A constrained min-max algorithm for rival models

DOI10.1016/0165-1889(88)90021-8zbMath0646.90018OpenAlexW1966772937MaRDI QIDQ1104224

Berc Rustem

Publication date: 1988

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1889(88)90021-8

zbMATH Keywords

convexificationmin-max strategyArmijo-type stepsize strategyrobust optimal policyworst case design method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Applications of mathematical programming (90C90) Quadratic programming (90C20) Economic growth models (91B62)

Related Items (3)

Understanding the difference between robust control and optimal control in a linear discrete-time system with time-varying parameters ⋮ Robust monetary policy with misspecified models: Does model uncertainty always call for attenuated policy? ⋮ Robust control: a note on the response of the control to changes in the ``free parameter conditional on the character of nature

Cites Work

• Unnamed Item
• A superlinearly convergent constrained min-max algorithm for rival models of the same system
• A general saddle point result for constrained optimization
• A dual approach to solving nonlinear programming problems by unconstrained optimization

This page was built for publication: A constrained min-max algorithm for rival models