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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2012, Volume 52, Number 9, Pages 1601–1613 (Mi zvmmf9730)  
Iteration in a subspace for solving matrix games

E. V. Chizhonkov

Faculty of Mechanics and Mathematics, Moscow State University, Moscow, 119992 Russia
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Abstract: A new method for solving symmetric matrix games is proposed and justified. It is based on iterating vectors in the null space of a specially constructed matrix. According to the numerical tests performed, the efficiency of the proposed method is comparable with that of the available iterative algorithms having about the same computational complexity. This approach is also applicable to more complicated problems than the calculation of particular optimal strategies. For instance, it can be used for finding the unique minimum length solution.
Key words: symmetric matrix games, variational inequalities, iterative methods in a subspace, minimum length solution.
Received: 28.07.2011
Revised: 02.04.2012
English version:
Computational Mathematics and Mathematical Physics, 2012, Volume 52, Issue 9, Pages 1221–1232
DOI: https://doi.org/10.1134/S0965542512090035
Bibliographic databases:
Document Type: Article
UDC: 519.626
Language: Russian
Citation: E. V. Chizhonkov, “Iteration in a subspace for solving matrix games”, Zh. Vychisl. Mat. Mat. Fiz., 52:9 (2012), 1601–1613; Comput. Math. Math. Phys., 52:9 (2012), 1221–1232
Citation in format AMSBIB
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