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

Аннотация: 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.

Ключевые слова: strategy, uncertainty, criterion, Slater optimum, vector saddle point.

УДК: 517.958

MSC: Primary 93C15; Secondary 49N30, 49N35

Язык публикации: английский

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