Minimax problem is a kind of important optimization problems.
极小极大问题是一类重要的非光滑优化问题。
Minimax problem is a sort of non-differentiable optimization problem and the entropy function method provides a efficient approach to solve such kind of problems.
极大极小问题是一类不可微优化问题,熵函数法是求解这类问题的一种有效算法。
In the framework of modern financial theory, the concept and method of minimax design (or worst-case optimization) are proposed for the problem of portfolio choice.
在现代金融理论的基本框架下,提出了证券选择的极大极小设计(即最差情况最优化)的概念与方法。
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