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Chapter 2. A Survey Of Continuous Minimax Algorithms
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Chapters in this book
- Frontmatter i
- Contents vii
- Preface xiii
- Chapter 1. Introduction to Minimax 1
- Chapter 2. A Survey Of Continuous Minimax Algorithms 23
- Chapter 3. Algorithms For Computing Saddle Points 37
- Chapter 4. A Quasi-Newton Algorithm For Continuous Minimax 63
- Chapter 5. Numerical Experiments With Continuous Minimax Algorithms 93
- Chapter 6 Minimax As A Robust Strategy For Discrete Rival Scenarios 121
- Chapter 7 Discrete Minimax Algorithm For Equality And Inequality Constrained Models 139
- Chapter 8. A Continuous Minimax Strategy For Options Hedging 179
- Chapter 9. Minimax and Asset Allocation Problems 247
- Chapter 10. Asset/Liability Management Under Uncertainty 291
- Chapter 11 Robust Currency Management 341
- Index 381
Chapters in this book
- Frontmatter i
- Contents vii
- Preface xiii
- Chapter 1. Introduction to Minimax 1
- Chapter 2. A Survey Of Continuous Minimax Algorithms 23
- Chapter 3. Algorithms For Computing Saddle Points 37
- Chapter 4. A Quasi-Newton Algorithm For Continuous Minimax 63
- Chapter 5. Numerical Experiments With Continuous Minimax Algorithms 93
- Chapter 6 Minimax As A Robust Strategy For Discrete Rival Scenarios 121
- Chapter 7 Discrete Minimax Algorithm For Equality And Inequality Constrained Models 139
- Chapter 8. A Continuous Minimax Strategy For Options Hedging 179
- Chapter 9. Minimax and Asset Allocation Problems 247
- Chapter 10. Asset/Liability Management Under Uncertainty 291
- Chapter 11 Robust Currency Management 341
- Index 381
