Search Results - subject:"Min-max problem"

Worst-case risk measures of stop-loss and limited loss random variables under distribution uncertainty with applications to robust reinsurance

Cai, Jun; Liu, Fangda; Yin, Mingren - In: European journal of operational research : EJOR 318 (2024) 1, pp. 310-326

Persistent link: https://www.econbiz.de/10015047732

Bilevel knapsack with interdiction constraints

Caprara, Alberto; Carvalho, Margarida; Lodi, Andrea; … - In: INFORMS journal on computing : JOC 28 (2016) 2, pp. 319-333

Persistent link: https://www.econbiz.de/10011489350

On the entropic regularization method for solving min-max problems with applications

Li, Xing-Si; Fang, Shu-Cherng - In: Mathematical Methods of Operations Research 46 (1997) 1, pp. 119-130

Consider a min-max problem in the form of min<Subscript> xεX </Subscript>max<Subscript>1≤i≤m </Subscript>{f <Subscript …>p</Subscript>(x) overX provides a very accurate solution to the min-max problem. The same procedure can be applied to solve systems of …

Persistent link: https://www.econbiz.de/10010999852

On the entropic regularization method for solving min-max problems with applications

Li, Xing-Si; Fang, Shu-Cherng - In: Computational Statistics 46 (1997) 1, pp. 119-130

Consider a min-max problem in the form of min xεX max 1≤i≤m {f i (x)}. It is well-known that the non … solution to the min-max problem. The same procedure can be applied to solve systems of inequalities, linear programming …

Persistent link: https://www.econbiz.de/10010759440