Making Robust Decisions in Discrete Optimization Problems as a Game against Nature

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Title:Making Robust Decisions in Discrete Optimization Problems as a Game against Nature
Creators:
Kasperski, Adam
Journal or Publication Title:
AUCO Czech Economic Review, 2, 3, pp. 237-251
Uncontrolled Keywords:Discrete optimizatio, minmax, minmax regret, game against nature

Abstract

In this paper a discrete optimization problem under uncertainty is discussed. Solving such a problem can be seen as a game against nature. In order to choose a solution, the minmax and minmax regret criteria can be applied. In this paper an extension of the known minmax (regret) approach is proposed. It is shown how different types of uncertainty can be simultaneously taken into account. Some exact and approximation algorithms for choosing a best solution are constructed.

Official URL: http://www.ceeol.com/aspx/issuedetails.aspx?issueid=66FD4B18-EF67-442F-974A-EC8A48EED2CC&articleid=2B31C70F-DB48-4A29-B465-BEB2BB9AC0E6

Title:Making Robust Decisions in Discrete Optimization Problems as a Game against Nature
Creators:
Kasperski, Adam
Uncontrolled Keywords:Discrete optimizatio, minmax, minmax regret, game against nature
Subjects:H Social Sciences > HB Economic Theory
H Social Sciences > HG Finance
H Social Sciences > HF Commerce
Divisions:Section of external journals > AUCO Czech Economic Review
Journal or Publication Title:AUCO Czech Economic Review
Volume:2
Number:3
Page Range:pp. 237-251
ISSN:1802-4696
Publisher:Charles University
Related URLs:
URLURL Type
http://auco.cuni.czPublisher
http://avi.lib.cas.cz/node/183Publisher
ID Code:4325
Item Type:Article
Deposited On:01 Jun 2009 18:33
Last Modified:01 Jun 2009 16:33

Citation

Kasperski, Adam (2008) Making Robust Decisions in Discrete Optimization Problems as a Game against Nature. AUCO Czech Economic Review, 2 (3). pp. 237-251. ISSN 1802-4696

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