A superlinearly convergent constrained min-max algorithm for rival models of the same system
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Publication:1119151
DOI10.1016/0898-1221(89)90097-7zbMath0669.90028MaRDI QIDQ1119151
Publication date: 1989
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0898-1221(89)90097-7
global convergence; convexification; optimal policy; economic system; min-max, worst-case design; Q-superlinear convergence rate
65K05: Numerical mathematical programming methods
90C90: Applications of mathematical programming
90C20: Quadratic programming
91B62: Economic growth models
49J35: Existence of solutions for minimax problems
Related Items
A constrained min-max algorithm for rival models, A constrained min-max algorithm for rival models of the same economic system
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