Maximum approximation of the best guaranteed result in a two-level hierarchical game
Tóm tắt
We consider the well-known two-level hierarchical game between the center and the production divisions in the presence of uncontrolled external factors. The problem of the best guaranteed result for the center in this game is approximated by a maxmin problem with separable variables. A stochastic quasigradient solution method is considered.
Tài liệu tham khảo
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