Geometrically convergent projection method in matrix games
type: Item
instance of: scholarly article
title: Geometrically convergent projection method in matrix games
zbMATH Open document ID: 0829.90137
DOI: 10.1007/BF02192226
published in: Journal of Optimization Theory and Applications
publication date: 1995-08-27T00:00:00Z
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.
Mathematics Subject Classification ID: 91A05
Mathematics Subject Classification ID: 91-08
Mathematics Subject Classification ID: 90C90
Mathematics Subject Classification ID: 90C30
zbMATH DE Number: 790565
zbMATH Keywords: projection methods
zbMATH Keywords: geometric convergence
zbMATH Keywords: matrix game
author: Andrzej Cegielski
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf02192226
OpenAlex ID: W2081053420
description: scientific article; zbMATH DE number 790565