562 (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

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.

DOI: https://doi.org/10.7868/S0044466914100123

Full text: PDF file (338 kB)
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English version:
Computational Mathematics and Mathematical Physics, 2014, 54:10, 1499–1504

Bibliographic databases:

UDC: 519.626
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

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  • Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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