Maxmin subject to marginal constraints

DOI10.1007/BF02366446zbMath0857.49024OpenAlexW2087518354MaRDI QIDQ1905227

S. V. Shibayev

Publication date: 12 March 1997

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02366446

zbMATH Keywords

maximinstochastic programmingstochastic quasi-gradient methodnonsmooth semi-infinite programming

Mathematics Subject Classification ID

Stochastic programming (90C15) Existence of solutions for minimax problems (49J35) Semi-infinite programming (90C34)

Cites Work

• A method to find the minimax of functionals dependent on probability measures
• Optimization and nonsmooth analysis
• Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
• Sufficient conditions for extremum, penalty functions and regularity
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