Algorithms for the solution of stochastic dynamic minimax problems (Q1908531): Difference between revisions

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Revision as of 09:56, 24 May 2024

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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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