Geodesic
Iterative solution of matrix games by the methods of grid variational inequalities
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 50 (2010) no. 8, pp. 1367-1380

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A new approach to the approximate solution of matrix games is proposed. It is based on the reduction of the original problem to a variational inequality of a special form. In particular, this makes it possible to design preconditioned iterative methods, which proved to be effective as a tool for the numerical solution of large and ill-conditioned systems of linear algebraic equations. 
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     author = {E. V. Chizhonkov},
     title = {Iterative solution of matrix games by the methods of grid variational inequalities},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {1367--1380},
     publisher = {mathdoc},
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     number = {8},
     year = {2010},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_2010_50_8_a2/}
}
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E. V. Chizhonkov. Iterative solution of matrix games by the methods of grid variational inequalities. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 50 (2010) no. 8, pp. 1367-1380. http://geodesic.mathdoc.fr/item/ZVMMF_2010_50_8_a2/