Minimax adjustment technique and fuzzy information

被引：5
|
作者：
Arnold, BF [1 ]
Stahlecker, P [1 ]
机构：
[1] Univ Hamburg, Inst Stat & Okonometrie, D-20146 Hamburg, Germany
来源：
LINEAR ALGEBRA AND ITS APPLICATIONS | 1999年 / 289卷 / 1-3期
关键词：
ellipsoidal constraint; fuzzy information; minimax adjustment technique; portfolio selection; principal-agent problem; projection estimator; projection method; quadratic loss;
D O I：
10.1016/S0024-3795(97)10005-2
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper the minimax adjustment technique is generalized to fuzzy information sets. Using a quadratic loss function and specific ellipsoidal constraints the case of fuzzy information can be reduced to the case of crisp information. Here, the minimax adjustment technique is equivalent to a projection method; furthermore, a characterization of the solution is given being not far away from an explicit representation, Applications to statistics and to economics are presented. (C) 1999 Published by Elsevier Science Inc. All rights reserved.
引用
收藏
页码：25 / 39
页数：15
相关论文
共 50 条
  • [21] Minimax technique in SAW filter optimization
    Bausk, EV
    Odarenko, OI
    PROCEEDINGS OF THE 2001 IEEE INTERNATIONAL FREQUENCY CONTROL SYMPOSIUM & PDA EXHIBITION, 2001, : 647 - 651
  • [22] A new fuzzy information optimization processing technique for monitoring the transformer
    Mei, DH
    EIGHTH INTERNATIONAL CONFERENCE ON DIELECTRIC MATERIALS, MEASUREMENTS AND APPLICATIONS, 2000, (473): : 192 - 195
  • [23] Extracting fuzzy if-then rules by using the information matrix technique
    Huang, CF
    Moraga, C
    JOURNAL OF COMPUTER AND SYSTEM SCIENCES, 2005, 70 (01) : 26 - 52
  • [24] A reliability analysis technique for complex systems with retaining fuzzy information
    Zeng, Yining
    Sun, Youchao
    QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL, 2023, 39 (07) : 2819 - 2836
  • [25] Fuzzy programming models for minimax location problem
    Liao, Yuping
    Zhou, Jian
    PROCEEDINGS OF THE FIRST INTERNATIONAL CONFERENCE ON INFORMATION AND MANAGEMENT SCIENCES, 2002, 1 : 540 - 545
  • [26] A fuzzy minimax clustering model and its applications
    Li, Xiang
    Wong, Hau-San
    Wu, Si
    INFORMATION SCIENCES, 2012, 186 (01) : 114 - 125
  • [27] MINIMAX CONTROL PROBLEM WITH A PRIORI INFORMATION
    PROPOI, AI
    AUTOMATION AND REMOTE CONTROL, 1969, (07) : 1082 - &
  • [28] MINIMAX PURSUIT PROBLEM WITH LAG IN INFORMATION
    SHISHMAK.VS
    ENGINEERING CYBERNETICS, 1973, 11 (03): : 395 - 398
  • [29] MINIMAX APPROACH FOR INFORMATION PROCESSING PROBLEM
    ALEKSAND.VM
    ENGINEERING CYBERNETICS, 1966, (05): : 120 - &
  • [30] A problem of minimax estimation with directional information
    Ferguson, TS
    STATISTICS & PROBABILITY LETTERS, 1996, 26 (03) : 205 - 211
12345