Solving matrix games using Lagrange multipliers


Gelashvili K., Tutberidze M.

11th WSEAS International Conference on Automatic Control, Modelling and Simulation, İstanbul, Turkey, 30 May - 01 June 2009, pp.318-319 identifier

  • Publication Type: Conference Paper / Full Text
  • City: İstanbul
  • Country: Turkey
  • Page Numbers: pp.318-319

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.