The concept of upper variance under multiple probabilities is defined through a corresponding minimax optimization problem.This study proposes a simple algorithm to solve this optimization problem exactly.Additionally...The concept of upper variance under multiple probabilities is defined through a corresponding minimax optimization problem.This study proposes a simple algorithm to solve this optimization problem exactly.Additionally,we provide a probabilistic representation for a class of quadratic programming problems,demonstrating the practical application of our approach.展开更多
文摘The concept of upper variance under multiple probabilities is defined through a corresponding minimax optimization problem.This study proposes a simple algorithm to solve this optimization problem exactly.Additionally,we provide a probabilistic representation for a class of quadratic programming problems,demonstrating the practical application of our approach.
