Semistochastic decomposition scheme in mathematical programming and game theory
نویسنده
چکیده
This work deals with the optimization problem sup inf S(x, y), which plays, undoubtedly xeX yeY a crucial part in mathematical programming and game theory. On the basis of probability theory, a solving approach — semistochastic decomposition is proposed. This method is finite with probability 1 without any hypothesis about convexity or differentiability as it is usually required in traditional methods.
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ورودعنوان ژورنال:
- Kybernetika
دوره 27 شماره
صفحات -
تاریخ انتشار 1991