Time consistency, risk-mitigation and partially observable systems.

时间一致性、风险缓解和部分可观察系统。

• 批准号: DP180101602
• 负责人: Em/Prof Jerzy Filar
• 金额: $ 27.01万
• 依托单位: The University of Queensland
• 依托单位国家: 澳大利亚
• 项目类别: Discovery Projects
• 财政年份: 2018
• 资助国家: 澳大利亚
• 起止时间: 2018-04-01 至 2023-09-30
• 项目状态: 已结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/DP180101602
• 关键词: Time; consistency; risk; mitigation; partially

This project aims to find optimal decision rules that mitigate risk in a time consistent manner for partially observable systems. Many problems in conservation management and engineering systems are dependent on random environments and entail risk of failure. The challenge of consistently minimising such a risk while achieving satisfactory and sustainable resource consumption is considerable. This project aims to develop analytical and numerical methods for optimal control in such scenarios. These methods will have application to fishery management, communication networks, power systems and social resource allocation scenarios.

该项目旨在找到最佳决策规则，以时间一致的方式降低部分可观测系统的风险。保护管理和工程系统中的许多问题都依赖于随机环境并带来失败的风险。在实现令人满意且可持续的资源消耗的同时，持续最大限度地降低此类风险面临着巨大的挑战。该项目旨在开发分析和数值方法，以实现此类情况下的最佳控制。这些方法将应用于渔业管理、通信网络、电力系统和社会资源分配场景。