Data-Driven Nonparametric Robust Control under Dependence Uncertainty

Optimization under Moment, Robust, and Data-Driven Models of Uncertainty

B.Eng, Software Systems Engineering, Royal Melbourne Institute of Technology (2002) S.M., High Performance Computations for Engineered Systems, Singapore-MIT Alliance, National University of Singapore (2004) Submitted to the Sloan School of Management in partial fulfillment of the requirements for the degree of Doctor of Philosophy in Operations Research at the MASSACHUSETTS INSTITUTE OF TECHNO...

A Data-Driven Method for Robust Water Allocation under Uncertainty

Robust and Data-Driven Optimization: Modern Decision-Making Under Uncertainty

Traditional models of decision-making under uncertainty assume perfect information, i.e., accurate values for the system parameters and specific probability distributions for the random variables. However, such precise knowledge is rarely available in practice, and a strategy based on erroneous inputs might be infeasible or exhibit poor performance when implemented. The purpose of this tutorial...

Data-driven Robust Control Design: Unfalsified Control

Feedback control systems for aerospace applications must maintain precise control despite uncertain operating conditions and unanticipated circumstances such as battle damage. These systems must be designed to perform robustly, despite uncertain design models and difficult to analyze nonlinear effects. They must also be capable of learning and adapting when accumulating data indicates that prev...

Proposing a Robust Model of Interval Data Envelopment Analysis to Performance Measurement under Double Uncertainty Situations

It is very necessary to consider the uncertainty in the data and how to deal with it when performance measurement using data envelopment analysis. Because a little deviation in the data can lead to a significant change in the performance results. However, in the real world and in many cases, the data is uncertain. Interval data envelopment analysis is one of the most widely used approaches to d...