"On the method of fictitious unknowns for the numerical solution of matrix games"
Chizhonkov E.V.

A new approach based on the introduction of fictitious unknowns is proposed to solve symmetric matrix games. It is shown that on this basis it is possible to find both partial optimal strategies and a least-length solution by specialized algorithms. The numerical results obtained illustrate the computational efficiency of the approach for games of moderate size. The work was partially supported by the Russian Foundation for Basic Research (project 09-01-00625).

Keywords: symmetric matrix games, fictitious unknowns, least squares problem, iterative methods, variational inequalities, minimum-length solution

Chizhonkov E.V.   e-mail: chizhonk@mech.math.msu.su