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zbMath1363.49033MaRDI QIDQ2823993

Yu Gu, Yong-Hong Ren, Di Zhao, Hui Chi

Publication date: 6 October 2016

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

likelihood ratio change-of-measure technique Hellinger-distance divergence function minimax robust optimization

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Minimax problems in mathematical programming (90C47) Duality theory (optimization) (49N15) Optimality conditions for minimax problems (49K35)

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