نتایج جستجو برای: robust optimization approach

تعداد نتایج: 1692160  

Journal: :Journal of Optimization Theory and Applications 2017

پایان نامه :0 1391

uncertainty in the financial market will be driven by underlying brownian motions, while the assets are assumed to be general stochastic processes adapted to the filtration of the brownian motions. the goal of this study is to calculate the accumulated wealth in order to optimize the expected terminal value using a suitable utility function. this thesis introduced the lim-wong’s benchmark fun...

Ali Akbar Seyfkordi Hosein Ghahremani, Mahmood Reza Pishvaie Manouchehr Vossoughi

Modeling of fermentation processes is so complicated and uncertain; therefore it is necessary to provide a robust and appropriate dynamic optimization method. In order to obtain the maximum amount of yeast (Saccharomyces cerevisiae), the bioreactor must be operated under optimal conditions. To determine substrate feeding in a fed-batch bioreactor, a simulated annealing (SA) approach was examine...

2001
Xiaoping Du Wei Chen

A hierarchical approach to robust design optimization considering the needs of robust performance from multiple disciplines is proposed in this paper. The approach extends the framework of Collaborative Optimization to perform robust design with multiple objectives from different disciplines under uncertainty. The proposed approach is demonstrated by examples and compared with the all-in-one ap...

Journal: :تحقیقات مالی 0
سعید فلاح پور استادیار، گروه مالی و بیمه، دانشکدة مدیریت، دانشگاه تهران، تهران، ایران فرید تندنویس دانشجوی کارشناسی ارشد مهندسی مالی، دانشکدة مدیریت، دانشگاه تهران، تهران، ایران

index tracking is the process of developing a portfolio that reproduces the performance of an index. the tracker portfolio has relatively good diversity and low turnover and low transaction costs. in this paper we applied a binary programming model for index tracking problem. in this model the number of assets for portfolio construction is defined by portfolio manager. the robust optimization f...

Journal: :علوم و فناوری فضایی 0
a. jafarsalehi m. mirshams r. emami

this paper focuses upon the development of an efficient method for conceptual design optimization of a satellite. there are many option for a satellite subsystems that could be choice, as acceptable solution to implement of a space system mission. every option should be assessment based on the different criteria such as cost, mass, reliability and technology contraint (complexity). in this rese...

2011
Laura Picheral Khaled Hadj-Hamou Ghislain Remy Jean Bigeon

This paper deals with robust design in preliminary design. The proposed robust optimization approach is developed for analytical design models coming from the FEM/RSM or from approximation of physical laws. Moreover, it considers variability on design parameters. Towards a global robust and deterministic optimization we propose to implement a robust analysis method to get the links between vari...

Baradaran Kazemzadeh, R., , Amin-Naseri, M.R., Salehi, M., Salmasnia, A.,

  This paper proposes a new intelligent approach for solving multi-response statistical optimization problems. In most real world optimization problems, we are encountered adjusting process variables to achieve optimal levels of output variables (response variables). Usual optimization methods often begin with estimating the relation function between the response variable and the control variab...

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