共查询到20条相似文献，搜索用时 15 毫秒
1.
Moshe Sniedovich 《International Transactions in Operational Research》2012,19(1-2):253-281
The recent global financial crisis, natural disasters, and ongoing debate on global warming and climate change are a stark reminder of the huge challenges that severe uncertainty presents in decision and policy making. My objective in this paper is to look at some of the issues that need to be taken into account in the modeling and analysis of decision problems that are subject to severe uncertainty, paying special attention to some of the misconceptions that are being promulgated in this area. I also examine two diametrically opposed approaches to uncertainty. One, that emphasizes that the difficulties encountered in the modeling, analysis, and solution of decision problems in the face of severe uncertainty are in fact insurmountable, and another that claims to provide, against all odds, a reliable strategy for a successful handling of situations subject to severe uncertainty. 相似文献
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Reinforcement learning (RL) is an effective method for the design of robust controllers of unknown nonlinear systems. Normal RLs for robust control, such as actor‐critic (AC) algorithms, depend on the estimation accuracy. Uncertainty in the worst case requires a large state‐action space, this causes overestimation and computational problems. In this article, the RL method is modified with the k‐nearest neighbor and the double Q‐learning algorithm. The modified RL does not need the neural estimator as AC and can stabilize the unknown nonlinear system under the worst‐case uncertainty. The convergence property of the proposed RL method is analyzed. The simulations and the experimental results show that our modified RLs are much more robust compared with the classic controllers, such as the proportional‐integral‐derivative, the sliding mode, and the optimal linear quadratic regulator controllers. 相似文献
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This paper considers robust stability and robust performance analysis for discrete‐time linear systems subject to nonlinear uncertainty. The uncertainty set is described by memoryless, time‐invariant, sector bounded, and slope restricted nonlinearities. We first give an overview of the absolute stability criterion based on the Lur'e‐Postkinov Lyapunov function, along with a frequency domain condition. Subsequently, we derive sufficient conditions to compute the upper bounds of the worst case H2 and worst case H∞ performance. For both robust stability testing and robust performance computation, we show that these sufficient conditions can be readily and efficiently determined by performing convex optimization over linear matrix inequalities. 相似文献
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讨论未知但有界误差假设下的ｌ１中心估计问题，提出了中心估计递推算法的理论基础，并据此设计了ｌ１中心估计的递推算法。理论分析和数据仿真表明，与原有算法相比，递推算法可以显著减少计算量，提高估计速度，因而可应用于实时在线辨识。所给算法和结果是面向鲁棒控制的。 相似文献
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B. Naderi M. Zandieh M. Yazdani 《International Transactions in Operational Research》2014,21(6):1031-1044
This paper deals with the presentation of polynomial time (approximation) algorithms for a variant of open‐shop scheduling, where the processing times are only machine‐dependent. This variant of scheduling is called proportionate scheduling and its applications are used in many real‐world environments. This paper develops three polynomial time algorithms for the problem. First, we present a polynomial time algorithm that solves the problem optimally if , where n and m denote the numbers of jobs and machines, respectively. If, on the other hand, , we develop a polynomial time approximation algorithm with a worst‐case performance ratio of that improves the bound existing for general open‐shops. Next, in the case of , we take into account the problem under consideration as a master problem and convert it into a simpler secondary approximation problem. Furthermore, we formulate both the master and secondary problems, and compare their complexity sizes. We finally present another polynomial time algorithm that provides optimal solution for a special case of the problem where . 相似文献
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Pejman Peykani Emran Mohammadi Reza Farzipoor Saen Seyed Jafar Sadjadi Mohsen Rostamy-Malkhalifeh 《Expert Systems》2020,37(4):e12534
This paper reviews the milestone approaches for handling uncertainty in data envelopment analysis (DEA). This paper presents the detailed classifications of robust data envelopment analysis (RDEA). RDEA is appropriate for measuring the efficiencies of decision-making units in the presence of the data and distributional uncertainties. This paper reviews scenario-based and uncertainty set of DEA models. It covers 73 studies from 2008 to 2019. The paper concludes with suggestions about the guidelines for future researches in the field of RDEA. 相似文献
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文章针对需求和成本具有不确定性的航线网络优化设计问题展开研究,将开辟航线的费用考虑在内,建立了严格的无容量限制的多分配中枢辐射航线网络鲁棒优化模型,并将Be nders Decomposition算法加以改进,给出了模型的求解方法,通过实例进行分析,验证了方法的可行性.结果表明,与确定情形下的最优解相比,得到的鲁棒解可以适用于多种可能发生的情景. 相似文献
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Martin Schoeberl Wolfgang Puffitsch Rasmus Ulslev Pedersen Benedikt Huber 《Software》2010,40(6):507-542
In this paper, we propose a solution for a worst‐case execution time (WCET) analyzable Java system: a combination of a time‐predictable Java processor and a tool that performs WCET analysis at Java bytecode level. We present a Java processor, called JOP, designed for time‐predictable execution of real‐time tasks. The execution time of bytecodes, the instructions of the Java virtual machine, is known to cycle accuracy for JOP. Therefore, JOP simplifies the low‐level WCET analysis. A method cache, which fills whole Java methods into the cache, simplifies cache analysis. The WCET analysis tool is based on integer linear programming. The tool performs the low‐level analysis at the bytecode level and integrates the method cache analysis. An integrated data‐flow analysis performs receiver‐type analysis for dynamic method dispatches and loop‐bound analysis. Furthermore, a model checking approach to WCET analysis is presented where the method cache can be exactly simulated. The combination of the time‐predictable Java processor and the WCET analysis tool is evaluated with standard WCET benchmarks and three real‐time applications. The WCET friendly architecture of JOP and the integrated method cache analysis yield tight WCET bounds. Comparing the exact, but expensive, model checking‐based analysis of the method cache with the static approach demonstrates that the static approximation of the method cache is sufficiently tight for practical purposes. Copyright © 2010 John Wiley & Sons, Ltd. 相似文献
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We consider linear control systems under uncertainties. For such systems we solve the problem of constructing worst‐case feedback control policies that are allowed to be corrected at m fixed intermediate time moments. We propose two types of the approximative control policies. All of them guarantee that for all admissible uncertainties the terminal system state lies in a prescribed neighborhood of a given state x* at a given final moment, and the value of the cost function does not exceed a given estimate. It is shown that computation of the estimate for each policy is equivalent to solving a corresponding convex mathematical programming (MP) problem with m decision variables. Based on the solution of the MP problem, we derive simple explicit rules (which can be easily implemented on‐line) for constructing the corresponding control policy in the original control problem. Copyright © 2009 John Wiley & Sons, Ltd. 相似文献
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Virginie Gabrel Cécile Murat Nabila Remli 《International Transactions in Operational Research》2010,17(3):397-408
In this paper, we study general linear programs in which right hand sides are interval numbers. This model is relevant when uncertain and inaccurate factors make difficult the assignment of a single value to each right hand side. When objective function coefficients are interval numbers in a linear program, classical criteria coming from decision theory (like the worst case criterion) are usually applied to determine robust solutions. When the set of feasible solutions is uncertain, we identify a class of linear programs for which these classical approaches are no longer relevant. However, it is possible to compute the worst optimum solution. We study the complexity of this optimization problem when each right hand side is an interval number. Then, we exhibit some duality relationships between the worst optimum solution problem and the best optimum solution to the dual problem. 相似文献
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Danyu Bai 《International journal of systems science》2013,44(7):1143-1153
This article addresses the open shop scheduling problem with the objective to minimise the maximum completion time, or makespan. Both asymptotical analysis and worst case analysis are conducted for the heuristic, rotation schedule (RS) algorithm. In the asymptotical analysis, we prove that the RS algorithm is asymptotically equal to the optimal solution when the problem size is large enough. In the worst case analysis, we show that the tight worst case performance ratio of RS algorithm is equal to the machine number m. To accelerate the convergence of the RS algorithm for medium size problems, the improved version of the heuristic, the modified RS (MRS) algorithm is presented. At the end of this article, the asymptotical optimality of the RS algorithm and the practical effectiveness of the MRS algorithm are shown by numerical simulations. 相似文献
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This paper investigates robust consensus for multi‐agent systems with discrete‐time dynamics affected by uncertainty. In particular, the paper considers multi‐agent systems with single and double integrators, where the weighted adjacency matrix is a polynomial function of uncertain parameters constrained into a semialgebraic set. Firstly, necessary and sufficient conditions are provided for robust consensus based on the existence of a Lyapunov function polynomially dependent on the uncertainty. In particular, an upper bound on the degree required for achieving necessity is provided. Secondly, a necessary and sufficient condition is provided for robust consensus with single integrator and nonnegative weighted adjacency matrices based on the zeros of a polynomial. Lastly, it is shown how these conditions can be investigated through convex programming by exploiting linear matrix inequalities and sums of squares of polynomials. Some numerical examples illustrate the proposed results. Copyright © 2013 John Wiley & Sons, Ltd. 相似文献
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系统地讨论了ＳＩＳＯ、线性时不变、指数稳定系统在最坏情况下的ｌ＾１鲁棒辨识问题。提出了系统模型集合的最小外框概念，建立了两种任意非零信号作用下ｌ＾１鲁棒辨识算法；提出了任意非零信号作用下系统的可辨识条件；证明了算法的全局收敛性和最优性。 相似文献
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Hailin Sun Dali Zhang Soon-Yi Wu Liang Chen 《International Transactions in Operational Research》2022,29(1):130-157
Convex semi-definite semi-infinite programming problems (SDSIP) represent a special class of distributionally robust optimization (DRO) problems with a wide range of applications in engineering and economics. In this paper, we propose a modified exchange algorithm for convex SDSIP that arises from DRO with matrix moment constraints. We first explore the convergence results of the modified exchange algorithm and perform the efficiency analysis based on a set of benchmark tests. In addition, we apply the SDSIP framework to investigate an optimized certainty bound risk with an ambiguity uncertainty set and implement the algorithm to solve a practical risk minimization problem in portfolio selection. The empirical results show both the efficiency of the algorithm and the robustness of the risk measure. 相似文献
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本文提出一种新的方法对随机系统进行运动预测和控制指令设计,该方法可以充分利用已知信息设计控制指令以提高闭环随机系统的鲁棒性.首先采用混沌多项式对随机信息进行数学表述,并利用Galerkin投影法将随机变量的混沌多项式引入常微分方程中.然后,将随机变量的均值和方差考虑至优化问题的成本函数中,并利用伪谱法对控制指令进行鲁棒优化.最后,将该方法应用于飞行器的动力学预测以及控制指令设计.仿真结果表明,该方法能够预测飞行器飞行过程中不确定性的演化,其精度与蒙特卡罗方法相当,并且计算效率更高.此外,获得的控制指令对存在不确定参数或初始条件的随机系统具有强鲁棒性. 相似文献
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This paper considers an optimal control developed for an electrical drive system with a DC motor. Since it is a linear control system with input time‐delay subject to unknown but bounded disturbances, we construct a worst‐case feedback control policy, which can guarantee that, for all admissible uncertain disturbances, the real system state should be in a prescribed neighborhood of a desired value at the given final time, and the cost functional takes the best guarantee value. The worst‐case feedback control policy is allowed to be corrected at a given set of correction points between the initial and the final time, which is equivalent to solving a (m‐1)‐level min‐max problem. Since the min‐max problem at each stage does not yield a simple analytical solution, construction of the optimal policy is computationally prohibitive. This is why we consider an approximate control policy which is more convenient for computation. The simulation results illustrate that this proposed approach is feasible. Copyright © 2009 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society 相似文献
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不确定环境下的智能规划问题往往假设世界状态的转移概率是确切可知的,然而规划建模专家有时只能在信息不完备的条件下进行建模.从而只能通过猜测或者不完全统计的方法来获取不完备的有关状态转移不确定性的定量信息,有时甚至只能荻取相关的定性信息.在2004年概率规划比赛冠军LAO系统的基础上设计了JLU-RLAO系统和JLU-QLAO系统.它们可以在无法获得精确的状态转移概率条件下,依然保证规划求解的健壮性.实验结果表明,JLU-RLAO系统和JLU-QLA0系统可以快速高效地解决上述不确定智能规划问题. 相似文献