Minimax and Applications

Techniques and principles of minimax theory play a key role in many areas of research, including game theory, optimization, and computational complexity. In general, a minimax problem can be formulated as min max f(x, y) (1) ",EX !lEY where f(x, y) is a function defined on the product of X and...

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Bibliographic Details
Other Authors: Ding-Zhu Du (Editor), Pardalos, Panos M. (Editor)
Format: eBook
Language:English
Published: New York, NY Springer US 1995, 1995
Edition:1st ed. 1995
Series:Nonconvex Optimization and Its Applications
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Description
Summary:Techniques and principles of minimax theory play a key role in many areas of research, including game theory, optimization, and computational complexity. In general, a minimax problem can be formulated as min max f(x, y) (1) ",EX !lEY where f(x, y) is a function defined on the product of X and Y spaces. There are two basic issues regarding minimax problems: The first issue concerns the establishment of sufficient and necessary conditions for equality minmaxf(x,y) = maxminf(x,y). (2) "'EX !lEY !lEY "'EX The classical minimax theorem of von Neumann is a result of this type. Duality theory in linear and convex quadratic programming interprets minimax theory in a different way. The second issue concerns the establishment of sufficient and necessary conditions for values of the variables x and y that achieve the global minimax function value f(x*, y*) = minmaxf(x, y). (3) "'EX !lEY There are two developments in minimax theory that we would like to mention
Physical Description:XIV, 296 p online resource
ISBN:9781461335573