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How To Deal With Uncertainty In Optimization — Some Recent Attempts

Author

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  • MASAO FUKUSHIMA

    (Department of Applied Mathematics and Physics, Graduate School of Informatics, Kyoto University, Kyoto 606-8501, Japan)

Abstract

In this paper, we give a brief summary of the author's recent attempts conducted in collaboration with a number of co-authors to deal with uncertainty in various optimization problems, including complementarity problem, mathematical program with equilibrium constraints, as well as applications in data mining, mathematical finance, and game theory.

Suggested Citation

  • Masao Fukushima, 2006. "How To Deal With Uncertainty In Optimization — Some Recent Attempts," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 5(04), pages 623-637.
    • Handle: RePEc:wsi:ijitdm:v:05:y:2006:i:04:n:s0219622006002192
    DOI: 10.1142/S0219622006002192
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    References listed on IDEAS

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    1. M. Seetharama Gowda & Jong-Shi Pang, 1992. "On Solution Stability of the Linear Complementarity Problem," Mathematics of Operations Research, INFORMS, vol. 17(1), pages 77-83, February.
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