Sequential minimaxization under dynamic programming structure (Q1080369): Difference between revisions

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Latest revision as of 10:52, 30 July 2024

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Sequential minimaxization under dynamic programming structure
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    Sequential minimaxization under dynamic programming structure (English)
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    1985
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    First a principle of dynamic programming is presented and compared with analogous propositions of Mitten, Nemhauser, and Clement. Then a minimax theorem is established without convex-concavity assumptions. These assumptions are replaced by separability and monotonicity in the sense of \textit{L. Mitten} [Oper. Res. 12, 610-619 (1964; Zbl 0127.365)] and \textit{G. L. Nemhauser} [''Introduction to dynamic programming'' (1966)].
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    sequential minimaximization
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    minimax theorem
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    separability
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    monotonicity
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