Hello, most of variables in a game formulation are matrices , maybe cramer's Rule can solve NE in a linear object. however, i want to know are there some methods in games' solving using matrix theory. Preferably some papers or phrases, and source code.
Thank you.
Dear Zhenkang Zheng
(Google )and search the following topics:
(1) Markov Chains.
https://en.wikipedia.org/wiki/Markov_chain
(2) Game theory. (Pivot Method)
(3) Operation research-matrix approach.
Regards
One important category in differential games is the Linear Quadratic (LQ) game, where the Riccati matrix equation is involved. Different types of Riccati differential and difference equations (RDEs) and the associated algebraic Riccati equations (AREs) arise in various classes of dynamical games, and there exist quite a lot results on its properties, convergence as well as numerical algorithms.
Zhenkang Zheng You may want to check matrix norm approach to solve matrix game by using the matrix norms of the payoff matrix.
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