Accession Number:

AD0729381

Title:

A LaGrange Multiplier Method for Certain constrained Min-Max Problems

Descriptive Note:

Corporate Author:

INSTITUTE FOR DEFENSE ANALYSES ALEXANDRIA VA PROGRAM ANALYSIS DIV

Personal Author(s):

Report Date:

1971-05-01

Pagination or Media Count:

54.0

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 ABMshelter deployment problem is solved to illustrate the essential features of the method.

Subject Categories:

  • Operations Research
  • Antimissile Defense Systems

Distribution Statement:

APPROVED FOR PUBLIC RELEASE