نتایج جستجو برای: robust counterpart optimization

تعداد نتایج: 528194  

Kamran Shahanaghi Meysam Fereiduni

Natural disasters, such as earthquakes, affect thousands of people and can cause enormous financial loss. Therefore, an efficient response immediately following a natural disaster is vital to minimize the aforementioned negative effects. This research paper presents a network design model for humanitarian logistics which will assist in location and allocation decisions for multiple disaster per...

Journal: :EURASIP J. Wireless Comm. and Networking 2014
Peng Liu Jiandong Li Hongyan Li Kan Wang

This paper focuses on a robust distributed power allocation scheme for downlink two-tier heterogeneous networks (HetNets). The objective is to maximize the network aggregate utility of femtocell users (FUEs) which factors the fairness between users under the constraint of not causing serious interference to existing macrocell users (MUEs). Being impractical for different nodes to cooperate in H...

Journal: :Operations Research 2014
Alberto Caprara Laura Galli Sebastian Stiller Paolo Toth

Robust optimisation is a well established concept to deal with uncertainty. In particular, recovery-robust models are suitable for real-world contexts, where a certain amount of recovery – although limited – is often available. In this paper we describe a general framework to optimise event-based problems against delay propagation. We also present a real-world application to train platforming i...

Journal: :SIAM Review 2011
Dimitris Bertsimas David B. Brown Constantine Caramanis

In this paper we survey the primary research, both theoretical and applied, in the field of Robust Optimization (RO). Our focus will be on the computational attractiveness of RO approaches, as well as the modeling power and broad applicability of the methodology. In addition to surveying the most prominent theoretical results of RO over the past decade, we will also present some recent results ...

Journal: :مدیریت زنجیره تأمین 0
محبوبه کبیری زمانی مهدی بیجاری

optimization models have been used to support decision making in production planning for a long time. however, several of those models are deterministic and do not address the variability that is present in some of the data. robust optimization is a methodology which can deal with the uncertainty or variability in optimization problems by computing a solution which is feasible for all possible ...

Journal: :تحقیقات مالی 0
آذین ابریشمی کارشناس‎ارشد مدیریت بازرگانی، گرایش مالی، دانشگاه آزاد اسلامی واحد قزوین، قزوین، ایران رضا یوسفی زنوز استادیار گروه مدیریت، دانشکدۀ مدیریت دانشگاه خوارزمی، تهران، ایران

this paper discusses the portfolio selection based on robust optimization. since the parameters values of the portfolio optimization problem such as price of the stock, dividends, returns, etc. of per share are unknown, variable and their distributions are uncertain because of the market and price volatility, therefore, there is a need for the development and application of methodologies for de...

2011
Miroslav Dudík John Langford Lihong Li

We study decision making in environments where the reward is only partially observed, but can be modeled as a function of an action and an observed context. This setting, known as contextual bandits, encompasses a wide variety of applications including health-care policy and Internet advertising. A central task is evaluation of a new policy given historic data consisting of contexts, actions an...

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...

Journal: :journal of industrial engineering, international 2009
r noorossana m kamali ardakani

in a robust parameter design (rpd) problem, the experimenter is interested to determine the values of con-trol factors such that responses will be robust or insensitive to variability of the noise factors. response sur-face methodology (rsm) is one of the effective methods that can be employed for this purpose. since quality of products or processes is usually evaluated through several quality ...

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