Uncertainties in minimax stochastic programs
نویسندگان
چکیده
منابع مشابه
Uncertainties in minimax stochastic programs
When using the minimax approach one tries to hedge against the worst possible distribution belonging to a specified class P . A suitable stability analysis of results with respect to the choice of this class is an important issue. It has to be tailored to the type of the minimax problem, to the considered class of probability distributions and to the anticipated input perturbations. We shall fo...
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ژورنال
عنوان ژورنال: Optimization
سال: 2011
ISSN: 0233-1934,1029-4945
DOI: 10.1080/02331934.2010.532214