Nonconcave robust optimization with discrete strategies under Knightian uncertainty

Nonconcave robust optimization with discrete strategies under Knightian uncertainty

We study robust stochastic optimization problems in the quasi-sure setting in discrete-time. The strategies in the multi-period-case are restricted to those taking values in a discrete set. The optimization problems under consideration are not concave. We provide conditions under which a maximizer e...

Saved in:

書目詳細資料
Main Authors:	Neufeld, Ariel, Šikić, Mario
其他作者:	School of Physical and Mathematical Sciences
格式:	Article
語言:	English
出版:	2020
主題:	Science::Mathematics Nonconcave Robust Optimization Robust Utility Maximization
在線閱讀:	https://hdl.handle.net/10356/143210
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Nanyang Technological University
語言:	English

相似書籍

A target oriented robust optimization model for selection of engineering project portfolio under uncertainty
由: Aviso, Kathleen B., et al.
出版: (2017)

ROBUSTNESS OPTIMIZATION IN PRESCRIPTIVE ANALYTICS
由: ZHOU MINGLONG
出版: (2021)

Tractable robust expected utility and risk models for portfolio optimization
由: Natarajan, K., et al.
出版: (2013)

OPTIMIZATION UNDER UNCERTAINTY USING EXPONENTIAL CONES
由: CHEN LI
出版: (2022)

Robust optimization for unconstrained simulation-based problems
由: Bertsimas, D., et al.
出版: (2014)

OPTIMIZATION AND LEARNING UNDER UNCERTAINTY - A UNIFIED ROBUSTNESS PERSPECTIVE
由: YANG WENZHUO
出版: (2016)

Tractable approximations to robust conic optimization problems
由: Bertsimas, D., et al.
出版: (2013)

Robust controllability of temporal constraint network with uncertainty
由: LI JIA
出版: (2010)

Robust optimization approach for synthesis of integrated biorefineries with supply and demand uncertainties
由: Tay, Douglas H. S., et al.
出版: (2013)

Robust optimization in the synthesis of flexible polygeneration system using P-graph approach
由: Cleofas, Maria Eliza A., et al.
出版: (2016)

Multiple objectives satisficing under uncertainty
由: Lam, S.-W., et al.
出版: (2014)

Multiple Objectives Satisficing Under Uncertainty
由: LAM SHAO WEI
出版: (2011)

DATA-DRIVEN ROBUST OPTIMIZATION IN CAPACITY MANAGEMENT
由: JIANG JUN
出版: (2023)

Semiconductor production planning using robust optimization
由: Ng, T.S., et al.
出版: (2014)

Noise-induced features in robust multi-objective optimization problems
由: Goh, C.K., et al.
出版: (2014)

An investigation on noise-induced features in robust evolutionary multi-objective optimization
由: Goh, C.K., et al.
出版: (2014)

Robust optimization for process synthesis and design of multifunctional energy systems with uncertainties
由: Kasivisvanathan, Harresh, et al.
出版: (2014)

Robust contracting under distributional uncertainty
由: LI, Jiangtao, et al.
出版: (2023)

A distributional interpretation of robust optimization
由: Xu, H., et al.
出版: (2014)

Unit commitment under Uncertainty
由: XIONG PENG
出版: (2013)

Robust Optimization of Microgrids - An Application to Taichung Industrial Park
由: Kang, J.-S., et al.
出版: (2014)

Robust maximum capture facility location under random utility maximization models
由: DAM, Tien Thanh, et al.
出版: (2023)

APPLICATIONS OF ROBUST OPTIMIZATION IN LOGISTIC MANAGEMENT
由: ZHAO HUANGJIE
出版: (2021)

Robust Multidimensional Pricing: Separation without Regret
由: Kocyigit, Cagil, et al.
出版: (2020)

Robust Optimization With Applications In Healthcare Operations Management
由: ZHANG MEILIN
出版: (2014)

Uncertainty and robustness in structural design
由: Beer, M., et al.
出版: (2014)

Incorporating asymmetric distributional information in robust value-at-risk optimization
由: Natarajan, K., et al.
出版: (2013)

OPTIMIZATION MODELS FOR YARD TEMPLATE DESIGN PROBLEMS UNDER UNCERTAINTY
由: YANG LINGYI
出版: (2022)

Robust linear optimization under general norms
由: Bertsimas, D., et al.
出版: (2013)

Robust optimization of biomass waste co-firing networks under quality uncertainty
由: San Juan, Jayne Lois G.
出版: (2018)

ROBUST LEARNING AND PREDICTION IN DEEP LEARNING
由: ZHANG JINGFENG
出版: (2021)

Control-Theoretic, Mission-Driven, Optimization Techniques for Wireless Sensor Networks
由: MISRA, Archan, et al.
出版: (2009)

Direct computation of infimum in discrete-time H∞-optimization using measurement feedback
由: Chen, B.M.
出版: (2014)

Distributed optimization of nonlinear singularly perturbed multi-agent systems via a small-gain approach and sliding mode control
由: Li, Qian, et al.
出版: (2024)

Robust optimization for engineering design
由: Kang, J.-S., et al.
出版: (2014)

Robust optimization for engineering design
由: Kang, J.-S., et al.
出版: (2014)

DATA-DRIVEN MODELS FOR SCHEDULING OPTIMIZATION UNDER UNCERTAINTY
由: WANG ZHIGUO
出版: (2019)

Calibration of Distributionally Robust Empirical Optimization Models
由: Gotoh, Jun‐ya, et al.
出版: (2021)

Goal driven optimization
由: CHEN WENQING
出版: (2010)

Robust demand service achievement for the co-production newsvendor
由: Ng, T.S., et al.
出版: (2014)