A statistical minimax approach to optimizing linear models under a priori uncertainty conditions

DOI10.1134/S1064230710050059zbMath1269.49037OpenAlexW2015396380MaRDI QIDQ357146

E. Yu. Ignashchenko, K. V. Semenikhin, Alexei R. Pankov

Publication date: 30 July 2013

Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064230710050059

zbMATH Keywords

optimizationquadratic programminglinear modelsconfidence regionsuncertainty setstatistical minimax method

Mathematics Subject Classification ID

Quadratic programming (90C20) Numerical methods based on nonlinear programming (49M37) Optimality conditions for minimax problems (49K35) Optimality conditions for problems involving randomness (49K45)

Related Items (1)

Universal controllers in model matching optimal control problems for unknown external signals

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