Randomized min-max optimization: The exact risk of multiple cost levels.

Algo Carè Simone Garatti Marco C. Campi

Published in: CDC/ECC (2011)

Keyphrases

min max
max min
multiobjective optimization
decision making
neural network
optimization model
levels of abstraction
portfolio optimization
optimization methods
risk assessment
risk factors
mathematical programming
high cost
global optimization
optimal policy
cost savings
optimization problems
query processing