DocumentCode
983495
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
Volume
36
Issue
1
fYear
1990
fDate
1/1/1990 12:00:00 AM
Firstpage
126
Lastpage
140
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;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/18.50379
Filename
50379
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