On the exploitation of uncertainty in exact and approximate optimization

关于精确和近似优化中不确定性的利用

• 批准号: RGPIN-2017-05798
• 负责人: Bastin, Fabian
• 金额: $ 1.75万
• 依托单位: Université de Montréal
• 依托单位国家: 加拿大
• 项目类别: Discovery Grants Program - Individual
• 财政年份: 2017
• 资助国家: 加拿大
• 起止时间: 2017-01-01 至 2018-12-31
• 项目状态: 已结题
• 来源: https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=636789
• 关键词: exploitation; uncertainty; exact; approximate; optimization

With the progress in computing power, mathematical programs involving uncertainty are more and more studied as they often better capture the incomplete knowledge of the problem to optimize, especially when it involves future decisions. The proposed research aims to analyze how to handle uncertainty on some practical problems and to improve its exploitation.

随着计算能力的提高，涉及不确定性的数学规划得到了越来越多的研究，因为它们往往能更好地捕捉问题的不完整知识进行优化，特别是当涉及未来决策时。本研究旨在分析如何处理一些实际问题的不确定性，并提高其开发。