Modified fictitious play for solving matrix games and linear-programming problems.
Saul I. GassPablo M. R. ZafraPublished in: Comput. Oper. Res. (1995)
Keyphrases
- linear programming problems
- fictitious play
- block diagonal
- game theory
- nash equilibria
- linear programming
- primal dual
- linear program
- nash equilibrium
- multiple objectives
- column generation
- simplex method
- mixed integer
- interior point methods
- game theoretic
- optimal solution
- incomplete information
- resource allocation
- imperfect information
- optimization problems
- convex optimization
- cooperative
- convergence rate
- monte carlo
- lower bound