An algorithm for minimax parameter optim
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J.E. Heller; J.B. Cruz Jr.
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Article
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1972
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Elsevier Science
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English
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Sunnnary--The minimization, with respect to a set of parameters, of the maximum, with respect to another set of parameters, of a scalar performance index is considered. An algorithm for generating a sequence with a limit point which satisfies a necessary condition for a minimax solution is presented