Stochastic quasigradient methods in minimax problems
Authors: Ermoliev Y
Publication Year: 2009
Reference: In Encyclopedia of Optimization, C.A. Floudas, P.M. Pardalos (eds)
Springer-Verlag, New York, USA pp. 3813-3818
[ISBN 978-0-387-74758-3]
Abstract
KEYWORDS: Stochastic minimax problem; Incomplete information; Decision making; Extreme events; Facility location; Stochastic nash equilibrium; Unknown distributions
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