网络最小的最大后悔值法 网络释义 1. 最小的最大后悔值法 《管理科学运用SPREADSHE... ... 9.3.6最小的最大后悔值法(minimax regret approach) 9.3.7 拉普拉斯决策法( Laplace cri… www.q766.com|基于2个网页
Thus, the proposed minimax regret approach is an attractive method that can be used to overcome the over-conservatism of the traditional robust optimal solution. The remainder of the paper is organized as follows. In Section 2, we briefly review the literature on robust optimization and robust ...
minimax regretproduction decisionsuncertaintyWe propose a minimax regret approach to optimal factor demand under uncertainty. Regret is the deviation of any given decision from the optimal decision based on a specified set of possible scenarios for the uncertain variables. This approach does not require...
A key question is how to assess the parameters of such models to best fit decision maker’s behaviors or preferences. In this work, adopting a principled decision-theoretic approach, we consider the optimization problem induced by adaptive elicitation using the minimax regret criterion....
The paper presents an approach based on minimax risk (regret) criterion of Savage to solution of the control problem for the system under dynamic disturbances. For comparison of the strategies arising in the approach with the optimal feedback control (in sense of differential games theory) the sy...
Moreover, the minimax regret thresholds differ substantially from those usually recommended for wavelets. In a simulated data example we illustrate the behaviour of the proposed methods. 展开 关键词: Hard and soft thresholding Minimax regret decision theory Nonlinear estimation Nonparametric regression ...
The use of p-set function and minimax approach is offered forinspection program de- velopmet on a basis of lifetime approval testresult processing. In this... YM Pramonov,AY Paramonova - 《International Journal of Reliability Quality & Safety Engineering》 被引量: 12发表: 2000年 INSPECTION ...
In this paper, an optimal bidding strategy is obtained based on the minimax regret criterion. The salient feature of the new approach is that it requires only partial information of wind power distribution, for example, the expectation and the support set. Numerical test is then performed and ...
minimax provides fast, JAX-based implementations of key UED baselines, which are based on the concept of minimax regret. By making use of fully-tensorized environment implementations, minimax baselines are fully-jittable and thus take full advantage of the hardware acceleration offered by JAX. In ...
In this paper, an optimal bidding strategy is obtained based on the minimax regret criterion. The salient feature of the new approach is that it requires only partial information of wind power distribution, for example, the expectation and the support set. Numerical test is then performed and ...