On the basis of minimax algebra theory, this paper provides an algebra method of solving countable stages decision problems in the dynamic programming.
本文根据极大极小代数理论,给出了一种用以求解动态规划中有限多阶段决策问题的代数算法。
2
In the framework of modern financial theory, the concept and method of minimax design (or worst-case optimization) are proposed for the problem of portfolio choice.
在现代金融理论的基本框架下,提出了证券选择的极大极小设计(即最差情况最优化)的概念与方法。
3
Chapter 3 is devoted to the study of the convergence theory of a dual algorithm for unconstrained minimax problems.