Sökning: "Value robustness"
Visar resultat 1 - 5 av 75 avhandlingar innehållade orden Value robustness.
Sammanfattning : Approaching parameter estimation from the discrete-time domain is the dominating paradigm in system identification. Identification of continuous-time models on the other hand is motivated by the fact that modelling of physical systems often take place in continuous-time. LÄS MER
2. Robust Water Balance Modeling with Uncertain Discharge and Precipitation Data : Computational Geometry as a New Tool
Sammanfattning : Models are important tools for understanding the hydrological processes that govern water transport in the landscape and for prediction at times and places where no observations are available. The degree of trust placed on models, however, should not exceed the quality of the data they are fed with. LÄS MER
Sammanfattning : In many research areas physical systems are described by mathematical models. We focus here on systems that are regulated by a controller, typically realized by software, whose design involves certain parameters. LÄS MER
Sammanfattning : The major theme of this thesis is nonlinear programming with an emphasis on applications and robust models. The thesis has two parts. The first three papers comprise the first part. Here, we discuss robustness properties of optimal solutions to a variety of models. LÄS MER
Sammanfattning : Optimal stopping and mathematical finance are intimately connected since the value of an American option is given as the solution to an optimal stopping problem. Such a problem can be viewed as a game in which we are trying to maximize an expected reward. LÄS MER