A solution guaranteed for a risk-neutral person to a one-criterion problem: an analog of the vector saddle point

DOI10.20537/2226-3594-2018-52-02MaRDI QIDQ5134232zbMATH OpenOpenAlexWikidataFDO

Authors Mikhaĭl Vladislavovich Boldyrev, Mikhail Mikhaĭlovich Kirichenko, Vladislav I. Zhukovskiĭ

Publication date 16 November 2020

Published in Izvestiya Instituta Matematiki i Informatiki. Udmurt. Gos. Univ. (Search for Journal in Brave)

Full work available at URL http://mathnet.ru/eng/iimi358

zbMATH Keywords

uncertaintystrategyPareto optimumcriterionvector saddle pointSlater optimum

Mathematics Subject Classification ID

Decision theory (91B06)

Recommendations

• The Savage principle and accounting for outcome in single-criterion nonlinear problem under uncertainty
• An approach to formalization of a risk in making decisions in an ACS
• scientific article; zbMATH DE number 3922361
• Existence of an outcome- and risk-guaranteed solution to a multicriteria problem
• A new approach to multicriteria problems under uncertainty

Cites work

• Equilibrating of conflicts under uncertainty. I: Analogue of a saddle-point
• Equilibrating of conflicts under uncertainty. II: Analogue of a maximin
• Existence of Berge equilibrium in conflicts under uncertainty
• The vector-valued maximin

Cited in

(2)

• The Savage principle and accounting for outcome in single-criterion nonlinear problem under uncertainty
• scientific article; zbMATH DE number 5012679 (Why is no real title available?)

This page was built for publication: A solution guaranteed for a risk-neutral person to a one-criterion problem: an analog of the vector saddle point

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5134232)