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Magioladitis (talk | contribs) m →History: Improved article to match Manual of Style, References after punctuation per WP:CITEFOOT and WP:PAIC using AWB (12151) |
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: <math>\max_{x\in X}\min_{u\in U(x)} f(x,u)</math>
where the <math>\max</math> represents the decision maker, the <math>\min</math> represents Nature, namely [[uncertainty]], <math>X</math> represents the decision space and <math>U(x)</math> denotes the set of possible values of <math>u</math> associated with decision <math>x</math>. This is the ''classic'' format of the generic model, and is often referred to as ''minimax'' or ''maximin'' optimization problem. The non-probabilistic ('''deterministic''') model has been and is being extensively used for robust optimization especially in the field of signal processing.<ref>{{cite journal | last1 = Verdu | first1 = S. | last2 = Poor | first2 = H. V. | year = 1984 | title = On Minimax Robustness: A general approach and applications | url = | journal = IEEE Transactions on Information Theory | volume = 30 | issue = | pages = 328–340 | doi=10.1109/tit.1984.1056876}}</ref><ref>{{cite journal | last1 = Kassam | first1 = S. A. | last2 = Poor | first2 = H. V. | year = 1985 | title = Robust Techniques for Signal Processing: A Survey | url = | journal = Proceedings of the IEEE | volume = 73 | issue = | pages = 433–481 | doi=10.1109/proc.1985.13167}}</ref><ref>M. Danish Nisar. [http://www.shaker.eu/shop/978-3-8440-0332-1 "Minimax Robustness in Signal Processing for Communications"], Shaker Verlag, {{ISBN
The equivalent [[mathematical programming]] (MP) of the classic format above is
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