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10 - Hierarchical Games

from Part II - The Game Theoretic Approach

Published online by Cambridge University Press:  10 October 2019

Houman Owhadi
Affiliation:
California Institute of Technology
Clint Scovel
Affiliation:
California Institute of Technology
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Summary

Hierarchical optimalrecovery games are defined using a hierarchy of measurement functions. The sequence of optimal mixed minmax solutions is shown to be a martingale. Sparse rank-revealing representations of Gaussian fields are established.

Type
Chapter
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Operator-Adapted Wavelets, Fast Solvers, and Numerical Homogenization
From a Game Theoretic Approach to Numerical Approximation and Algorithm Design
, pp. 137 - 148
Publisher: Cambridge University Press
Print publication year: 2019

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  • Hierarchical Games
  • Houman Owhadi, California Institute of Technology, Clint Scovel, California Institute of Technology
  • Book: Operator-Adapted Wavelets, Fast Solvers, and Numerical Homogenization
  • Online publication: 10 October 2019
  • Chapter DOI: https://doi.org/10.1017/9781108594967.014
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  • Hierarchical Games
  • Houman Owhadi, California Institute of Technology, Clint Scovel, California Institute of Technology
  • Book: Operator-Adapted Wavelets, Fast Solvers, and Numerical Homogenization
  • Online publication: 10 October 2019
  • Chapter DOI: https://doi.org/10.1017/9781108594967.014
Available formats
×

Save book to Google Drive

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Google Drive.

  • Hierarchical Games
  • Houman Owhadi, California Institute of Technology, Clint Scovel, California Institute of Technology
  • Book: Operator-Adapted Wavelets, Fast Solvers, and Numerical Homogenization
  • Online publication: 10 October 2019
  • Chapter DOI: https://doi.org/10.1017/9781108594967.014
Available formats
×