A robust von Neumann minimax theorem for zero-sum games under bounded payoff uncertainty
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Publication:2275574
DOI10.1016/j.orl.2011.02.007zbMath1218.91006OpenAlexW2127018466WikidataQ59241536 ScholiaQ59241536MaRDI QIDQ2275574
Guoyin Li, Gue Myung Lee, Vaithilingam Jeyakumar
Publication date: 9 August 2011
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2011.02.007
robust optimizationconjugate functionsminimax theorems under payoff uncertaintyrobust von Neumann minimax theorem
Minimax problems in mathematical programming (90C47) 2-person games (91A05) Optimality conditions for minimax problems (49K35)
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