Title :
Two iterative algorithms for finding minimax solutions
Author :
Chang, Chein-I ; Davisson, Lee D.
Author_Institution :
Dept. of Electr. Eng., Maryland Univ., College Park, MD, USA
fDate :
1/1/1990 12:00:00 AM
Abstract :
Two iterative minimax algorithms are presented with associated convergence theorems. Both algorithms consist of iterative procedures based on a sequence of finite parameter sets. In general, these finite parameter sets are subsets of an infinite parameter space. To show their applicabilities, several commonly used examples are presented. It is also shown that minimax problems with or without finite parameter sets can be solved by these two algorithms numerically to any assigned degree of accuracy
Keywords :
convergence of numerical methods; decision theory; information theory; iterative methods; minimax techniques; convergence theorems; infinite parameter space; iterative algorithms; minimax problems; sequence of finite parameter sets; Bayesian methods; Buffer storage; Communication system control; Convergence; Decision theory; Iterative algorithms; Minimax techniques; Probability distribution;
Journal_Title :
Information Theory, IEEE Transactions on
