Stochastic methods for solving minimax problems

DOI10.1007/BF01068344MaRDI QIDQ3320142zbMATH OpenFDO

Authors A. A. Gajvoronskij, Yuri M. Ermoliev

Publication date 1983

Published in Cybernetics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01068344

zbMATH Keywords

convergenceminimax problemsstochastic numerical methodnonconvex inner problems

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

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• On solving some classes of multiple minimax problems
• Stochastic approximation algorithm for minimax problems
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• scientific article; zbMATH DE number 3901992 (Why is no real title available?)
• Stochastic Optimization Problems with Incomplete Information on Distribution Functions
• Methods for solving stochastic bilinear fractional max-min problems
• Stochastic algorithm for minimization of an additive function
• Stochastic methods based on \(\mathcal{VU}\)-decomposition methods for stochastic convex minimax problems

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