Browsing by Author "Chumakov, Borys"

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    Algorithm to Minimize the Worst-Case Regret Function [Articol]
    (2024) Godonoaga, Anatol; Chumakov, Borys
    This paper examines mathematical model of decision-making under conditions of uncertainty, when Savage’s regret function is used as the objective function. Numerical algorithm for solving the corresponding problems are proposed, based on the implementation of parallel minimization of indicators for each state of nature and the indicator of greatest regret. The algorithms are developed based on the generalized gradient projection method.