نتایج جستجو برای: using a robust optimization approach

تعداد نتایج: 14269970  

Journal: :علوم و فناوری فضایی 0
a. jafarsalehi m. mirshams r. emami

this paper focuses upon the development of an efficient method for conceptual design optimization of a satellite. there are many option for a satellite subsystems that could be choice, as acceptable solution to implement of a space system mission. every option should be assessment based on the different criteria such as cost, mass, reliability and technology contraint (complexity). in this rese...

Journal: :international journal of automotive engineering 0
reza pour bahrami joo jamali nariman-zadeh

robust control design of vehicles addresses the effect of uncertainties on the vehicle’s performance. in present study, the robust optimal multi-objective controller design on a non-linear full vehicle dynamic model with 8-degrees of freedom having parameter with probabilistic uncertainty considering two simultaneous conflicting objective functions has been made to prevent the rollover. the obj...

Journal: :Journal of Optimization Theory and Applications 2022

We propose a distributionally robust optimization formulation with Wasserstein-based uncertainty set for selecting grouped variables under perturbations on the data both linear regression and classification problems. The resulting model offers robustness explanations least absolute shrinkage selection operator algorithms highlights connection between regularization. prove probabilistic bounds o...

Journal: :Journal of Optimization Theory and Applications 2017

Journal: :European Journal of Operational Research 2008

Journal: :تحقیقات مالی 0
سعید فلاح پور استادیار، گروه مالی و بیمه، دانشکدة مدیریت، دانشگاه تهران، تهران، ایران فرید تندنویس دانشجوی کارشناسی ارشد مهندسی مالی، دانشکدة مدیریت، دانشگاه تهران، تهران، ایران

index tracking is the process of developing a portfolio that reproduces the performance of an index. the tracker portfolio has relatively good diversity and low turnover and low transaction costs. in this paper we applied a binary programming model for index tracking problem. in this model the number of assets for portfolio construction is defined by portfolio manager. the robust optimization f...

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