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Springer Series in Operations Research and Financial Engineering最新文献

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Many Agent Games in Socio-economic Systems: Corruption, Inspection, Coalition Building, Network Growth, Security 社会经济系统中的许多代理博弈:腐败、监察、联盟建设、网络发展、安全
Pub Date : 2019-04-01 DOI: 10.1007/978-3-030-12371-0
V. Kolokoltsov, O. Malafeyev
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引用次数: 28
Multivariate Extreme Value Theory and D-Norms 多元极值理论与d -模
Pub Date : 2019-02-08 DOI: 10.1007/978-3-030-03819-9
M. Falk
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引用次数: 17
Maximum-Entropy Sampling 最大抽样
Pub Date : 2006-09-15 DOI: 10.1002/9780470057339.VAM008
Jon Lee
The goal of maximum entropy sampling is to choose a most informative subset of s random variables from a set of n random variables, subject to side constraints. A typical side constraint might be a budget restriction, where one has a cost for observing each random variable. Other possibilities include logical constraints (e.g. multiple choice or precedence constraints). In many situations, one can assume that the random variables are Gaussian, or that they can be suitably transformed.
最大熵抽样的目标是从n个随机变量的集合中选择最具信息量的s个随机变量子集,受侧约束。典型的侧约束可能是预算限制,其中观察每个随机变量都有成本。其他可能性包括逻辑约束(例如,多项选择或优先约束)。在许多情况下,人们可以假设随机变量是高斯的,或者它们可以适当地变换。
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引用次数: 5
Convex Analysis and Beyond 凸分析及其他
Pub Date : 1900-01-01 DOI: 10.1007/978-3-030-94785-9
B. Mordukhovich, Nguyen Mau Nam
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引用次数: 23
An Optimization Primer 优化入门
Pub Date : 1900-01-01 DOI: 10.1007/978-3-030-76275-9
J. Royset, R. Wets
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引用次数: 4
Fundamentals of Convex Analysis and Optimization 凸分析与优化基础
Pub Date : 1900-01-01 DOI: 10.1007/978-3-031-29551-5
R. Correa, A. Hantoute, M. López
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引用次数: 2
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Springer Series in Operations Research and Financial Engineering
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