abstract. a practical common weight scalarizing function methodology with an improved discriminating power for technology selection is introduced. the proposed scalarizing function methodology enables the evaluation of the relative efficiency of decision-making units (dmus) with respect to multiple outputs and a single exact input with common weights. its robustness and discriminating power are...

let be a random sample from a normal distribution with unknown mean and known variance the usual estimator of the mean, i.e., sample mean is the maximum likelihood estimator which under squared error loss function is minimax and admissible estimator. in many practical situations, is known in advance to lie in an interval, say for some in this case, the maximum likelihood estimator changes and d...

We review and extend the main topological minimax theorems based on connectedness that have been developed over the years since the pioneering paper of Wu (1959). It is shown in particular that the topological minimax theorems of Geraghty and Lin (1984) are essentially a rediscovery of much earlier results of Tuy (1974), while the latter can be derived from a minimax theorem recently developed ...

This article presents the results of experiments designed to gain insight into the effect of the minimax algorithm on the error of a heuristic evaluation function. Two types of effect of minimax are considered: (a) evaluation accuracy (are the minimax backed-up values more accurate than the heuristic values themselves?), and (b) decision accuracy (are moves played by deeper minimax search bette...

We search for behavioral rules that attain minimax regret under geometric discounting in the context of repeated decision making in a stationary environment where payo¤s belong to a given bounded interval. Rules that attain minimax regret exist and are optimal for Bayesian decision making under the prior where learning can be argued to be most di¢cult. Minimax regret can be attained by randomiz...

Minimax Rules Under Zero-One Loss In this paper we study the existence, structure and computation of minimax and near-minimax rules under zero-one loss for a restricted location parameter of an absolutely continuous distribution.

The minimax theorem for a convex-concave bifunction is a fundamental theorem in optimization and convex analysis, and has a lot of applications in economics. In the last two decades, a nonconvex extension of this minimax theorem has been well studied under various generalized convexity assumptions. In this note, by exploiting the hidden convexity (joint range convexity) of separable homogeneous...

PURPOSE Intensity modulated proton therapy (IMPT) is sensitive to errors, mainly due to high stopping power dependency and steep beam dose gradients. Conventional margins are often insufficient to ensure robustness of treatment plans. In this article, a method is developed that takes the uncertainties into account during the plan optimization. METHODS Dose contributions for a number of range ...

The celebrated von Neumann minimax theorem is a fundamental theorem in two-person zero-sum games. In this paper, we present a generalization of the von Neumann minimax theorem, called robust von Neumann minimax theorem, in the face of data uncertainty in the payoff matrix via robust optimization approach. We establish that the robust von Neumann minimax theorem is guaranteed for various classes...