Algorithms for the solution of stochastic dynamic minimax problems
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Publication:1908531
DOI10.1007/BF01300861zbMath0844.90059OpenAlexW2073791497MaRDI QIDQ1908531
Saeb El Hachem, Michèle Breton
Publication date: 31 March 1996
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01300861
dynamic minimax problemmultistage stochastic decision problemsprojected sub-gradient and bundle methods
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