On Equivalence of Linear Problems of Efficiency and Risk Control under Uncertainty

被引：0

作者：

Gorelik, Victor ^{[1
]}

Zolotova, Tatiana ^{[2
]}

Prokhorova, Maria ^{[3
]}

机构：

[1] Moscow State Pedag Univ, Dept Comp Sci & Discrete Math, Dept Simulat Syst & Operat Res, Dorodnicyn Comp Ctr,FRC CSC RAS, Moscow, Russia

[2] Financial Univ Govt Russian Federat, Dept Data Anal Decis Making & Financial Technol, Moscow, Russia

[3] ZAO Consultant Plus New Technol, Dept Informat Technol, Moscow, Russia

来源：

2017 TENTH INTERNATIONAL CONFERENCE MANAGEMENT OF LARGE-SCALE SYSTEM DEVELOPMENT (MLSD) | 2017年

关键词：

convolution of criteria; efficiency; risk function;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Linear two-criteria problems of efficiency and risk control are considered. The minimax risk function and the risk function in the polyhedral 1-metric as risk assessment are used. Two-criteria problems are formalized in the form of the sum type convolution of the efficiency and risk criteria and of the ratio type convolution. It is shown that the solutions of the corresponding linear decision-making problems coincide. The relations are found in the explicit form between the parameters of all problems for which they are equivalent.

引用

页数：5

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