A constrained min-max algorithm for rival models
From MaRDI portal
Publication:1104224
DOI10.1016/0165-1889(88)90021-8zbMath0646.90018MaRDI QIDQ1104224
Publication date: 1988
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1889(88)90021-8
convexification; min-max strategy; Armijo-type stepsize strategy; robust optimal policy; worst case design method
65K05: Numerical mathematical programming methods
90C90: Applications of mathematical programming
90C20: Quadratic programming
91B62: Economic growth models
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