منابع مشابه
Optimal Uncertainty Quantification
We propose a rigorous framework for uncertainty quantification (UQ) in which the UQ objectives and its assumptions/information set are brought to the forefront. This framework, which we call optimal uncertainty quantification (OUQ), is based on the observation that, given a set of assumptions and information about the problem, there exist optimal bounds on uncertainties: these are obtained as v...
متن کاملConvex Optimal Uncertainty Quantification
Optimal uncertainty quantification (OUQ) is a framework for numerical extreme-case analysis of stochastic systems with imperfect knowledge of the underlying probability distribution. This paper presents sufficient conditions under which an OUQ problem can be reformulated as a finite-dimensional convex optimization problem, for which efficient numerical solutions can be obtained. The sufficient ...
متن کاملForward and Backward Uncertainty Quantification in Optimization
This contribution gathers some of the ingredients presented during the Iranian Operational Research community gathering in Babolsar in 2019.It is a collection of several previous publications on how to set up an uncertainty quantification (UQ) cascade with ingredients of growing computational complexity for both forward and reverse uncertainty propagation.
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We consider the problem of providing optimal uncertainty quantification (UQ) – and hence rigorous certification – for partially-observed functions. We present a UQ framework within which the observations may be small or large in number, and need not carry information about the probability distribution of the system in operation. The UQ objectives are posed as optimization problems, the solution...
متن کاملControl of Airships in the framework of Optimal Uncertainty Quantification
Trajectory tracking control using Optimal Uncertainty Quantification (OUQ) is proposed in this paper. OUQ gives optimal bounds on the probability of failure in tracking a trajectory when information and assumptions about the system are given. As a case study, control of an airship to track a trajectory is considered in the paper. In controlling the system in tracking a mission trajectory, a rig...
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ژورنال
عنوان ژورنال: SIAM Review
سال: 2013
ISSN: 0036-1445,1095-7200
DOI: 10.1137/10080782x