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Convergence conditions for the Brown-Robinson iterative method for bimatrix games

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Abstract

The article considers the convergence of the Brown-Robinson iterative method to find a mixed-strategy equilibrium in a bimatrix game. The known result on convergence to an equilibrium for a zero-sum game is generalized to a wider class of games that are reducible to zero-sum games by a composition of various transformations: addition of a constant to any column of the first-player payoff matrix; addition of a constant to any row in the second-player payoff matrix; multiplication of the payoff matrix by a positive constant α>0.

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Authors
  1. A. V. Bogdanov
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Additional information

Translated from Prikladnaya Matematika i Informatika, No. 2, pp. 69–83, 1999.

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Bogdanov, A.V. Convergence conditions for the Brown-Robinson iterative method for bimatrix games. Comput Math Model 11, 271–287 (2000). https://doi.org/10.1007/BF02361133

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