Method of outer approximations and adaptive approximations for a class of matrix games

DOI10.1007/s10957-016-0953-7zbMath1350.49032OpenAlexW2397816281MaRDI QIDQ328448

Akshay Madhan, Elijah Polak, Ismail Bustany, Seung Ho Lee

Publication date: 20 October 2016

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-016-0953-7

zbMATH Keywords

global optimizationreceding horizon controladaptive discretizationdiscrete min-max problemsmatrix gamesouter approximations

Mathematics Subject Classification ID

Applications of game theory (91A80) Numerical methods based on nonlinear programming (49M37) Optimality conditions for minimax problems (49K35) Discrete approximations in optimal control (49M25)

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