Accession Number:

AD0604295

Title:

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

Descriptive Note:

Corporate Author:

RAND CORP SANTA MONICA CA

Personal Author(s):

Report Date:

1953-06-01

Pagination or Media Count:

16.0

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.

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE