A method for locating a limit saddle point

DOI10.1016/0041-5553(86)90134-5MaRDI QIDQ3758572zbMATH OpenOpenAlexFDO

Authors S. L. Ivanov

Publication date 1986

Published in USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0041-5553(86)90134-5

zbMATH Keywords

Arrow-Gurvits procedurelimit minimax problemlimit saddle pointparametric analoguesufficient convergence conditions

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) 2-person games (91A05)

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• A method of finding a stochastic saddle point
• Finding the minimax with the aid of a dynamic system

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