Abstract:
A multi-level method is proposed to solve the matrix games of a special class.
The essence of the paper is the adaptation of ideas of the
Fedorenko-Bakhvalov method, well known as a multi-grid method for solving elliptic differential problems, to the iterative solution of matrix games. The work was supported by the Russian Foundation for Basic Research (project №09-01-00625a).
Keywords:matrix games; iterative methods; direct solver; basic iterative method; procedure of restriction; procedure of prolongation; multi-level method.
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