The procedures of searching solutions to problems, in Artificial Intelligence, can be brought about, in many occasions, without knowledge of the Domain, and in other situations, with knowledge of it. This last procedure is usually called Heuristic Search. In such methods the matrix techniques reveal themselves as essential. Their introduction can give us an easy and precise way in the search of solution. Our paper explains how the matrix theory appears and fruitfully participates in A I, with feasible applications to Game Theory.