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Robust estimation of unknowns in a linear system of equations with modeling uncertainties
(Bilkent University, 1997)Robust methods of estimation of unknowns in a linear system of equations with modeling uncertainties are proposed. Specifically, when the uncertainty in the model is limited to the statistics of the additive noise, ... 
Robust fault detection by simultaneous observers
(Bilkent University, 2000)This thesis addresses the problem of fault detection and isolation in linear systems based on unknown input observers. Functional disturbance decoupled observers which estimate specified or unspecified linear functions ... 
Robust flow control in datacommunication networks with multiple timedelays
(WILEY, 20091120)Robust controller design for a flow control problem where uncertain multiple timevarying timedelays exist is considered. Although primarily datacommunication networks are considered, the presented approach can also be ... 
Robust gateway placement in wireless mesh networks
(Elsevier, 2018)Wireless mesh networks (WMNs) are communication networks that provide wireless Internet access over areas with limited infrastructure. Each node in a WMN serves several clients in its coverage area and transfers their ... 
Robust ground state and artificial gauge in DQW exciton condensates under weak magnetic field
(Elsevier B.V., 2014)An exciton condensate is a vast playground in studying a number of symmetries that are of high interest in the recent developments in topological condensed matter physics. In double quantum wells (DQWs) they pose highly ... 
Robust intermodal hub location under polyhedral demand uncertainty
(Elsevier, 2016)In this study, we consider the robust uncapacitated multiple allocation phub median problem under polyhedral demand uncertainty. We model the demand uncertainty in two different ways. The hose model assumes that the only ... 
Robust least mean mixed norm adaptive filtering for αstable random processes
(IEEE, 1997)Based on the concept of Fractional Lower Order Statistics (FLOS), we present the Robust Least Mean Mixed Norm (RLMMN) adaptive algorithm for applications in impulsive environments modeled by αstable distributions. A ... 
Robust least squares methods under bounded data uncertainties
(Academic Press, 2015)We study the problem of estimating an unknown deterministic signal that is observed through an unknown deterministic data matrix under additive noise. In particular, we present a minimax optimization framework to the least ... 
Robust LQ control for harmonic reference/disturbance signals
(IEEE, 2000)Linear Quadratic (LQ) controller design is considered for continuoustime systems with harmonic signals of known frequencies and it is shown that the design is reducible to an interpolation problem. All LQ optimal loops ... 
The robust Merton problem of an ambiguity averse investor
(Springer, 2017)We derive a closed form portfolio optimization rule for an investor who is diffident about mean return and volatility estimates, and has a CRRA utility. Confidence is here represented using ellipsoidal uncertainty sets for ... 
Robust minimax estimation applied to kalman filtering
(Bilkent University, 2008)Kalman filtering is one of the most essential tools in estimating an unknown state of a dynamic system from measured data, where the measurements and the previous states have a known relation with the present state. It ... 
Robust network design under polyhedral traffic uncertainty
(Bilkent University, 2007)In this thesis, we study the design of networks robust to changes in demand estimates. We consider the case where the set of feasible demands is defined by an arbitrary polyhedron. Our motivation is to determine link ... 
The robust network loading problem under hose demand uncertainty: formulation, polyhedral analysis, and computations
(Institute for Operations Research and the Management Sciences (I N F O R M S), 2011)We consider the network loading problem (NLP) under a polyhedral uncertainty description of traffic demands. After giving a compact multicommodity flow formulation of the problem, we state a decomposition property obtained ... 
Robust optimization for the discrete timecost tradeoff problem with cost uncertainty
(Springer International Publishing, 2015)Projects are subject to various sources of uncertainty that hamper reaching project targets; hence, it is crucial importance to use effective approaches to generate robust project schedules, which are less vulnerable to ... 
Robust optimization for the discrete timecost tradeoff problem with cost uncertainty
(Springer, 2015)Projects are subject to various sources of uncertainty that hamper reaching project targets; hence, it is crucial importance to use effective approaches to generate robust project schedules, which are less vulnerable to ... 
Robust optimization models for the dicrete time/cost tradeoff problem
(Elsevier, 201103)Developing models and algorithms to generate robust project schedules that are less sensitive to disturbances are essential in today’s highly competitive uncertain project environments. This paper addresses robust ... 
Robust path design algorithms for traffic engineering with restoration in MPLS networks
(IEEE, 200207)In this paper we study traffic engineering of restorable paths in multiprotocol label switching (MPLS) networks. We consider offline computation of working and restoration paths with path rerouting as the restoration ... 
Robust portfolio choice with CVaR and VaR under distribution and mean return ambiguity
(Springer, 20140109)We consider the problem of optimal portfolio choice using the Conditional ValueatRisk (CVaR) and ValueatRisk (VaR) measures for a market consisting of n risky assets and a riskless asset and where short positions ... 
Robust portfolio optimization with risk measures under distributional uncertainty
(Bilkent University, 201608)In this study, we consider the portfolio selection problem with different risk measures and different perspectives regarding distributional uncertainty. First, we consider the problem of optimal portfolio choice using the ... 
Robust profit opportunities in risky financial portfolios
(Elsevier, 2005)For risky financial securities with given expected return vector and covariance matrix, we propose the concept of a robust profit opportunity in single and multipleperiod settings. We show that the problem of finding the ...