A LaGrange Multiplier Method for Certain constrained Min-Max Problems

Abstract

Constrained min-max problems are constant-sum two-person games in which the maximizing player enjoys the advantage of moving last and both players select strategies subject to separate side conditions. In the paper a LaGrange multiplier method is presented for solving such problems where the maximizing player is permitted to probabilistically mix strategies. A simple ABM/shelter deployment problem is solved to illustrate the essential features of the method.

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Document Details

Document Type
Technical Report
Publication Date
May 01, 1971
Accession Number
AD0729381

Entities

People

  • Edward S. Pearsall

Organizations

  • Institute for Defense Analyses

Tags

Communities of Interest

  • Weapons Technologies

DTIC Thesaurus Topics

  • Algorithms
  • Anti-Ballistic Missiles
  • Ballistic Missiles
  • Civil Defense
  • Computations
  • Defense Systems
  • Deployment
  • Digital Computers
  • Equations
  • Fail Safe
  • Game Theory
  • Point Theorem
  • Probability
  • Probability Distributions
  • Real Numbers
  • Theorems
  • Weapons Effects

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Game Theory.
  • Joint Military Operations and Doctrine.