Robustness Metrics: Consolidating the Multiple Approaches to Quantify Robustness
نویسندگان
چکیده
منابع مشابه
Multiple Paths to Morphogen Gradient Robustness
Much recent attention has focused on the robustness of morphogen gradients, i.e. the ability of such gradients to resist change in the face of genetic and environmental perturbations. It has been suggested that some of the complex regulatory interactions found in morphogen gradients—feedback control of morphogen responsiveness, countergradients of secreted inhibitors, etc.—exist to enhance robu...
متن کاملRobustness-based portfolio optimization under epistemic uncertainty
In this paper, we propose formulations and algorithms for robust portfolio optimization under both aleatory uncertainty (i.e., natural variability) and epistemic uncertainty (i.e., imprecise probabilistic information) arising from interval data. Epistemic uncertainty is represented using two approaches: (1) moment bounding approach and (2) likelihood-based approach. This paper first proposes a ...
متن کاملEvent-driven and Attribute-driven Robustness
Over five decades have passed since the first wave of robust optimization studies conducted by Soyster and Falk. It is outstanding that real-life applications of robust optimization are still swept aside; there is much more potential for investigating the exact nature of uncertainties to obtain intelligent robust models. For this purpose, in this study, we investigate a more refined description...
متن کاملFast Approaches to Improve the Robustness of a Railway Timetable
The Train Timetabling Problem (TTP) consists in finding a train schedule on a railway network that satisfies some operational constraints and maximizes some profit function which counts for the efficiency of the infrastructure usage. In practical cases, however, the maximization of the objective function is not enough and one calls for a robust solution that is capable of absorbing as much as p...
متن کاملRobustness and bootstrap approaches to SSD portfolio efficiency testing
This paper deals with portfolio efficiency testing with respect to second-order stochastic dominance (SSD) criteria. Unlike the pair-wise tests the portfolio efficiency tests allow for full diversification across the assets. As usual in SSD testing, the returns of assets are modeled by scenarios. We apply a computationally attractive method to test whether a US market portfolio, proxied by CRSP...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Mechanical Design
سال: 2016
ISSN: 1050-0472,1528-9001
DOI: 10.1115/1.4034112