The Savage principle and accounting for outcome in single-criterion nonlinear problem under uncertainty

DOI10.35634/2226-3594-2022-59-03zbMATH Open1496.90109OpenAlexW4283124042MaRDI QIDQ5040968FDOQ5040968

Authors: L. V. Zhukovskaya, S. P. Samsonov, Lidiya Viktorovna Smirnova, Vladislav I. Zhukovskiĭ 

Publication date: 18 October 2022

Published in: Izvestiya Instituta Matematiki i Informatiki Udmurtskogo Gosudarstvennogo Universiteta (Search for Journal in Brave)

Full work available at URL: http://mathnet.ru/eng/iimi426

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zbMATH Keywords

uncertaintyriskPareto optimalityoutcomeWald principleSavage principle

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47)

Cites Work

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Cited In (2)

• The minimax, the minimin, and the Hurwicz adjustment principle
• A solution guaranteed for a risk-neutral person to a one-criterion problem: an analog of the vector saddle point

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