Guaranteed risks and payoffs in a one-criterion problem
Taurida Journal of Computer Science Theory and Mathematics, no. 1 (2019), pp. 7-23
Voir la notice de l'article provenant de la source Math-Net.Ru
The concept of a weakly guaranteed simultaneously under payoffs and risks
solution of a one-criterion problem under uncertainty (OCPU) is proposed.
Formalization is based on the concept of a vector saddle point from the theory
of multicriteria problems with uncertainty.
Keywords:
strategy, uncertainty, criterion, Slater optimum, vector saddle point.
@article{TVIM_2019_1_a0,
author = {V. I. Zhukovskii and M. V. Boldyrev},
title = {Guaranteed risks and payoffs in a one-criterion problem},
journal = {Taurida Journal of Computer Science Theory and Mathematics},
pages = {7--23},
publisher = {mathdoc},
number = {1},
year = {2019},
language = {en},
url = {http://geodesic.mathdoc.fr/item/TVIM_2019_1_a0/}
}
TY - JOUR AU - V. I. Zhukovskii AU - M. V. Boldyrev TI - Guaranteed risks and payoffs in a one-criterion problem JO - Taurida Journal of Computer Science Theory and Mathematics PY - 2019 SP - 7 EP - 23 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVIM_2019_1_a0/ LA - en ID - TVIM_2019_1_a0 ER -
V. I. Zhukovskii; M. V. Boldyrev. Guaranteed risks and payoffs in a one-criterion problem. Taurida Journal of Computer Science Theory and Mathematics, no. 1 (2019), pp. 7-23. http://geodesic.mathdoc.fr/item/TVIM_2019_1_a0/