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Global optimization in problems with uncertainties: the gamma algorithm

โœ Scribed by E.A. Galperin

Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
725 KB
Volume
44
Category
Article
ISSN
0898-1221

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โœฆ Synopsis

Problems with uncertainties can be viewed and formalized making use of multifunctions or general set-valued functions. A new concept of global optimality is proposed which allows us to solve global optimization problems with uncertainties, in natural setting without imposing artificial

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a b s t r a c t Problems with uncertainties are ubiquitous in many areas of life and the economy. Due to a lack of information as regards the economy and in finance, problems with uncertainties (stock prices, marketing problems, inflation, unemployment) are usually formulated by giving bounds on max