Accession Number:

AD0729273

Title:

Computational Solution of Ratio Games by Iterative Linear Programming.

Descriptive Note:

Technical summary rept.,

Corporate Author:

WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s):

Report Date:

1971-06-01

Pagination or Media Count:

30.0

Abstract:

The paper presents a technique for numerical solution of a ratio game a game with payoff of the form xsup TByxsup TAy, 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

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE