Application of an extremization method to a linear integral of a statistical decision problem

DOI10.1023/A:1017511620852zbMath1001.49009MaRDI QIDQ5945068

Giandomenico Mastroeni

Publication date: 2001

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

zbMATH Keywords

variational inequalityiterative methoddecision problemsrelaxation methodfirst-order optimality conditionGreen-Miele methodlinear integrals

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Minimax procedures in statistical decision theory (62C20) Variational inequalities (49J40) Applications of optimal control and differential games (49N90) Optimality conditions for free problems in one independent variable (49K05) Linear optimal control problems (49N05)

Related Items (2)

Time optimal motions of mechanical system with a prescribed trajectory ⋮ On the extremization of linear integrals

Cites Work

• Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
• Vector variational inequalities and vector equilibria. Mathematical theories
• IX. On the problem of the most efficient tests of statistical hypotheses
• On the extremization of linear integrals
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