Concept

Optimal decision

Publications associées (32)

The Decision Rule Approach to Optimisation under Uncertainty: Methodology and Applications

Dynamic decision-making under uncertainty has a long and distinguished history in operations research. Due to the curse of dimensionality, solution schemes that naively partition or discretize the support of the random problem parameters are limited to sma ...

2019

Open Source Tools for Biological Image Analysis

Olivier Burri, Arne Seitz, Romain Guiet

Visiting the Bio Imaging Search Engine (BISE) (Bio, BISE, Engine, http://biii.eu/, Imaging, Search) website at the time of writing this article, almost 1200 open source assets (components, workflows, collections) were found. This overwhelming range of offe ...

Humana Press2019

A planning support system using interactive optimization

Nils Christian Schüler, Sébastien Cajot

Computational models can provide support in addressing challenges of urban planning. However, there exists a conflict between the required model inputs to reflect the decision problem, and the required insights into results for the decision maker to provid ...

Academic Press2019

"Dice"-sion Making under Uncertainty: When Can a Random Decision Reduce Risk?

Daniel Kuhn, Wolfram Wiesemann

Stochastic programming and distributionally robust optimization seek deterministic decisions that optimize a risk measure, possibly in view of the most adverse distribution in an ambiguity set. We investigate under which circumstances such deterministic de ...

2019

Minimizing Regret in Unconstrained Online Convex Optimization

Maryam Kamgarpour

We consider online convex optimizations in the bandit setting. The decision maker does not know the time- varying cost functions, or their gradients. At each time step, she observes the value of the cost function for her chosen action. The objective is to ...

IEEE2018

Multicriteria Decisions in Urban Energy System Planning: A Review

François Maréchal, Sébastien Cajot

Urban energy system planning (UESP) is a topic of growing concern for cities in deregulated energy markets, which plan to decrease energy demand, reduce their dependency on fossil fuels, and increase the share of renewable energy sources. UESP being a high ...

2017

Dynamic Product Portfolio Management with Life Cycle Considerations

Ralf Seifert, Jean-Sébastien Tancrez, Isik Bicer

We consider a portfolio of products in which each product probabilistically transitions through various life cycle stages. The evolution through these life cycle stages is impacted by both marketing support and product launch decisions, which are bound by ...

2016

MATHICSE Technical Report : Reduced order methods for uncertainty quantification problems

Alfio Quarteroni, Gianluigi Rozza, Peng Chen

This work provides a review on reduced order methods in solving uncertainty quantification problems. A quick introduction of the reduced order methods, including proper orthogonal decomposition and greedy reduced basis methods, are presented along with the ...

MATHICSE2015

Expected Loss Analysis for Authentication in Constrained Channels

Serge Vaudenay, Christos Dimitrakakis, Aikaterini Mitrokotsa

We derive bounds on the expected loss for authentication protocols in channels which are constrained due to noisy conditions and communication costs. This is motivated by a number of authentication protocols, where at least some part of the authentication ...

IOS Press2015

Barycentric Bounds in Stochastic Programming: Theory and Application

Daniel Kuhn

The design and analysis of efficient approximation schemes are of fundamental importance in stochastic programming research. Bounding approximations are particularly popular for providing strict error bounds that can be made small by using partitioning tec ...

Springer New York2011

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