A LaGrange Multiplier Method for Certain constrained Min-Max Problems
INSTITUTE FOR DEFENSE ANALYSES ALEXANDRIA VA PROGRAM ANALYSIS DIV
Pagination or Media Count:
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.
- Operations Research
- Antimissile Defense Systems