Determination of stationary points in the constrained maximin problem

zbMATH Open0472.49024MaRDI QIDQ1157773FDOQ1157773

S. K. Zavriev

Publication date: 1980

Published in: Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)

zbMATH Keywords

stochastic gradientminimax problemconstrained maximin problemdetermination of stationary points

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55) Optimality conditions for minimax problems (49K35) Methods of reduced gradient type (90C52) Optimal stochastic control (93E20)

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