CEU Electronic Theses and Dissertations, 2010
| Author | Charnyi, Siarhei |
|---|---|
| Title | Solving maximin problem by decomposition to smooth and nonsmooth problems |
| Summary | Study of different conflict situations within operations research and game theory resulted in various optimization problems, which are much more complex than traditional problems of mathematical programming. Among optimization problems, the so-called minimax (or maximin) problems occupy an important place. Mathematical modeling of conflict situations and study of problems under uncertainty conditions using the principle of guaranteed result lead to minimax problems. The goal of the present work is to develop and implement an algorithm for the maximin problem with objective function f(x,y) linear in variable y. |
| Supervisor | Maros, Istvan |
| Department | Mathematics MSc |
| Full text | https://www.etd.ceu.edu/2010/charnyi_siarhei.pdf |
Visit the CEU Library.
© 2007-2021, Central European University