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)

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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Cited in

(24)

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• The minimax approach to stochastic programming and an illustrative application
• A constrained min-max algorithm for rival models
• scientific article; zbMATH DE number 3945900 (Why is no real title available?)
• Minimization theorems and techniques for sequential stochastic machines
• scientific article; zbMATH DE number 4164555 (Why is no real title available?)
• scientific article; zbMATH DE number 4099036 (Why is no real title available?)
• A probabilistic method for solving minimax problems with general constraints.
• Analysis of search methods of optimization based on potential theory. I: Nonlocal properties
• Analysis of search methods of optimization based on potential theory. III: Convergence of methods
• A measure approximation for distributionally robust PDE-constrained optimization problems
• On solving some classes of multiple minimax problems
• Stochastic approximation algorithm for minimax problems
• Minmaxmin problems revisited
• Constraint aggregation method in a stochastic programming game problem
• A method for searching for a stochastic saddle point with constraints satisfied almost surely.
• 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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