Algorithms for the solution of stochastic dynamic minimax problems (Q1908531)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Algorithms for the solution of stochastic dynamic minimax problems |
scientific article |
Statements
Algorithms for the solution of stochastic dynamic minimax problems (English)
0 references
31 March 1996
0 references
dynamic minimax problem
0 references
multistage stochastic decision problems
0 references
projected sub-gradient and bundle methods
0 references
0 references
0 references
0 references
0 references
