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SilkPyjamas (talk | contribs) m Adding local short description: "Mathematical optimization theory", overriding Wikidata description "type of optimization" |
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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 | journal = IEEE Transactions on Information Theory | volume = 30 | issue = 2| pages = 328–340 | doi=10.1109/tit.1984.1056876| citeseerx = 10.1.1.132.837 }}</ref><ref>{{cite journal | last1 = Kassam | first1 = S. A. | last2 = Poor | first2 = H. V. | year = 1985 | title = Robust Techniques for Signal Processing: A Survey | journal = Proceedings of the IEEE | volume = 73 | issue = 3| pages = 433–481 | doi=10.1109/proc.1985.13167| hdl = 2142/74118 | s2cid = 30443041 | hdl-access = free }}</ref><ref>M. Danish Nisar. [
The equivalent [[mathematical programming]] (MP) of the classic format above is
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==External links==
* [
* [http://robust.moshe-online.com: Robust Decision-Making Under Severe Uncertainty]
* [https://robustimizer.com/ Robustimizer: Robust optimization software]
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