Searched for: subject%3A%22Robust%255C+Optimisation%22
(1 - 7 of 7)
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Nakos, Vangelis (author)
Portfolio optimization, a fundamental area of study in financial engineering,<br/>plays a crucial role in creating efficient portfolios. In this thesis, we consider<br/>a robust multi-period Mean-Variance portfolio optimization framework and<br/>apply it to real-world market data. The approach we look at incorporates a<br/>time-consistent...
master thesis 2023
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Heslenfeld, Janne (author)
Robust optimisation is shown to be extremely important in a wide range of applications including real life. Many research projects are dedicated to this relatively young and active research field and show the significant value of robust optimisation. Since many researchers have developed complex methods dedicated to robust optimisation, the aim...
bachelor thesis 2021
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Marquez Calvo, O.O. (author)
The exercise of solving engineering problems that require optimisation procedures can be seriously affected by uncertain variables, resulting in potential underperforming solutions. Although this is a well-known problem, important knowledge gaps are still to be addressed. For example, concepts of robustness largely differ from study to study,...
doctoral thesis 2020
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Gujjala, Tharun Raj (author)
Over the years, applications for the turbomachinery usage and the operating range during its lifetime have widened. The single operating point optimized design leads to a problematic phenomenon called ‘local optimization’ which means that the design has a very narrow range of better performance around that point and deteriorates significantly at...
master thesis 2019
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Lingeswaran, Shajeeshan (author)
Integrated Assessment Models (IAMs) are aiming to shed light on the cost-benefit of climate mitigations. However, current IAMs are depicted with a wide range of weaknesses. Next, to questionable assumptions of model functions, such as the damage function, IAMs are inadequate at addressing deeply uncertain parameters, such as the equilibrium...
master thesis 2019
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Wan, C. (author), Markine, V.L. (author), Dollevoet, R.P.B.J. (author)
This paper presents a methodology for improving the crossing (frog) geometry through the robust optimisation approach, wherein the variability of the design parameters within a prescribed tolerance is included in the optimisation problem. Here, the crossing geometry is defined by parameterising the B-spline represented cross-sectional shape and...
journal article 2016
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Kerkkamp, R.B.O. (author)
Robuust Optimaliseren is een techniek om bij optimalisatie om te gaan met onzekerheid in de parameters. Een robuust toegelaten oplossing moet aan alle voorwaarden van het model voldoen, ongeacht de realisatie van de onzekere parameters. We passen deze techniek toe op een veelgebruikt model voor een elektriciteitsnetwerk, namelijk het DC Optimal...
bachelor thesis 2011
Searched for: subject%3A%22Robust%255C+Optimisation%22
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