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.

MoreLess

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

More details

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

Persistent link: https://ebvufind01.dmz1.zbw.eu/10004971628