Abstract
This chapter discusses game theory and optimality of iterative methods. To estimate the effectiveness of iterative methods the criterion of optimum strategy from game theory is used. This chapter defines a game as a triple (Σ, Ω, K), where Σ, Ω are compact convex sets, and K = Κ(σ, ω) is a continuous function, defined on Σ × Ω (σ ∈ Σ, ω ∈ Ω), convex with respect to σ for fixed ω ∈ Ω, and concave with respect to ω for fixed σ ∈ Σ. It is assumed that Σ, Ω are strategy spaces for player I and player II, respectively. The chapter then states the main theorem of game theory. It also generalizes some results on the case of weighted distributed masses.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
