ε-OPTIMAL SOLUTION FOR CONTINUOUS MINIMAX PROBLEMS WITH MAXIMUM-ENTROPY FUNCTION

• 作 者: 黄震宇 沈祖和
• 出 处: 高等学校计算数学学报：英文版
• 发表日期: 1998年1期
• 关键词: MINIMAX optimization BFGS TR(trust region method) maximum ENTROPY function. Mini
• 基金项目: The Project was supported by National Natural Science Foundation of china.

This paper describes and explores a maximum-entropy approach to continuous minimax problem, which is applicable in many fields, such as transportation planning and game theory. It illustrates that the maximum entropy approcach has easy framework and prove