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Algorithms for the solution of stochastic dynamic minimax problems - MaRDI portal

Algorithms for the solution of stochastic dynamic minimax problems (Q1908531)

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scientific article; zbMATH DE number 849060
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Algorithms for the solution of stochastic dynamic minimax problems
scientific article; zbMATH DE number 849060

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    Algorithms for the solution of stochastic dynamic minimax problems (English)
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    31 March 1996
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    dynamic minimax problem
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    multistage stochastic decision problems
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    projected sub-gradient and bundle methods
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