The Savage principle and accounting for outcome in single-criterion nonlinear problem under uncertainty

DOI10.35634/2226-3594-2022-59-03zbMath1496.90109OpenAlexW4283124042MaRDI QIDQ5040968

S. P. Samsonov, L. V. Zhukovskaya, Lydia V. Smirnova, Vladislav Zhukovskiy

Publication date: 18 October 2022

Published in: Izvestiya Instituta Matematiki i Informatiki Udmurtskogo Gosudarstvennogo Universiteta (Search for Journal in Brave)

Full work available at URL: http://mathnet.ru/eng/iimi426

zbMATH Keywords

uncertaintyPareto optimalityriskoutcomeWald principleSavage principle

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47)

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