ON A NEW ITERATIVE ALGORITHM FOR FINDING THE SOLUTIONS OF GAMES AND LINEAR PROGRAMMING PROBLEMS

Abstract

The aim is to obtain a procedure which converges more rapidly than either the statistical method of Brown, or the differential equation approach of Brown and von Neumann. A variant of the differential equation approach which converges more rapidly than the original is presented. Carrying this approach to its logical limit a process with an exponential rate of convergence is obtained. The discrete analogue, obtained by replacing the differential equation by a difference equation, furnishes the new iterative algorithm.

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Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1953
Accession Number
AD0604295

Entities

People

  • Richard E. Bellman

Organizations

  • RAND Corporation

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Computations
  • Computer Programming
  • Convergence
  • Difference Equations
  • Differential Equations
  • Economic Policy
  • Equations
  • Iterations
  • Linear Programming
  • Symmetric Games

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis