HOW TO DEAL WITH UNCERTAINTY IN OPTIMIZATION — SOME RECENT ATTEMPTS

In this paper, we give a brief summary of the author's recent attempts conducted in collaboration with a number of co-authors to deal with uncertainty in various optimization problems, including complementarity problem, mathematical program with equilibrium constraints, as well as applications in data mining, mathematical finance, and game theory.

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Year of publication:	2006
Authors:	FUKUSHIMA, MASAO
Published in:	International Journal of Information Technology & Decision Making (IJITDM). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6845. - Vol. 05.2006, 04, p. 623-637
Publisher:	World Scientific Publishing Co. Pte. Ltd.
Subject:	Uncertainty \| stochastic equilibrium model \| robust optimization \| second-order cone problem

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Extent:	application/pdf text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10004971628