Scenario Min-Max Optimization and the Risk of Empirical Costs.

Algo Carè Simone Garatti Marco C. Campi

Published in: SIAM J. Optim. (2015)

Keyphrases

min max
max min
multiobjective optimization
optimization problems
global optimization
risk management
optimization algorithm
information theoretic
optimization method
optimization process
machine learning
real world
total cost
theoretical analysis
evolutionary algorithm
high risk
risk analysis