A computational note on von Neumann's algorithm for determining optimal strategy

Martin Hershkowitz

Naval Research Logistics Quarterly, 1964, vol. 11, issue 1, 75-78

Abstract: This article is concerned with von Neumann's algorithm for solving a matrix game. Some of the numerical comparisons, made between this algorithm and three others from the literature, have been abstracted for discussion. In general, the performance of von Neumann's algorithm is inferior to other methods for solving matrix games; Dantzig's Simplex Method converges in fewer iterations; and Brown's Fictitious Play requires a much simpler arithmetic process and fewer iterations for a similar convergence.

Date: 1964
References: Add references at CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1002/nav.3800110106

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wly:navlog:v:11:y:1964:i:1:p:75-78

Access Statistics for this article

More articles in Naval Research Logistics Quarterly from John Wiley & Sons
Bibliographic data for series maintained by Wiley Content Delivery ().