An algorithm for minimax parameter optim
β
J.E. Heller; J.B. Cruz Jr.
π
Article
π
1972
π
Elsevier Science
π
English
β 905 KB
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