An Interior-point Algorithm for Matrix Games

摘要：

The matrix game is a simple and basic game. In the sense of mixed strategy, its optimal value can be obtained by solving two primal and dual linear programmings. Interior-point algorithms are methods for linear programmings. In this paper, we give a primal-dual interior-point algorithm for matrix games. It is superior to simplex method in theoretical analysis and computational complexity. Numerical analysis of an example is also given.

关键词： Matrix Game Interior-Point Method Primal-Dual Path-Following Mixed Strategy

作者: Xin Wang Yong-li Wang Xiao-rong Zhu

作者单位: College of Information Science and Engineering, Shandong University of Science and Technology, Qingdao, China 266510

会议类型: 国际会议

会议名称: 第二届中国对策论及其应用国际学术会议(The Second International Conference on Game Theory and Applications)

会议地点: 青岛

会议语种:英文

页码: 205-208

在线出版日期: 2007-09-17（万方平台首次上网日期，不代表论文的发表时间）