نتایج جستجو برای: robust counterpart optimization

تعداد نتایج: 528194  

2003
Eric C. Kerrigan Jan M. Maciejowski

This paper is concerned with the application and analysis of a recent result in the literature on robust optimization to the control of linear discrete-time systems, which are subject to unknown state disturbances and mixed constraints on the state and input. By parameterizing the control input sequence as an affine function of the disturbance sequence, it can be shown that a certain class of r...

Journal: :SIAM Journal of Applied Mathematics 2006
H. T. Banks Kazufumi Ito Grace M. Kepler J. A. Toivanen

Utilization of controllable ferroelectric and ferromagnetic layers coating a conducting object to provide an attenuation capability against electromagnetic interrogation is discussed. The problem is formulated as a differential game and/or a robust optimization. The scattered field due to interrogation can be attenuated with the assumption of an uncertainty in the interrogation wave numbers. Th...

Journal: :SIAM Review 2016
Krzysztof Postek Dick den Hertog Bertrand Melenberg

In optimization problems appearing in fields such as economics, finance, or engineering, it is often important that a risk measure of a decision-dependent random variable stays below a prescribed level. At the same time, the underlying probability distribution determining the risk measure’s value is typically known only up to a certain degree and the constraint should hold for a reasonably wide...

Journal: :CoRR 2016
Zhigang Li Feng Qiu Jianhui Wang

—The do-not-exceed (DNE) limit method was proposed to accommodate more variable renewable generation (VRG) securely. However, the lack of involving discrete recourse control precludes this method from gaining more flexibility for better VRG integration. This letter formulates a multi-period DNE limit model considering continuous and discrete recourse controls. This model belongs to two-stage ro...

Journal: :Computers & OR 2005
Kin Keung Lai Wan-Lung Ng

Owning to similar business nature, it should be possible to directly migrate successful airline revenue management techniques to the hotel domain. However, one of the salient di0erences between airlines and hotels is rarely highlighted—the network structure of length of stay or the displacement e0ect. The hotel patrons go from a 4rst stay-over night to a last stay-over night in consecutive nigh...

Journal: :JNW 2011
Lei You Chungui Liu

Due to content-enriched sensing information and flexibility, Wireless Multimedia Sensor Network (WMSN) has a lot of potential applications. Low channel capacity, limited resource, correlation between sensing sources and uncertain factors make the design and optimization of WMSN challenging. In a densely deployed WMSN, there generally exist correlation and redundancy in the multimedia informatio...

Journal: :Mathematical Programming 2017

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