Minimax Models in the Theory of Numerical Methods

Download or read book Minimax Models in the Theory of Numerical Methods written by A. Sukharev and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 273 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the Russian edition published in 1989, this book was called "Minimax Algorithms in Problems of Numerical Analysis". The new title is better related to the subject of the book and its style. The basis for every decision or inference concerning the ways to solve a given problem is the computa tion model. Thus, the computation model is the epicenter of any structure studied in the book. Algorithms are not constructed here, they are rather derived from computation models. Quality of an algorithm depends entirely on consistency of the model with the real-life problem. So, constructing a model is an art, deriving an algorithm is a science. We study only minimax or, in other words, worst-case computation models. However, one of the characteristic features of the book is a new approach to the notion of the worst-case conditions in dynamic processes. This approach leads to the concept of sequentially optimal algorithms, which play the central role in the book. In conclusion, I would like to express my gratitude to Prof. Dr. Heinz J. Skala and Dr. Sergei A. Orlovsky for encouraging translation of this book. I also greatly appreciate the highly professional job of Dr. Olga R. Chuyan who translated the book.