Algorithms for the solution of stochastic dynamic minimax problems
type: Item
instance of: scholarly article
title: Algorithms for the solution of stochastic dynamic minimax problems
zbMATH Open document ID: 0844.90059
DOI: 10.1007/BF01300861
author: Michèle Breton
author: Saeb El Hachem
published in: Computational Optimization and Applications
publication date: 1996-03-31T00:00:00Z
Mathematics Subject Classification ID: 90C15
zbMATH DE Number: 849060
zbMATH Keywords: dynamic minimax problem
zbMATH Keywords: multistage stochastic decision problems
zbMATH Keywords: projected sub-gradient and bundle methods
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf01300861
OpenAlex ID: W2073791497
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description: scientific article; zbMATH DE number 849060