Method of outer approximations and adaptive approximations for a class of matrix games

DOI10.1007/S10957-016-0953-7MaRDI QIDQ328448zbMATH OpenOpenAlexFDO

Authors Elijah Polak, Ismail Bustany, Akshay Madhan, Seung Ho Lee

Publication date 20 October 2016

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10957-016-0953-7

zbMATH Keywords

global optimizationreceding horizon controladaptive discretizationdiscrete min-max problemsmatrix gamesouter approximations

Mathematics Subject Classification ID

Applications of game theory (91A80) Numerical methods based on nonlinear programming (49M37) Optimality conditions for minimax problems (49K35) Discrete approximations in optimal control (49M25)

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Cites work

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• Consistent Approximations for Optimal Control Problems Based on Runge–Kutta Integration
• Constrained model predictive control: Stability and optimality
• Euler discretization and inexact restoration for optimal control
• Global solution of semi-infinite programs
• On Constraint Dropping Schemes and Optimality Functions for a Class of Outer Approximations Algorithms
• Optimization. Algorithms and consistent approximations
• Precision Control for Generalized Pattern Search Algorithms with Adaptive Precision Function Evaluations
• Runge-Kutta methods in optimal control and the transformed adjoint system
• Smoothing method for minimax problems

Cited in

(1)

• A fast algorithm to solve large-scale matrix games based on dimensionality reduction and its application in multiple unmanned combat air vehicles attack-defense decision-making

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