Results 221 to 230 of about 12,457 (262)

Robust Stochastic Approximation Approach to Stochastic Programming

SIAM Journal on Optimization, 2009
In this paper we consider optimization problems where the objective function is given in a form of the expectation. A basic difficulty of solving such stochastic optimization problems is that the involved multidimensional integrals (expectations) cannot be computed with high accuracy.
Arkadi Nemirovski, Anatoli B. Juditsky, Guanghui Lan, Alexander Shapiro 0001   +3 more
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Robustness in stochastic programs with risk constraints

Annals of Operations Research, 2011
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jitka Dupacová, Milos Kopa
openaire   +1 more source

Improving the Robustness of Reservoir Operations with Stochastic Dynamic Programming

Journal of Water Resources Planning and Management, 2021
AbstractReservoir operations should consider both adaptiveness and robustness to deal with two of the main characteristics of climate change: nonstationarity and deep uncertainty.
Gi Joo Kim, Young-Oh Kim, Patrick M. Reed   +2 more
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Distributionally Robust Stochastic Programming

SIAM Journal on Optimization, 2017
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Robustness and Model Adaptivity in Stochastic Programming

2022
In the thesis, we study the problems regarding robustness and model adaptivity with stochastic optimization. First, we formally address two robust concerns. 1. Finite sample cannot well represents the entire population. 2. Data modeling assumptions can be wrong (misspecified).
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Designing robust emergency medical service via stochastic programming

European Journal of Operational Research, 2004
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
P. BERALDI, BRUNI, Maria Elena, CONFORTI, Domenico   +2 more
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ROBUST TOLERANCE ALLOCATION USING STOCHASTIC PROGRAMMING

Engineering Optimization, 1998
Abstract Tolerance allocation in manufacturing is a prominent industrial task for enhancing productivity and reducing manufacturing costs. The classical tolerance allocation problem can be formulated as a stochastic program to determine the assignment of component tolerances such that the manufacturing cost is minimized.
CHANG-CHUNG LI, CHIANG KAO, SHIH-PIN CHEN   +2 more
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Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches

Computational Optimization and Applications, 2021
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Shen Peng, Jie Jiang 0003
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Stochastic Programming and Robust Optimization

1997
Earlier chapters dealt with problems arising from data uncertainty by examining the sensitivity of the model’s recommendations with respect to changes in the data. This chapter presents prescriptive approaches to problems of sensitivity analysis and parametric programming.
Hercules Vladimirou, Stavros A. Zenios
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Robust adaptive dynamic programming for continuous-time linear stochastic systems

2014 IEEE International Symposium on Intelligent Control (ISIC), 2014
In this paper, a robust optimal control problem is investigated for continuous-time linear stochastic systems with dynamic uncertainties. A non-model based stochastic robust optimal control design methodology is employed to iteratively update the control policy online by directly using the online information. A robust adaptive dynamic programming (RADP)
Tao Bian, Zhong-Ping Jiang
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