Facility location decisions play a prominent role in strategic planning of many firms, companies and governmental organizations. Since in many real-world facility location problems, the data are subject to uncertainty, in this paper, we consider the P-center problem under uncertainty of demands. Using Bertsimas and Sim approach, we develop a robust model of the problem as an integer programming...

The Lempel–Ziv universal coding scheme is asymptotically optimal for the class of all stationary ergodic sources. A problem of robustness of this property under small violations of ergodicity is studied. A notion of deficiency of algorithmic randomness is used as a measure of disagreement between data sequence and probability measure. We prove that universal compressing schemes from a large cla...

in this paper, we consider a multi-site production planning problem subject to uncertainty in demand and workforce expenses. in our new mathematical model, we presented a production planning system considering failure in rework and breakdown. we also survey human workforce allocation and its expenses which are considered uncertain due to some tradeoff between company’s benefits and workforce :u...

optimization models have been used to support decision making in production planning for a long time. however, several of those models are deterministic and do not address the variability that is present in some of the data. robust optimization is a methodology which can deal with the uncertainty or variability in optimization problems by computing a solution which is feasible for all possible ...

Control of a class of uncertain nonlinear systems, which estimates unavailable state variables, is considered. A new approach for robust tracking control problem of satellite for large rotational maneuvers is presented in this paper. The features of this approach include a strong algorithm to estimate attitude, based on discrete extended Kalman filter combined with a continuous extended Kalman ...

Control of a class of uncertain nonlinear systems, which estimates unavailable state variables, is considered. A new approach for robust tracking control problem of satellite for large rotational maneuvers is presented in this paper. The features of this approach include a strong algorithm to estimate attitude, based on discrete extended Kalman filter combined with a continuous extended Kalman ...

Gravitational search algorithm (GSA) is one of the newest swarm based optimization algorithms, which has been inspired by the Newtonian laws of gravity and motion. GSA has empirically shown to be an efficient and robust stochastic search algorithm. Since introducing GSA a convergence analysis of this algorithm has not yet been developed. This paper introduces the first attempt to a formal conve...

Gravitational search algorithm (GSA) is one of the newest swarm based optimization algorithms, which has been inspired by the Newtonian laws of gravity and motion. GSA has empirically shown to be an efficient and robust stochastic search algorithm. Since introducing GSA a convergence analysis of this algorithm has not yet been developed. This paper introduces the first attempt to a formal conve...

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 ...