MATHEMATICAL MODELING AND NUMERICAL SIMULATION

The method of feasible directions in problems nonlinear programming for bimatrix games

D. S. Nabatova

Financial university at the government of the Russian Federation, 49 Leningradskiy prospect, Moscow, 125993, Russia

Abstract: The problem of the Nash equilibrium in bimatrix game is considered. The search for a solution is associated with a problem of nonlinear programming. Application of the method of feasible directions for the solution of such a problem is investigated.

Keywords: bimatrix game, the Nash equilibrium, a problem of nonlinear programming, the method of feasible directions.

UDC: 519.833

Received: 09.04.2012
Revised: 10.07.2012

DOI: 10.20537/2076-7633-2012-4-3-475-482