Essays on Pareto Optimality in Cooperative Games / Yaning Lin, Weihai Zhang |
Autore | Lin, Yaning |
Pubbl/distr/stampa | Singapore, : Springer, 2022 |
Descrizione fisica | xiv, 160 p. : ill. ; 24 cm |
Altri autori (Persone) | Zhang, Weihai |
Soggetto non controllato |
Cooperative game
Cross-coupled generalized algebraic Riccati equations Discrete-time systems Generalized differential/algebraic Riccati equations Linear matrix inequality Pareto game Pareto optimality Pareto-based guaranteed cost control Stochastic differential game Stochastic optimal control theory Stochastic singular systems Uncertain mean-field stochastic systems |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN0278384 |
Lin, Yaning | ||
Singapore, : Springer, 2022 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Essays on Pareto Optimality in Cooperative Games / Yaning Lin, Weihai Zhang |
Autore | Lin, Yaning |
Pubbl/distr/stampa | Singapore, : Springer, 2022 |
Descrizione fisica | xiv, 160 p. : ill. ; 24 cm |
Altri autori (Persone) | Zhang, Weihai |
Soggetto topico |
91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020]
91A12 - Cooperative games [MSC 2020] 91A15 - Stochastic games, stochastic differential games [MSC 2020] 91A23 - Differential games (aspects of game theory) [MSC 2020] 91A50 - Discrete-time games [MSC 2020] |
Soggetto non controllato |
Cooperative game
Cross-coupled generalized algebraic Riccati equations Discrete-time systems Generalized differential/algebraic Riccati equations Linear matrix inequality Pareto game Pareto optimality Pareto-based guaranteed cost control Stochastic differential game Stochastic optimal control theory Stochastic singular systems Uncertain mean-field stochastic systems |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN00278384 |
Lin, Yaning | ||
Singapore, : Springer, 2022 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Robust optimization [[electronic resource] /] / Aharon Ben-Tal, Laurent El Ghaoui, Arkadi Nemirovski |
Autore | Ben-Tal A |
Edizione | [Course Book] |
Pubbl/distr/stampa | Princeton, NJ, : Princeton University Press, c2009 |
Descrizione fisica | 1 online resource (565 p.) |
Disciplina | 519.6 |
Altri autori (Persone) |
El GhaouiLaurent
NemirovskiĭArkadiĭ Semenovich |
Collana | Princeton Series in Applied Mathematics |
Soggetto topico |
Robust optimization
Linear programming |
Soggetto non controllato |
0O
Accuracy and precision Additive model Almost surely Approximation algorithm Approximation Best, worst and average case Bifurcation theory Big O notation Candidate solution Central limit theorem Chaos theory Coefficient Computational complexity theory Constrained optimization Convex hull Convex optimization Convex set Cumulative distribution function Curse of dimensionality Decision problem Decision rule Degeneracy (mathematics) Diagram (category theory) Duality (optimization) Dynamic programming Exponential function Feasible region Floor and ceiling functions For All Practical Purposes Free product Ideal solution Identity matrix Inequality (mathematics) Infimum and supremum Integer programming Law of large numbers Likelihood-ratio test Linear dynamical system Linear inequality Linear map Linear matrix inequality Linear programming Linear regression Loss function Margin classifier Markov chain Markov decision process Mathematical optimization Max-plus algebra Maxima and minima Multivariate normal distribution NP-hardness Norm (mathematics) Normal distribution Optimal control Optimization problem Orientability P versus NP problem Pairwise Parameter Parametric family Probability distribution Probability Proportionality (mathematics) Quantity Random variable Relative interior Robust control Robust decision-making Robust optimization Semi-infinite Sensitivity analysis Simple set Singular value Skew-symmetric matrix Slack variable Special case Spherical model Spline (mathematics) State variable Stochastic calculus Stochastic control Stochastic optimization Stochastic programming Stochastic Strong duality Support vector machine Theorem Time complexity Uncertainty Uniform distribution (discrete) Unimodality Upper and lower bounds Variable (mathematics) Virtual displacement Weak duality Wiener filter With high probability Without loss of generality |
ISBN |
1-282-25928-8
9786612259289 1-4008-3105-9 |
Classificazione | SK 870 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Frontmatter -- Contents -- Preface -- Part I. Robust Linear Optimization -- Chapter One. Uncertain Linear Optimization Problems and their Robust Counterparts -- Chapter Two. Robust Counterpart Approximations of Scalar Chance Constraints -- Chapter Three. Globalized Robust Counterparts of Uncertain LO Problems -- Chapter Four. More on Safe Tractable Approximations of Scalar Chance Constraints -- Part II. Robust Conic Optimization -- Chapter Five. Uncertain Conic Optimization: The Concepts -- Chapter Six. Uncertain Conic Quadratic Problems with Tractable RCs -- Chapter Seven. Approximating RCs of Uncertain Conic Quadratic Problems -- Chapter Eight. Uncertain Semidefinite Problems with Tractable RCs -- Chapter Nine. Approximating RCs of Uncertain Semidefinite Problems -- Chapter Ten. Approximating Chance Constrained CQIs and LMIs -- Chapter Eleven. Globalized Robust Counterparts of Uncertain Conic Problems -- Chapter Twelve. Robust Classi¯cation and Estimation -- Part III. Robust Multi-Stage Optimization -- Chapter Thirteen. Robust Markov Decision Processes -- Chapter Fourteen. Robust Adjustable Multistage Optimization -- Part IV. Selected Applications -- Chapter Fifteen. Selected Applications -- Appendix A: Notation and Prerequisites -- Appendix B: Some Auxiliary Proofs -- Appendix C: Solutions to Selected Exercises -- Bibliography -- Index |
Record Nr. | UNINA-9910778219003321 |
Ben-Tal A | ||
Princeton, NJ, : Princeton University Press, c2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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