We analyze a model of irreversible investment with two sources of uncertainty. A riskneutral decision maker has the choice between two mutually exclusive projects under input pric...
We present statistical and interval techniques for evaluating the uncertainties associated with geophysical tomographic inversion problems, including estimation of data errors, mo...
Diane I. Doser, Kevin D. Crain, Mark R. Baker, Vla...
Context-aware applications pose new challenges, including a need for new computational models, uncertainty management, and efficient optimization under uncertainty. Uncertainty c...
Jennifer L. Wong, Weiping Liao, Fei Li, Lei He, Mi...
— Path planning algorithms that incorporate risk and uncertainty need to be able to predict the evolution of pathfollowing error statistics for each candidate plan. We present an...
A second-order hierarchical uncertainty model of a system of independent random variables is studied in the paper. It is shown that the complex nonlinear optimization problem for ...