Algorithm to Minimize the Worst-Case Regret Function [Articol]
| dc.contributor.author | Godonoaga, Anatol | en |
| dc.contributor.author | Chumakov, Borys | en |
| dc.date.accessioned | 2025-07-08T08:37:23Z | |
| dc.date.issued | 2024 | |
| dc.description.abstract | 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. | en |
| dc.identifier.citation | GODONOAGA, Anatol and Borys CHUMAKOV. Algorithm to Minimize the Worst-Case Regret Function. In: International Conference dedicated to the 60th anniversary of the foundation of Vladimir Andrunachievici Institute of Mathematics and Computer Science, MSU, October 10-13 2024. Chisinau: [S. n.], 2024, pp. 426-429. ISBN 978-9975-68-515-3. | en |
| dc.identifier.isbn | 978-9975-68-515-3 | |
| dc.identifier.uri | https://msuir.usm.md/handle/123456789/18284 | |
| dc.language.iso | en | |
| dc.subject | uncertainty | en |
| dc.subject | regret function | en |
| dc.subject | optimization | en |
| dc.subject | numerical algorithm | en |
| dc.title | Algorithm to Minimize the Worst-Case Regret Function [Articol] | en |
| dc.type | Article |