  In the paper we compare well known numerical methods of finding PageRank
vector. We propose Markov Chain Monte Carlo method and obtain a new estimation
for this method. We also propose a new method for PageRank problem based on the
reduction of this problem to the matrix game. We solve this (sparse) matrix
game with randomized mirror descent. It should be mentioned that we used
non-standard randomization (in KL-projection) goes back to
Grigoriadis-Khachiayn (1995).

Optimization and Control;Information Retrieval;Numerical Analysis;Systems and Control