IDEAS home Printed from https://ideas.repec.org/a/inm/oropre/v24y1976i1p70-91.html
   My bibliography  Save this article

A Lagrange Multiplier Method for Certain Constrained Min-Max Problems

Author

Listed:
  • Edward S. Pearsall

    (Wayne State University, Detroit, Michigan)

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 allocations subject to separate constraints on their use of resources. This paper presents a Lagrange multiplier method for addressing such problems where the maximizing player is permitted to mix strategies probabilistically. We derive conditions under which the method will locate optimal solutions and discuss suitable applications. A simple ABM/shelter deployment problem is solved to illustrate the essential features of the method.

Suggested Citation

  • Edward S. Pearsall, 1976. "A Lagrange Multiplier Method for Certain Constrained Min-Max Problems," Operations Research, INFORMS, vol. 24(1), pages 70-91, February.
    • Handle: RePEc:inm:oropre:v:24:y:1976:i:1:p:70-91
    DOI: 10.1287/opre.24.1.70
    as

    Download full text from publisher

    File URL: http://dx.doi.org/10.1287/opre.24.1.70
    Download Restriction: no
    File URL: https://libkey.io/10.1287/opre.24.1.70?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. George E. Monahan, 1996. "Finding saddle points on polyhedra: Solving certain continuous minimax problems," Naval Research Logistics (NRL), John Wiley & Sons, vol. 43(6), pages 821-837, September.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:inm:oropre:v:24:y:1976:i:1:p:70-91. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Asher (email available below). General contact details of provider: https://edirc.repec.org/data/inforea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.