Zobrazeno 1 - 10
of 63
pro vyhledávání: '"Royset, Johannes"'
Autor:
Royset, Johannes O.
Publikováno v:
Operations Research Letters. 51:3-10
In the context of structured nonconvex optimization, we estimate the increase in minimum value for a decision that is robust to parameter perturbations as compared to the value of a nominal problem. The estimates rely on detailed expressions for subg
Autor:
Royset, Johannes O.
Uncertainty is prevalent in engineering design, statistical learning, and decision making broadly. Due to inherent risk-averseness and ambiguity about assumptions, it is common to address uncertainty by formulating and solving conservative optimizati
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c868d5e43828ebd7cdb603d73175a8c9
http://arxiv.org/abs/2212.00856
http://arxiv.org/abs/2212.00856
For expectation functions on metric spaces, we provide sufficient conditions for epi-convergence under varying probability measures and integrands, and examine applications in the area of sieve estimators, mollifier smoothing, PDE-constrained optimiz
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c1608fd07be44dd971d3a685217e2bdf
http://arxiv.org/abs/2208.03805
http://arxiv.org/abs/2208.03805
In practice, optimization models are often prone to unavoidable inaccuracies due to dubious assumptions and corrupted data. Traditionally, this placed special emphasis on risk-based and robust formulations, and their focus on ``conservative" decision
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::964c5f5c9d13bb442a1bf897e4f3dd81
http://arxiv.org/abs/2204.04762
http://arxiv.org/abs/2204.04762
Autor:
Warner, Steven M., Royset, Johannes O.
The Synthetic Theater Operations Research Model (STORM) simulates theater-level conflict and requires inputs about utilization of surveillance satellites to search large geographical areas. We develop a mixed-integer linear optimization model that pr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::72dd618679b55f074d501dfadf583597
Autor:
Chen, Peng, Royset, Johannes O.
Computational approaches to PDE-constrained optimization under uncertainty may involve finite-dimensional approximations of control and state spaces, sample average approximations of measures of risk and reliability, smooth approximations of nonsmoot
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e721321df3804d41c3781a7694774b7e
Autor:
Royset, Johannes O.
A basic requirement for a mathematical model is often that its solution (output) shouldn’t change much if the model’s parameters (input) are perturbed. This is important because the exact values of parameters may not be known and one would like t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::28dd80ca41fd4eec433a873554a7f825
The article of record as published may be found at https://doi.org/10.1002/nav.21790 This article provides a modeling framework for quantifying cost and optimizing motion plans in combat situations with rapid weapon fire, multiple agents, and attacke
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2778::8b6535498370d6b2a769ca4c2034e5a9
https://hdl.handle.net/10945/60225
https://hdl.handle.net/10945/60225
Autor:
Royset, Johannes O., Wets, Roger J.-B.
We propose a framework for nonparametric maximum likelihood estimation of densities in situations where the sample is supplemented by information and assumptions about shape, support, continuity, slope, location of modes, density values, and other co
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2778::9919d843a08fb4188fcad7c70e4dac97
https://hdl.handle.net/10945/56666
https://hdl.handle.net/10945/56666
Autor:
Royset, Johannes O.
The article of record as published may be found at http://dx.doi.org/10.1007/s10957-016-0937-7 This issue of JOTA is published in honor of one of the leaders in our field, Professor Emeritus Elijah Polak- or “Lucien” as he is known among friends
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2778::0aa6e1436a31ce9414bb89e9d7896609
https://hdl.handle.net/10945/56625
https://hdl.handle.net/10945/56625