{"title":"Search for Locally Optimal Strategies in a Linear Game Problem\u0000with Favorable Situations","authors":"A. R. Mamatov","doi":"10.1134/S1990478924030104","DOIUrl":"10.1134/S1990478924030104","url":null,"abstract":"<p> A linear game problem for two players is considered. The two players alternately choose\u0000their strategies from their respective sets. First, player 1 chooses his/her strategy, then player 2,\u0000knowing the strategy of player 1, does the same. The set of strategies of player 2 depends on the\u0000strategy of player 1. The goal of player 1 is to choose a strategy to maximize a convex and\u0000piecewise linear function (the minimum function of the strategy of player 2). The goal of player 2\u0000is to minimize the linear function. An algorithm is proposed that allows constructing strategies in\u0000this problem, as well as strategies in the dual problem, that satisfy necessary “higher-order”\u0000optimality conditions. This algorithm uses a formula for the increment of the objective function in\u0000the dual problem. Theorems that assert the finiteness of the proposed algorithm and its\u0000modification are proved. An example illustrating the operation of the algorithm is given. The\u0000results of a numerical experiment on the construction of strategies that satisfy the necessary\u0000“higher-order” optimality conditions in problems whose elements were generated by a random\u0000number generator are also presented. Based on the results of the numerical experiment, we can\u0000conclude that with the proposed algorithm, it is often possible to switch from one locally optimal\u0000strategy of player 1 to another one increasing the objective function.\u0000</p>","PeriodicalId":607,"journal":{"name":"Journal of Applied and Industrial Mathematics","volume":"18 3","pages":"489 - 502"},"PeriodicalIF":0.58,"publicationDate":"2024-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142757924","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}