Solving matrix games using Lagrange multipliers

  • Authors:

  • Koba Gelashvili;Mikheil Tutberidze

  • Affiliations:

  • Department of Computer Sciences, Faculty of Exact and Natural Sciences, Iv. Javakhishvili Tbilisi State University, Tbilisi, Georgia;Department of Computer Sciences, Faculty of Exact and Natural Sciences, Iv. Javakhishvili Tbilisi State University, Tbilisi, Georgia

  • Venue:
  • ACMOS'09 Proceedings of the 11th WSEAS international conference on Automatic control, modelling and simulation
  • Year:
  • 2009

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Abstract

The numeric method of solving matrix games based on Lagrange multipliers is considered. The corresponding algorithm is elaborated and its convergence is proved. The algorithm is realized by C-programm and numeric experiments confirm certain perspectives of our approach.