Scientific publications

С.Ю. Пономарёв, А.Б. Хуторецкий.

Выбор смешанной стратегии по критерию Гурвица в матричной игре с природой

// Математическая Теория Игр и ее Приложения, т. 14, в. 2. 2022. C. 64-75

Stepan Yu. Ponomarev, Alexandr B. Khutoretskii. Choice of mixed strategy in matrix game with nature by hurwitz criterion // Mathematical game theory and applications. Vol 13. No 2. 2022. Pp. 64-75

Keywords: uncertainty, decision making, game against nature, Hurwitz criterion, mixed strategy, linear programming

The article solves the problem of choosing an optimal, by the Hurwitz criterion, mixed strategy for arbitrary matrix game against nature. We reduce the problem to solving n linear programming problems (where n is the number of scenarios). As far as we know, this is a new result. It can be used to make decisions in uncertain environments, if the game situation is repeated many times, or physical mixture of pure strategies is realizable.

DOI: 10.17076/mgta_2022_2_51

Indexed at RSCI, RSCI (WS)

vol14_2_64-75_ponamorev.pdf (114 Kb, total downloads: 45)

Last modified: January 19, 2023