Sökning: "Value robustness"

Visar resultat 1 - 5 av 75 avhandlingar innehållade orden Value robustness.

  1. 1. Frequency Domain Identification of Continuous-Time Systems : Reconstruction and Robustness

    Författare :Jonas Gillberg; Lennart Ljung; Fredrik Gustafsson; Linköpings universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Discrete-time domain; Frequency-domain identification; Signal processing; Frequency-domain; Automatic control; Reglerteknik;

    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. 2. Robust Water Balance Modeling with Uncertain Discharge and Precipitation Data : Computational Geometry as a New Tool

    Författare :José-Luis Guerrero; Sven Halldin; Stefan Uhlenbrook; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Alpha shape; Convex hull; Depth function; Discharge; Hydrological models; Honduras; Model calibration; Parameter-value estimation; Precipitation; Rating curve; Robust; Robustness; Uncertainty estimation; Water resources.; Alfaform; avbördningskurva; djupfunktion; Honduras; hydrologiska modeller; konvext hölje; modellkalibrering; nederbörd; osäkerhetsskattning; parametervärdesskattning; robust; robusthet; vattenföring; vattenresurser; Hydrology; Hydrologi;

    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

  3. 3. Optimization Methods for Robust Control with Application to Resistive Wall Modes in Tokamaks

    Författare :Carl-Magnus Fransson; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; H?; fusion; QFT; performance; tokamak; optimization; robustness; structured singular value; control; plasma; resistive wall modes; LMI; PID control;

    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

  4. 4. Nonlinear Programming - Robust Models and Applications

    Författare :Christoffer Cromvik; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; optimization; robustness; multi-objective optimization; stochastic mathematical programs with equilibrium constraints; conditional value-at-risk; IMRT; traffic network design; airbag folding; Origami; airbag folding;

    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

  5. 5. Optimal Stopping and Model Robustness in Mathematical Finance

    Författare :Henrik Wanntorp; Johan Tysk; Svante Janson; Boualem Djehiche; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Optimal stopping; model robustness; American options; free boundary problems; hedging; option pricing; Mathematical statistics; Matematisk statistik;

    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