Statistical Optimality, Algorithms and Resilience in Time-staged Stochastic Systems

Abstract

In this project the goal is to focus on a certain class of multistage Stochastic Progamming models, and propose to relax the concept of optimality by introducing a statistical principle of optimality which allows decision-makers greater autonomy to select decisions which are acceptable based on statistical errors.

Document Details

Document Type
DoD Grant Award
Publication Date
Mar 23, 2016
Source ID
FA95501510267

Entities

People

  • Suvrajeet Sen

Organizations

  • Air Force Office of Scientific Research
  • United States Air Force
  • University of Southern California

Tags

Fields of Study

  • Computer science
  • Mathematics

Readers

  • Computational Modeling and Simulation
  • Operations Research
  • Systems Analysis and Design