A global algorithm for minimax solutions to a stochastic programming problem.

Robert G. Dyson Gillian Swaithes

Published in: Comput. Oper. Res. (1978)

Keyphrases

worst case
optimal solution
cost function
benchmark problems
learning algorithm
computational complexity
stochastic programming
objective function
artificial intelligence
search space
special case
np hard
simulated annealing
particle swarm optimization
theoretical framework