نتایج جستجو برای: robust counterpart optimization
تعداد نتایج: 528194 فیلتر نتایج به سال:
the urban waste collection is one of the major municipal activities that involves large expenditures and difficult operational problems. also, waste collection and disposal have high expenses such as investment cost (i.e. vehicles fleet) and high operational cost (i.e. fuel, maintenance). in fact, making slight improvements in this issue lead to a huge saving in municipal consumption. some inci...
control of production processes in an industrial environment needs the correct setting of input factors, so that output products with desirable characteristics will be resulted at minimum cost. moreover, such systems havetomeetset of qualitycharacteristicstosatisfycustomer requirements.identifyingthemosteffectivefactorsindesignoftheprocesswhichsupportcontinuousandcontinualimprovement isrecently...
This entry describes the basic setup of linear robust control and the difficulties typically encountered when designing optimization algorithms to cope with robust stability and performance specifications.
This paper presents an asset liability management model based on robust optimization techniques. The model explicitly takes into consideration the time-varying aspect of investment opportunities. The emphasis of the proposed approach is on computational tractability and practical appeal. Computational studies with real market data study the performance of robust-optimization-based strategies, a...
There are many problems in security and defense that require a robust optimization technique, including those that involve the release of a chemical or biological contaminant. Our problem, in particular, is computing the parameters to be used in modeling atmospheric transport and dispersion given field sensor measurements of contaminant concentration. This paper discusses using a genetic algori...
Copyright: © 2016 INFORMS Abstract. We propose and analyze robust optimization models of an inventory management problem, where cumulative purchase, inventory, and shortage costs over n periods are minimized for correlated nonidentically distributed demand. We assume that the means and covariance matrix of stochastic demand are known; the distributions are not needed. We derive closed-form orde...
Optimization of reservoir parameters is an important issue in petroleum exploration and production. The Ant Colony Optimization(ACO) is a recent approach to solve discrete and continuous optimization problems. In this paper, the Ant Colony Optimization is usedas an intelligent tool to estimate reservoir rock properties. The methodology is illustrated by using a case study on shear wave velocity...
This morphism sends probability calculus into optimal control problems. Therefore almost of the concepts introduced in probability calculus have an optimization counterpart. The purpose of this paper is to make a presentation of known and new results of optimal control with this morphism in mind. The emphasis of this talk is i) on the trajectory point of view by opposition to the cost point of ...
We provide an overview of the main results that we obtained studying uncertain mixed integer linear programs when the uncertainty is represented through the new multiband model [4]. Such model extends and refines the classical one proposed by Bertsimas and Sim [2] and is particularly suitable in the common case of arbitrary non-symmetric distributions of the uncertainty. Our investigations were...
Measures of residual risk are developed as extension of measures of risk. They view a random variable of interest in concert with an auxiliary random vector that helps to manage, predict, and mitigate the risk in the original variable. Residual risk can be exemplified as a quantification of the improved situation faced by a hedging investor compared to that of a single-asset investor, but the n...
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