scholarly journals First Order Convergence Analysis for Sparse Grid Method in Stochastic Two-Stage Linear Optimization Problem

2011 ◽  
Vol 01 (04) ◽  
pp. 294-302
Author(s):  
Shengyuan Chen
Keyword(s):  
Convergence Analysis ◽  
Optimization Problem ◽  
Linear Optimization ◽  
Grid Method ◽  
Sparse Grid ◽  
Order Convergence ◽  
Two Stage ◽  
Linear Optimization Problem ◽  
First Order ◽  
Sparse Grid Method

scholarly journals A Hyperspherical Adaptive Sparse-Grid Method for High-Dimensional Discontinuity Detection

2015 ◽  
Vol 53 (3) ◽  
pp. 1508-1536 ◽  
Author(s):  
G. Zhang ◽  
C. Webster ◽  
M. Gunzburger ◽  
J. Burkardt
Keyword(s):  
Grid Method ◽  
Sparse Grid ◽  
High Dimensional ◽  
Discontinuity Detection ◽  
Sparse Grid Method

scholarly journals Solving Fuzzy Bi-matrix Games Through a Interval Value Function Approach

2018 ◽  
Author(s):  
Kaisheng Liu ◽  
Yumei Xing
Keyword(s):  
Equilibrium Solution ◽  
Optimization Problem ◽  
Value Function ◽  
Linear Optimization ◽  
Function Approach ◽  
Game Model ◽  
Optimal Solutions ◽  
Matrix Games ◽  
Linear Optimization Problem ◽  
Interval Value

This article puts forward the bi-matrix games with crisp parametric payoffs based on interval value function approach. We conclude that the equilibrium solution of the game model can converted into optimal solutions of the pair of the non-linear optimization problem. Finally, experiment results show the efficiency of the model.

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