Search Results - subject:"Minimax Problem"

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Sensitivity analysis of the maximal value function with applications in nonconvex minimax programs

Guo, Lei; Ye, Jane J.; Zhang, Jin - In: Mathematics of operations research 49 (2024) 1, pp. 536-556

Persistent link: https://www.econbiz.de/10014527955

Single facility collection depots location problem with random weights

Chen, Dongyan; He, Chan; Wu, Senlin - In: Operational research : an international journal 16 (2016) 2, pp. 287-299

Persistent link: https://www.econbiz.de/10011723893

An Adaptive Smoothing Method for Continuous Minimax Problems

Yin, Hongxia - In: Asia-Pacific Journal of Operational Research (APJOR) 32 (2015) 01, pp. 1540001-1

A simple and implementable two-loop smoothing method for semi-infinite minimax problem is given with the discretization …

Persistent link: https://www.econbiz.de/10011278984

A center location model with stochastic demand points

Bhattacharya, U. K. - In: International journal of operations and quantitative … 21 (2015) 3, pp. 201-214

Persistent link: https://www.econbiz.de/10011429223

ROBUST MEAN-VARIANCE HEDGING AND PRICING OF CONTINGENT CLAIMS IN A ONE PERIOD MODEL

TEVZADZE, R.; UZUNASHVILI, T. - In: International Journal of Theoretical and Applied … 15 (2012) 03, pp. 1250024-1

of assets with uncertain price parameters. We consider the worst case of model parameters required to solve the minimax … problem. In general, such minimax problems cannot be changed to maximin problems. The main approach we develop is the …

Persistent link: https://www.econbiz.de/10010551037

Robust mean-variance hedging and pricing of contingent claims in a one period model

Tevzadze, Revaz; Uzunashvili, T. - In: International journal of theoretical and applied finance 15 (2012) 3, pp. 1-9

Persistent link: https://www.econbiz.de/10009624486