Geodesic
A multi-level method for solving large-scale matrix games
Numerical methods and programming, Tome 10 (2009) no. 3, pp. 327-339.

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A multi-level method is proposed to solve the matrix games of a special class. The essence of the paper is the adaptation of ideas of the Fedorenko-Bakhvalov method, well known as a multi-grid method for solving elliptic differential problems, to the iterative solution of matrix games. The work was supported by the Russian Foundation for Basic Research (project №09-01-00625a).
Keywords: matrix games; iterative methods; direct solver; basic iterative method; procedure of restriction; procedure of prolongation; multi-level method. 
@article{VMP_2009_10_3_a7,
     author = {E. V. Chizhonkov},
     title = {A multi-level method for solving large-scale matrix games},
     journal = {Numerical methods and programming},
     pages = {327--339},
     publisher = {mathdoc},
     volume = {10},
     number = {3},
     year = {2009},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VMP_2009_10_3_a7/}
}
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E. V. Chizhonkov. A multi-level method for solving large-scale matrix games. Numerical methods and programming, Tome 10 (2009) no. 3, pp. 327-339. http://geodesic.mathdoc.fr/item/VMP_2009_10_3_a7/