ROBUSTIFYING AGAINST EVENT-DRIVEN AND ATTRIBUTE-DRIVEN UNCERTAINTIES

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Namakshenas Mohammad; PISHVAEE MIR SAMAN; MAHDAVI MAZDEH MOHAMMAD

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Seminar Paper

Paper Information

Seminar: INTERNATIONAL CONFERENCE ON INDUSTRIAL ENGINEERING
Year:2017 | Issue:13

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Title

ROBUSTIFYING AGAINST EVENT-DRIVEN AND ATTRIBUTE-DRIVEN UNCERTAINTIES

Author(s)

Namakshenas Mohammad | PISHVAEE MIR SAMAN | MAHDAVI MAZDEH MOHAMMAD

Keywords

ROBUST OPTIMIZATION

CONVEX OPTIMIZATION

UNCERTAINTY SETS

UNCERTAINTY EVENTS

Abstract

OVER FIVE DECADES HAVE PASSED SINCE THE FIRST WAVE OF ROBUST OPTIMIZATION STUDIES CONDUCTED BY SOYSTER [1] AND FALK [2]. IT IS OUTSTANDING THAT REAL-LIFE APPLICATIONS OF ROBUST OPTIMIZATION ARE STILL SWEPT ASIDE; THERE IS MUCH MORE POTENTIAL FOR INVESTIGATING THE EXACT NATURE OF UNCERTAINTIES TO HAVE INTELLIGENT ROBUST MODELS. FOR THIS PURPOSE, IN THIS STUDY, WE INVESTIGATE A MORE REFINED DESCRIPTION OF THE UNCERTAIN EVENTS INCLUDING (1) EVENT-DRIVEN AND (2) ATTRIBUTE-DRIVEN. INSTEAD OF MODEL-BASED CALIBRATION OF ROBUSTNESS, WE ANALYZE THE STRUCTURAL PROPERTIES OF UNCERTAIN EVENTS TO OBTAIN A MORE REFINED DESCRIPTION OF THE UNCERTAINTY POLYTOPES. HENCE, WE INTRODUCE TRACTABLE ROBUST MODELS WITH A DECENT DEGREE OF CONSERVATISM AND AVERSION FROM OVER-PROTECTION CAUSED BY THE CLASSIC CARDINALITY-RESTRICTED UNCERTAINTY POLYTOPES.

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APA: Copy

Namakshenas, Mohammad, PISHVAEE, MIR SAMAN, & MAHDAVI MAZDEH, MOHAMMAD. (2017). ROBUSTIFYING AGAINST EVENT-DRIVEN AND ATTRIBUTE-DRIVEN UNCERTAINTIES. INTERNATIONAL CONFERENCE ON INDUSTRIAL ENGINEERING. SID. https://sid.ir/paper/936671/en

Vancouver: Copy

Namakshenas Mohammad, PISHVAEE MIR SAMAN, MAHDAVI MAZDEH MOHAMMAD. ROBUSTIFYING AGAINST EVENT-DRIVEN AND ATTRIBUTE-DRIVEN UNCERTAINTIES. 2017. Available from: https://sid.ir/paper/936671/en

IEEE: Copy

Mohammad Namakshenas, MIR SAMAN PISHVAEE, and MOHAMMAD MAHDAVI MAZDEH, “ROBUSTIFYING AGAINST EVENT-DRIVEN AND ATTRIBUTE-DRIVEN UNCERTAINTIES,” presented at the INTERNATIONAL CONFERENCE ON INDUSTRIAL ENGINEERING. 2017, [Online]. Available: https://sid.ir/paper/936671/en

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