Game theory question

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1 total messages Started by Brett Ninness Sat, 07 Nov 1992 13:14

#107

Author: Brett Ninness
Date: Sat, 07 Nov 1992 13:14

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I've got a problem, which I think could probably be easily solved by 
someone who knows about Game theory or quadratic programming.  The
problem is that I have a quadratic cost function 

f(x,w) = x^T M(w) x

where both the matrix M(w) and the vector x are variable. The
individual elements x_k of x must satisfy linear constraints

|x_k| < epsilon.

The matrix M(w) varies with the real variable w in a well known
structured way.  What I want to know is what is the sup over x of the 
inf over w of f(x,w) ?  I don't know anything about game theory, but I
think this is the sort of problem tackled by it.

Can someone give me some help and/or point me towards a relevant
reference ?

Brett Ninness
Dept. Elec. Eng.
University of Newcastle
AUSTRALIA

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