| Article ID: | iaor19931446 |
| Country: | United Kingdom |
| Volume: | 31 |
| Start Page Number: | 107 |
| End Page Number: | 110 |
| Publication Date: | Dec 1991 |
| Journal: | USSR Computational Mathematics and Mathematical Physics |
| Authors: | Zavriyev S.K. |
| Keywords: | game theory |
The constrained minimization of the maximin function is considered. A stochastic finite-difference algorithm is proposed with averaging of the inner minimum function and program-chosen stepping multipliers. The region of attraction of the algorithm is determined.