Related papers: Environmental contours and optimal design
The dynamics of flooding are primarily influenced by the shape, height, and roughness (friction) of the underlying topography. For this reason, mechanisms to mitigate floods frequently employ structural measures that either modify…
Constructed facilities should be robust with respect to the loss of load-bearing elements due to abnormal events. Yet, strengthening structures to withstand such damage has a significant impact on construction costs. Strengthening costs…
This paper describes a novel approach to planning which takes advantage of decision theory to greatly improve robustness in an uncertain environment. We present an algorithm which computes conditional plans of maximum expected utility. This…
In recent years research on credit risk modelling has mainly focused on default probabilities. Recovery rates are usually modelled independently, quite often they are even assumed constant. Then, however, the structural connection between…
The field of structural engineering is vast, spanning areas from the design of new infrastructure to the assessment of existing infrastructure. From the onset, traditional entry-level university courses teach students to analyse structural…
Experiments in engineering are typically conducted in controlled environments where parameters can be set to any desired value. This assumes that the same applies in a real-world setting -- an assumption that is often incorrect as many…
Convolutional neural networks (CNNs) have become commonplace in addressing major challenges in computer vision. Researchers are not only coming up with new CNN architectures but are also researching different techniques to improve the…
A geometric model of a physical network affected by a disaster is proposed and analyzed using integral geometry (geometric probability). This analysis provides a theoretical method of evaluating performance metrics, such as the probability…
Fault tree analysis is a technique widely used in risk and reliability analysis of complex engineering systems given its deductive nature and relatively simple interpretation. In a fault tree, events are usually represented by a binary…
We propose a new family of combinatorial inference problems for graphical models. Unlike classical statistical inference where the main interest is point estimation or parameter testing, combinatorial inference aims at testing the global…
Convex geometries form a subclass of closure systems with unique criticals, or $UC$-systems. We show that the $F$-basis introduced in [1] for $UC$-systems, becomes optimum in convex geometries, in two essential parts of the basis: right…
The design of nature reserves is becoming, more and more, a crucial task for ensuring the conservation of endangered wildlife. In order to guarantee the preservation of species and a general ecological functioning, the designed reserves…
The scenario approach is a general data-driven algorithm to chance-constrained optimization. It seeks the optimal solution that is feasible to a carefully chosen number of scenarios. A crucial step in the scenario approach is to compute the…
This paper presents comparison results and establishes risk bounds for credit portfolios within classes of Bernoulli mixture models, assuming conditionally independent defaults that are stochastically increasing with a common risk factor.…
In this paper, we examine the effect of background risk on portfolio selection and optimal reinsurance design under the criterion of maximizing the probability of reaching a goal. Following the literature, we adopt dependence uncertainty to…
By means of the techniques of Boolean valued analysis, we provide a transfer principle between duality theory of classical convex risk measures and duality theory of conditional risk measures. Namely, a conditional risk measure can be…
This paper presents a convex optimization framework for eco-driving and vehicle energy management problems. We will first show that several types of eco-driving and vehicle energy management problems can be modelled using the same notions…
Quality attributes and constraints are among the main drivers of architectural decision making. The quality attributes are improved or damaged by the architectural decisions, while restrictions directly include or exclude parts of the…
The rising share of abundant renewable energy inevitably increases volatility in the electricity production. The concept of sector coupling means that the volatility of electricity production to a large degree can be absorbed by dispatching…
Generally, combinatorial design concerns with the arrangement of a finite set of elements into patterns (subsets, words, arrays) according to specified rules. The usefulness of this design method is that the number of input combination can…