Computational Solution of Ratio Games by Iterative Linear Programming.

Abstract

The paper presents a technique for numerical solution of a ratio game (a game with payoff of the form x(sup T))By/x(sup T)Ay, where A and B are matrices and x,y are probability vectors) by solving a series of linear programs. The author shows that if A > 0 it is always possible to find initial approximations from which the algorithm is guaranteed to converge quadratically. Interval bounds for the value of the game are found. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1971
Accession Number
AD0729273

Entities

People

  • Stephen M. Robinson

Organizations

  • University of Wisconsin–Madison

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Applied Mathematics
  • Computer Programming
  • Convex Programming
  • Evolutionary Algorithms
  • Heuristic Methods
  • Interdisciplinary Science
  • Intervals
  • Linear Programming
  • Mathematical Programming
  • Mathematics
  • Probability
  • Simplex Method

Fields of Study

  • Mathematics

Readers

  • Analytical Mechanics
  • Game Theory.
  • Operations Research