Results 31 to 40 of about 3,492,516 (198)
Robust Portfolio Optimization Using Pseudodistances. [PDF]
PLoS ONE, 2015 The presence of outliers in financial asset returns is a frequently occurring phenomenon which may lead to unreliable mean-variance optimized portfolios.
Aida Toma, Samuela Leoni-Aubin
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Shortfall-Based Wasserstein Distributionally Robust Optimization
Mathematics, 2023 In this paper, we study a distributionally robust optimization (DRO) problem with affine decision rules. In particular, we construct an ambiguity set based on a new family of Wasserstein metrics, shortfall–Wasserstein metrics, which apply normalized ...
Ruoxuan Li, Wenhua Lv, Tiantian Mao
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Hybrid Rocket Engine Design Optimization at Politecnico di Torino: A Review
Aerospace, 2021 Optimization of Hybrid Rocket Engines at Politecnico di Torino began in the 1990s. A comprehensive review of the related research activities carried out in the last three decades is here presented.
Lorenzo Casalino +2 more
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Case Studies in Thermal Engineering, 2020 As they deliver dispatchable renewable energy, biomass power plants are expected to play a key role in the stability of the future electricity grids dominated by intermittent renewables.
J. Blondeau +5 more
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Portfolio Selection by Robust Optimization [PDF]
تحقیقات مالی, 2014 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.
Azin Abrishami, Reza Yousefi Zenouz
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Twenty years of continuous multiobjective optimization in the twenty-first century
EURO Journal on Computational Optimization, 2021 The survey highlights some of the research topics which have attracted attention in the last two decades within the area of mathematical optimization of multiple objective functions.
Gabriele Eichfelder
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Distributionally robust optimization
Acta NumericaDistributionally robust optimization (DRO) studies decision problems under uncertainty where the probability distribution governing the uncertain problem parameters is itself uncertain. A key component of any DRO model is its ambiguity set, that is, a family of probability distributions consistent with any available structural or statistical ...
Daniel Kuhn 0001 +2 more
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Robustness of A-optimal designs
Linear Algebra and its Applications, 2008 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Masaro, Joe, Wong, Chi Song
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Optimal robust expensive optimization is tractable [PDF]
Proceedings of the 11th Annual conference on Genetic and evolutionary computation, 2009 Following a number of recent papers investigating the possibility of optimal comparison-based optimization algorithms for a given distribution of probability on fitness functions, we (i) discuss the comparison-based constraints (ii) choose a setting in which theoretical tight bounds are known (iii) develop a careful implementation using billiard ...
Rolet, Philippe +2 more
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Robust-to-Dynamics Optimization
Mathematics of Operations ResearchA robust-to-dynamics optimization (RDO) problem is an optimization problem specified by two pieces of input: (i) a mathematical program (an objective function [Formula: see text] and a feasible set [Formula: see text]) and (ii) a dynamical system (a map [Formula: see text]).
Amir Ali Ahmadi, Oktay Günlük
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