Optimisation of Stochastic Systems and Worst-case Analysis

S Zakovic, B. Rustem and Volker Wieland

No 183, Computing in Economics and Finance 2002 from Society for Computational Economics

Keywords: expected loss; minimax; worst-case (search for similar items in EconPapers)
JEL-codes: C63 E40 (search for similar items in EconPapers)
Date: 2002-07-01
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Persistent link: https://EconPapers.repec.org/RePEc:sce:scecf2:183

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