Geometrically convergent projection method in matrix games

DOI10.1007/BF02192226zbMath0829.90137OpenAlexW2081053420MaRDI QIDQ1897450

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

projection methodsgeometric convergencematrix game

Mathematics Subject Classification ID

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

Cites Work

• Relaxed outer projections, weighted averages and convex feasibility
• A finite algorithm for finding the projection of a point onto the canonical simplex of \({\mathbb R}^ n\)
• A. J. Hoffman's theorem and metric projections in polyhedral spaces
• New iterative methods for linear inequalities
• An iterative method of solving a game
• A general iterative scheme with applications to convex optimization and related fields
• The Relaxation Method for Solving Systems of Linear Inequalities
• Ellipsoid projection method in matrix games
• Fictitious play for continuous games
• Minimization of unsmooth functionals
• An iterative method, having linear rate of convergence, for solving a pair of dual linear programs
• Toeplitz type theorems for double sequences and their applications to some iterative process in zero-sum continuous games
• The Relaxation Method for Linear Inequalities
• The Relaxation Method for Linear Inequalities
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