An algorithm for minimax parameter optimization

DOI10.1016/0005-1098(72)90051-9zbMath0257.49007OpenAlexW1977130871MaRDI QIDQ2559662

J. E. Heller, Cruz, J. B. jun.

Publication date: 1972

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(72)90051-9

Mathematics Subject Classification ID

Quadratic programming (90C20) Linear programming (90C05) Optimality conditions for minimax problems (49K35)

Related Items (3)

Theoretical aspects of optimal autocorrelation synthesis ⋮ A game theoretic approach to the optimal control of uncertain systems ⋮ The decentralized profit maximization of interconnected production systems Part II. Price coordination and buffer storage

Cites Work

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• Optimization of stochastic systems. Topics in discrete-time systems
• Algorithms for some minimax problems
• The Lagrange Multiplier Theorem for Max-Min with Several Constraints
• The Theory of Max-Min, with Applications
• A standard form for sequential stochastic control

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