A method to find the minimax of functionals dependent on probability measures

DOI10.1007/BF01126209MaRDI QIDQ1816110zbMATH OpenOpenAlexFDO

Authors S. V. Shibayev

Publication date 5 January 1997

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01126209

zbMATH Keywords

optimal experimental designprobability measuresminimax of functionals

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Applications of game theory (91A80) Optimality conditions for minimax problems (49K35)

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Cites work

• scientific article; zbMATH DE number 44000 (Why is no real title available?)
• scientific article; zbMATH DE number 3237491 (Why is no real title available?)
• scientific article; zbMATH DE number 3411979 (Why is no real title available?)
• Convex Analysis

Cited in

(8)

• Numerical estimation of a probability measure
• Numerical minimization methods for convex functionals dependent on probability measures with applications to optimal pollution monitoring
• Maxmin subject to marginal constraints
• scientific article; zbMATH DE number 4104245 (Why is no real title available?)
• Linearization methods for optimization of functionals which depend on probability measures
• Some informal scenarios of player behavior and equilibrium computation processes in games under incomplete information
• Minimization of a functional with unknown distribution function of a random variable
• scientific article; zbMATH DE number 3970557 (Why is no real title available?)

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