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A method to find the minimax of functionals dependent on probability measures

  • Systems Analysis
  • Published:
Cybernetics and Systems Analysis Aims and scope

Abstract

The paper suggests a method for finding the minimax of functionals dependent on probability measures. Almost sure convergence of the method is proved. The method is applied to optimal experimental design problems.

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Literature Cited

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Authors
  1. S. V. Shibaev
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Additional information

Translated from Kibernetika i Sistemnyi Analiz, No. 2, pp. 79–85, March–April, 1992.

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Shibaev, S.V. A method to find the minimax of functionals dependent on probability measures. Cybern Syst Anal 28, 227–232 (1992). https://doi.org/10.1007/BF01126209

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  • DOI: https://doi.org/10.1007/BF01126209

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