Exploiting Robust Optimization for Interval Probabilistic Bisimulation

Robustness-based portfolio optimization under epistemic uncertainty

In this paper, we propose formulations and algorithms for robust portfolio optimization under both aleatory uncertainty (i.e., natural variability) and epistemic uncertainty (i.e., imprecise probabilistic information) arising from interval data. Epistemic uncertainty is represented using two approaches: (1) moment bounding approach and (2) likelihood-based approach. This paper first proposes a ...

Logical, Metric, and Algorithmic Characterisations of Probabilistic Bisimulation

Many behavioural equivalences or preorders for probabilistic processes involve a lifting operation that turns a relation on states into a relation on distributions of states. We show that several existing proposals for lifting relations can be reconciled to be different presentations of essentially the same lifting operation. More interestingly, this lifting operation nicely corresponds to the ...

Quantitative Analysis and Model Checking

Many notions of models in computer science provide quantitative information, or uncertainties, which necessitate a quantitative model checking paradigm. We present such a framework for reactive and generative systems based on a non-standard interpretation of the modal mu-calculus, where x: / x: are interpreted as least/greatest fixed points over the infinite lattice of maps from states to the u...

Robust Optimization and Confidence Interval DEA for Efficiency Evaluation with Intervals Case Study: Evaluating CRM Units in a Call Center in Tehran

Robust optimal multi-objective controller design for vehicle rollover prevention

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...