Abstract. The European Space Agency (ESA) Earth Explorer Mission Aeolus was launched in August 2018, carrying the first Doppler wind lidar space. Its primary payload, Atmospheric LAser INstrument (ALADIN), is an ultraviolet (UV) high-spectral-resolution (HSRL) measuring atmospheric backscatter from air molecules and particles two separate channels. mission product globally distributed line-of-s...

We address robust versions of combinatorial optimization problems, focusing on the uncorrelated ellipsoidal uncertainty case, which corresponds to so-called mean-variance optimization. We present a branch and bound-algorithm for such problems that uses lower bounds obtained from Lagrangean decomposition. This approach allows to separate the uncertainty aspect in the objective function from the ...

We study approaches to robust model-based design of experiments in the context maximum-likelihood estimation. These provide robustification methodologies for optimal by accounting effect parametric uncertainty. problem framework nonlinear least-squares parameter estimation using linearized confidence regions. investigate several well-known frameworks this respect and propose a novel methodology...

Optimization under uncertainty is a central ingredient for analyzing and designing systems with incomplete information. This thesis addresses uncertainty in optimization, in a dynamic framework where information is revealed sequentially, and future decisions are adaptable, i.e., they depend functionally on the information revealed in the past. Such problems arise in applications where actions a...

A batch blind equalization scheme is developed based on maximum likelihood joint channel and data estimation. In this scheme, the joint maximum likelihood optimization is decomposed into a twolevel optimization loop. A micro genetic algorithm is employed at the upper level to identify the unknown channel model, and the Viterbi algorithm is used at the lower level to provide the maximum likeliho...

Vulnerability assessment of structures encounter many uncertainties like seismic excitations intensity and response of structures. The most common approach adopted to deal with these uncertainties is vulnerability assessment through fragility functions. Fragility functions exhibit the probability of exceeding a state namely performance-level as a function of seismic intensity. A common approach...

In this paper, we developed a new robust model of multi-period portfolio problem. One of the key concerns in any asset allocation problem is how to cope with uncertainty about future returns. There are some approaches in the literature for this purpose including stochastic programming and robust optimization. Applying these techniques to multi-period portfolio problem may increase the problem s...

Recently, several optimization approaches for portfolio selection have been proposed in order to alleviate the estimation error in the optimal portfolio. Among such are the normconstrained variance minimization and the robust portfolio models. In this paper, we examine the role of the norm constraint in the portfolio optimization from several directions. First, it is shown that the norm constra...