On a generalization of the Dvoretzky-Wald-Wolfowitz theorem with an application to a robust optimization problem

DOI10.1016/j.jmaa.2018.09.002zbMath1400.90298arXiv1712.07577OpenAlexW2963759603WikidataQ129301995 ScholiaQ129301995MaRDI QIDQ1798985

Andrzej S. Nowak, Anna Jaśkiewicz

Publication date: 18 October 2018

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.07577

zbMATH Keywords

maxmin decision modelpurification of decision functionsrobust constrained optimization

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47)

Related Items (2)

Sufficiency of Deterministic Policies for Atomless Discounted and Uniformly Absorbing MDPs with Multiple Criteria ⋮ Constrained Markov Decision Processes with Expected Total Reward Criteria

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