Algorithms for the solution of stochastic dynamic minimax problems (Q1908531): Difference between revisions
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scientific article
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English | Algorithms for the solution of stochastic dynamic minimax problems |
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Algorithms for the solution of stochastic dynamic minimax problems (English)
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31 March 1996
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dynamic minimax problem
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multistage stochastic decision problems
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projected sub-gradient and bundle methods
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