indifference pricingutility maximizationbackward stochastic differential equationIn this paper, we study the valuation of variable annuities for an insurer. We concentrate on two types of these contracts, namely guaranteed minimum death benefits and guaranteed minimum living benefits that allow the insured ...
Min-max optimization在对抗攻击中多考虑如下三个问题 (三个变体): Problem 1: Ensemble Attack over Multiple Models Problem 2: Universal Perturbation over Multiple Examples Problem 3: Adversarial Attack over Data Transformations 利用Min-max attack generation和learnable domain weights ( w )的好处有 与人为...
Can we use Deb's NSGA in MATLAB for a Min-Max Optimization problem?Any references available..? 댓글 수: 0 댓글을 달려면 로그인하십시오. 이 질문에 답변하려면 로그인하십시오.답...
Let a social decision problem \((N,{\mathcal {X}},V)\) be given. If the parametric optimization problem (2) admits a continuous solution map \(\xi \,{:}\;\varDelta _N\rightarrow {\mathcal {X}}\), then the problem \((N,{\mathcal {X}},V)\) is simplicial, with Pareto ...
目前所有主流的 Generative Adversarial Network (GAN) 都是使用的Adam算法来进行优化,如果有同学尝试过使用SGDA (Stochastic Gradient Descent-Ascent) 一定会发现,训练效果比较差,大多数情况下我们的网络只能生成出一些 noise,那么为什么在 minimization problem中,这两个优化器效果相差不大,但是在min-max optimization (...
In this study, we consider a continuous min--max optimization problem minx∈Xmaxy∈Yf(x,y) whose objective function is a black-box. We propose a novel approach to minimize the worst-case objective function F(x)=maxyf(x,y) directly using a covariance matrix adaptation evolution strategy (...
The definition of an instance of a combinatorial optimization problem requires to specify parameters, in particular coefficients of the objective function, which may be uncertain or imprecise. Uncertainty/imprecision can be structured through the concept of scenario which corresponds to an assignment of ...
Complexity and Approximation in Reoptimization In this chapter the following model is considered: We assume that an instanceIof a computationally hard optimization problem has been solved and that we kn... G Ausiello,V Bonifaci,B Escoffier 被引量: 75发表: 2011年 Approximation complexity of min-...
In the second part, we turn our attention to online learning algorithms that are based on an offline optimization oracle that, given a set of multiple instances of the problem, is able to compute the optimum static solution that performs best on the set of instances overall. We show that ...
International Conference on Mathematical Optimization Theory and Operations Research 1094 Accesses Abstract In this paper, we consider two types of problems that have some similarity in their structure, namely, min-min problems and min-max saddle-point problems. Our approach is based on considering the...