Solution of linear stochastic minimax problems
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Publication:1138488
zbMath0431.90092MaRDI QIDQ1138488
Publication date: 1977
Published in: Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)
branch-and-bound method; two-stage stochastic problem; finite solution algorithm; linear game problem; linear stochastic minimax problems; long- term planning; stochastic payoff functions; unknown distribution
91B06: Decision theory
65K05: Numerical mathematical programming methods
90C90: Applications of mathematical programming
91A15: Stochastic games, stochastic differential games
91A60: Probabilistic games; gambling