Abstract
This article gives survey of papers dealing with the constructions of numerical methods for finding optimum guaranted (minimax, maximin) strategies. There methods are based on a new approach connected with the formulation of numerical algorithms which ensure that the global extrema of functions obeying a Lipschitz condition can be found with given exactness. The proposed methods realize a choice of values of the functions on a non regular net. Local methods (like gradient or steepest descent methods etc.)are used only as auxiliary procedures “predicting” possible solutions and accelerating the calculations. Iterative procedures are proposed for finding local minimax solutions for functions having no saddle points. Methods for solving game-theoretic problems are considered.
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