A computational note on von Neumann's algorithm for determining optimal strategy
Martin Hershkowitz · Naval Research Logistics Quarterly · 1964
Abstract This article is concerned with von Neumann's algorithm for solving a matrix game. Some of the numerical comparisons, made between this algorithm and three others from the literature, have been abstracted for discussion. In general, the performance of von Neumann's algorithm is inferior to other methods for solving matrix games; Dantzig's Simplex Method converges in fewer iterations; and Brown's Fictitious Play requires a much simpler arithmetic process and fewer iterations for a similar convergence.