Geometrically convergent projection method in matrix games

DOI10.1007/BF02192226MaRDI QIDQ1897450zbMATH OpenOpenAlexFDO

Authors Andrzej Cegielski

Publication date 27 August 1995

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02192226

zbMATH Keywords

geometric convergencematrix gameprojection methods

Mathematics Subject Classification ID

Nonlinear programming (90C30) Applications of mathematical programming (90C90) Computational methods for problems pertaining to game theory, economics, and finance (91-08) 2-person games (91A05)

Review text

We propose a method which evaluates the solution of a matrix game. We reduce the problem of the search for the solution to a convex feasibility problem for which we present a method of projection onto an acute cone. The algorithm converges geometrically. At each iteration, we apply a combinatorial algorithm in order to evaluate the projection onto the standard simplex.

Recommendations

• scientific article; zbMATH DE number 579344
• scientific article; zbMATH DE number 60256
• Ellipsoid projection method in matrix games
• Modified fictitious play for solving matrix games and linear-programming problems
• Iteration in a subspace for solving matrix games

Cites work

• A finite algorithm for finding the projection of a point onto the canonical simplex of \({\mathbb R}^ n\)
• A general iterative scheme with applications to convex optimization and related fields
• A. J. Hoffman's theorem and metric projections in polyhedral spaces
• An iterative method of solving a game
• An iterative method, having linear rate of convergence, for solving a pair of dual linear programs
• Ellipsoid projection method in matrix games
• Fictitious play for continuous games
• scientific article; zbMATH DE number 447429 (Why is no real title available?)
• scientific article; zbMATH DE number 3916055 (Why is no real title available?)
• scientific article; zbMATH DE number 60256 (Why is no real title available?)
• scientific article; zbMATH DE number 579344 (Why is no real title available?)
• scientific article; zbMATH DE number 686909 (Why is no real title available?)
• scientific article; zbMATH DE number 3894826 (Why is no real title available?)
• scientific article; zbMATH DE number 3229274 (Why is no real title available?)
• Minimization of unsmooth functionals
• New iterative methods for linear inequalities
• Relaxed outer projections, weighted averages and convex feasibility
• The Relaxation Method for Linear Inequalities
• The Relaxation Method for Linear Inequalities
• The Relaxation Method for Solving Systems of Linear Inequalities
• Toeplitz type theorems for double sequences and their applications to some iterative process in zero-sum continuous games

Cited in

(3)

• scientific article; zbMATH DE number 60256 (Why is no real title available?)
• scientific article; zbMATH DE number 579344 (Why is no real title available?)
• Ellipsoid projection method in matrix games

This page was built for publication: Geometrically convergent projection method in matrix games

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1897450)