Towards a proof of AGT conjecture by methods of matrix models

A matrix model approach to proof of the AGT relation is briefly reviewed. It starts from the substitution of conformal blocks by the Dotsenko-Fateev beta-ensemble averages and Nekrasov functions by a double deformation of the exponentiated Seiberg-Witten prepotential in beta \neq 1 and g_s \neq 0 directions. Establishing the equality of these two quantities is a typical matrix model problem, and it presumably can be ascertained by investigation of integrability properties and developing an associated Harer-Zagier technique for evaluation of the exact resolvent.