Non-Parametric Robust Model Risk Measurement with Path-Dependent Loss Functions

A Parametric Foliage Path-Loss Model

Estimation of coherent and incoherent radio frequency (RF) signal attenuation through foliage is of great importance for a number of radar and communication problems. At UHF band and higher frequencies foliage presents a complex environment for electromagnetic waves in terms of scattering and wave propagation. For most applications, dealing with complex foliage models that account for single an...

Robust Model for Networked Control System with Packet Loss

The Networked Control System in modern control widely uses to decrease the implementation cost and increasing the performance. NCS in addition to its advantages is inevitable. Nevertheless they suffer of some limitations and deficiencies. Packet loss is one of the main limitations which affect the control system in different conditions and finally may lead to system instability. For this reason...

Robust risk measurement and model risk

Financial risk measurement relies on models of prices and other market variables, but models inevitably rely on imperfect assumptions and estimates, creating model risk. Moreover, optimization decisions, such as portfolio selection, amplify the effect of model error. In this work, we develop a framework for quantifying the impact of model error and for measuring and minimizing risk in a way tha...

Robustness of Non-Parametric Measurement of Efficiency and Risk Aversion

robust model for networked control system with packet loss

the networked control system in modern control widely uses to decrease the implementation cost and increasing the performance. ncs in addition to its advantages is inevitable. nevertheless they suffer of some limitations and deficiencies. packet loss is one of the main limitations which affect the control system in different conditions and finally may lead to system instability. for this reason...