Convex Analysis and Stochastic Programming Exam Program Material Discussed during the Lessons Complements and Errata
نویسنده
چکیده
1. Exam program 1 2. Lesson 1 (Jan. 20, 2015): Convex functions 2 3. Lesson 2 (Feb. 3, 2015): Convex duality 2 4. Lesson 3 (Feb. 10, 2015): Subgradient of expectations I 2 5. Lesson 4 (Feb. 17, 2015): Subgradient of expectations II 3 6. Lesson 5 (March 3, 2015) 3 7. Lesson 6 (March 17, 2015) 3 8. Lesson 7 (March 24, 2015) 3 9. Lesson 8 (last lesson: March 31, 2015) 3 10. Additional material 3 10.1. Convex analysis and duality 3 10.2. Expectation minimization 5 10.3. Markov decision processe 8 10.4. Dynamic programming 9 References 11
منابع مشابه
Optimality and Duality for an Efficient Solution of Multiobjective Nonlinear Fractional Programming Problem Involving Semilocally Convex Functions
In this paper, the problem under consideration is multiobjective non-linear fractional programming problem involving semilocally convex and related functions. We have discussed the interrelation between the solution sets involving properly efficient solutions of multiobjective fractional programming and corresponding scalar fractional programming problem. Necessary and sufficient optimality...
متن کاملThe Evolution of Long-term Care Programs; Comment on “Financing Long-term Care: Lessons From Japan”
The need for long-term care (LTC) represents a “new social risk,” one that overlaps with and complements systems of care that pre-date such programs, complicating LTC program design. This commentary expands on Ikegami’s discussion of how these structural factors must be accommodated, as well as historical and cultural factors that influence public expectations of such a...
متن کاملResilient operation scheduling of microgrid using stochastic programming considering demand response and electrical vehicles
Resilient operation of microgrid is an important concept in modern power system. Its goal is to anticipate and limit the risks, and provide appropriate and continuous services under changing conditions. There are many factors that cause the operation mode of micogrid changes between island and grid-connected modes. On the other hand, nowadays, electric vehicles (EVs) are desirable energy storag...
متن کاملA reliability-based maintenance technicians’ workloads optimisation model with stochastic consideration
The growing interest in technicians’ workloads research is probably associated with the recent surge in competition. This was prompted by unprecedented technological development that triggers changes in customer tastes and preferences for industrial goods. In a quest for business improvement, this worldwide intense competition in industries has stimulated theories and practical frameworks that ...
متن کاملStochastic Dynamic Programming with Markov Chains for Optimal Sustainable Control of the Forest Sector with Continuous Cover Forestry
We present a stochastic dynamic programming approach with Markov chains for optimal control of the forest sector. The forest is managed via continuous cover forestry and the complete system is sustainable. Forest industry production, logistic solutions and harvest levels are optimized based on the sequentially revealed states of the markets. Adaptive full system optimization is necessary for co...
متن کامل