Methods for solving general matrix games

Abstract

In Chapter 9 we have seen that by enumerating the vertices of the polyhedron defined by inequality system (5) of Chapter 9 we can find all extreme equilibrium strategies of a matrix game. Since for matrices of considerable size this approach is highly inefficient methods that are not supposed to go over all basic solutions of an inequality system are favoured from a computational point of view. Out of these we are going to deal with three basically different approaches