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3 questions
3
votes
0
answers
256
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How can we solve this kind of saddle point problem?
I'm trying to solve a saddle point problem of the following form: Let
$(E,\mathcal E,\lambda)$ be a measure space;
$p$ be a probability density on $(E,\mathcal E,\lambda)$ and $\mu:=p\lambda$
$W$ be ...
- 167
2
votes
0
answers
131
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Can we conclude $\sup_g\int f_1g\le\sup_g\int f_2g$ from $\int f_1\le\int f_2$ in this situation?
Disclaimer: Please bear with me, the question isn't as complicated as it looks like, but I wasn't able to find any simplification for which no counterexample comes to my find.
Let $(E,\mathcal E,\...
- 167
0
votes
1
answer
65
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Is there a general guideline for minimizing $\sup_{y\in H}F(\;\cdot\;,y)$?
Let $H$ be a $\mathbb R$-Hilbert space and $F:H^2\to\mathbb R$. Is there a general guideline for minimizing $\sup_{y\in H}F(\;\cdot\;,y)$?
Since the question is rather abstract, feel free to impose ...
- 167