How to deal with uncertainty in optimization - Some recent attempts

被引：4

作者：

Fukushima, Masao ^{[1
]}

机构：

[1] Kyoto Univ, Grad Sch & Informot, Dept Appl Math & Phys, Kyoto 6068501, Japan

来源：

INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING | 2006年 / 5卷 / 04期

基金：

日本学术振兴会;

关键词：

uncertainty; stochastic equilibrium model; robust optimization; second-order cone problem;

D O I：

10.1142/S0219622006002192

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

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.

引用

页码：623 / 637

页数：15

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