Results 61 to 70 of about 86,877,734 (157)
On Noncooperative Games, Minimax Theorems and Equilibrium Problems [PDF]
In this chapter we give an overview on the theory of noncooperative games. In the first part we consider in detail for zero-sum (and constant-sum) noncooperative games under which necessary and sufficient conditions on the payoff function and different ...
Kassay, G., Frenk, J.B.G.
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Worst-case estimation for econometric models with unobservable components. [PDF]
A worst-case estimator for econometric models containing unobservable components, based on minimax principles for optimal selection of parameters, is proposed. Worst-case estimators are robust against the averse effects of unobservables.
Esteban Bravo, Mercedes +1 more
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Optimality conditions for minimax optimal control problems
, 2019 Neste trabalho consideramos problemas de controle minimax em que as funções envolvidas dependem de parâmetros desconhecidos. Essa dependências aparece tanto na dinâmica, quanto na função custo, e minimizamos com respeito aos controles a maximização da ...
Aquino, Paola Geovanna Patzi [UNESP]
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Equivalent Results in Minimax Theory [PDF]
In this paper we review known minimax results with applications ingame theory and show that these results are easy consequences of thefirst minimax result for a two person zero sum game with finite strategysets published by von Neumann in 1928: Among ...
Kassay, G., Kolumban, J., Frenk, J.B.G.
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A derivative-free algorithm for linearly constrained finite minimax problems
, 2006 In this paper we propose a new derivative-free algorithm for linearly constrained finite minimax problems. Due to the nonsmoothness of this class of problems, standard derivativefree algorithms can locate only points which satisfy weak necessary ...
LUCIDI, Stefano +2 more
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On Nonsmooth Semi-Infinite Minimax Programming Problem with (Φ, )-Invexity [PDF]
, 2020 We are interested in a nonsmooth minimax programming Problem (SIP). Firstly, we establish the necessary optimality conditions theorems for Problem (SIP) when using the well-known Caratheodory's theorem. Under the Lipschitz (Φ, )-invexity assumptions,
X L Liu, C Q Xu, G M Lai, D H Yuan
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On rate optimality for ill-posed inverse problems in econometrics [PDF]
In this paper, we clarify the relations between the existing sets of regularity conditions for convergence rates of nonparametric indirect regression (NPIR) and nonparametric instrumental variables (NPIV) regression models.
Xiaohong Chen, Markus Reiss
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Necessary optimality conditions for average cost minimization problems
, 2019 International audienceControl systems involving unknown parameters appear a natural framework for applications in which the model design has to take into account various uncertainties.
Bettiol, Piernicola, Khalil, Nathalie
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Adversarial meta-learning of Gamma-minimax estimators that leverage prior knowledge. [PDF]
Electron J Stat, 2023 Qiu H, Luedtke A.
europepmc +1 more source
Optimizing Measures of Risk: A Simplex-like Algorithm [PDF]
The minimization of general risk or dispersion measures is becoming more and more important in Portfolio Choice Theory. There are two major reasons. Firstly, the lack of symmetry in the returns of many assets provokes that the classical optimization of ...
Silvia Mayoral +2 more
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