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On the solution of some max-min problems
Authors:A. I. Propoi  R. G. Vachnadze
Affiliation:(1) Institute of Control Problems, USSR Academy of Sciences, Moscow, USSR;(2) Institute of Control Systems, Georgian Academy of Sciences, Tbilisi, USSR
Abstract:A random search-type method for finding max-min of multivariable functions is suggested. The solution of such problems is reduced to the construction, on the basis of random tests, of certain regression curves and to the determination of their roots. One-stage and multistage max-min problems are considered. Various modifications of the method are given.
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