i**M
发帖数: 108 | 1 【 以下文字转载自 Mathematics 讨论区 】
发信人: iFEM (莫扎特的音符), 信区: Mathematics
标 题: optimization question
发信站: BBS 未名空间站 (Wed May 25 16:52:30 2011, 美东)
Suppose c(p) is a monotonically dreasing function as shown in the picture. c
is the cost and p is the risk. As p increases, the risk is increasing but
the cost is decreasing. The question is how to minimize the cost and keep
the risk not too high? Thanks! |
l******n
发帖数: 9344 | 2 没看明白.
p最大那c不就最小了？这个risk很奇怪
c
【在 i**M 的大作中提到】
: 【 以下文字转载自 Mathematics 讨论区 】
: 发信人: iFEM (莫扎特的音符), 信区: Mathematics
: 标 题: optimization question
: 发信站: BBS 未名空间站 (Wed May 25 16:52:30 2011, 美东)
: Suppose c(p) is a monotonically dreasing function as shown in the picture. c
: is the cost and p is the risk. As p increases, the risk is increasing but
: the cost is decreasing. The question is how to minimize the cost and keep
: the risk not too high? Thanks!
|
z****g
发帖数: 1978 | 3 你又没给target function，谈何optimization |
i**M
发帖数: 108 | 4 You are right. The cost will decrease if the risk inreases. That's the
problem. How to balance the cost and the risk. |
a****e
发帖数: 688 | 5 You need to get the utility function to balance between cost and risk. |
l*****i
发帖数: 3929 | 6 Exactly. It all depends on how you define the overall utility.
【在 a****e 的大作中提到】
: You need to get the utility function to balance between cost and risk.
|
i**M
发帖数: 108 | 7 For this problem, could you plz show me how to construct a utility?
【在 l*****i 的大作中提到】
: Exactly. It all depends on how you define the overall utility.
|
l*****i
发帖数: 3929 | 8 A simple example would be c*p. But it's your model and you should know.
【在 i**M 的大作中提到】
: For this problem, could you plz show me how to construct a utility?
|
i**M
发帖数: 108 | 9
Thanks
【在 l*****i 的大作中提到】
: A simple example would be c*p. But it's your model and you should know.
|
