Taurida Journal of Computer Science Theory and Mathematics
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Taurida Journal of Computer Science Theory and Mathematics, 2019, Issue 1, Pages 7–23 (Mi tvim57)  
Guaranteed risks and payoffs in a one-criterion problem

V. I. Zhukovskii, M. V. Boldyrev

Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
Full-text PDF (636 kB)
Abstract: The concept of a weakly guaranteed simultaneously under payoffs and risks solution of a one-criterion problem under uncertainty (OCPU) is proposed. Formalization is based on the concept of a vector saddle point from the theory of multicriteria problems with uncertainty.
Keywords: strategy, uncertainty, criterion, Slater optimum, vector saddle point.
Bibliographic databases:
Document Type: Article
UDC: 517.958
MSC: Primary 93C15; Secondary 49N30, 49N35
Language: English
Citation: V. I. Zhukovskii, M. V. Boldyrev, “Guaranteed risks and payoffs in a one-criterion problem”, Taurida Journal of Computer Science Theory and Mathematics, 2019, no. 1, 7–23
Citation in format AMSBIB
\Bibitem{ZhuBol19}
\by V.~I.~Zhukovskii, M.~V.~Boldyrev
\paper Guaranteed risks and payoffs in a one-criterion problem
\jour Taurida Journal of Computer Science Theory and Mathematics
\yr 2019
\issue 1
\pages 7--23
\mathnet{http://mi.mathnet.ru/tvim57}
\elib{https://elibrary.ru/item.asp?id=38564512}
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