Related papers: Mixed robustness: Analysis of systems with uncerta…
We explore a multiple-stage variant of the min-max robust selection problem with budgeted uncertainty that includes queries. First, one queries a subset of items and gets the exact values of their uncertain parameters. Given this…
Robustness analyzes the impact of small perturbations in the semantics of a model. This allows to model hardware imprecision and therefore it has been applied to determine implementability of timed automata. In a recent paper, we extend…
We introduce two kinds of risk measures with respect to some reference probability measure, which both allow for a certain order structure and domination property. Analyzing their relation to each other leads to the question when a certain…
With the increasing penetration of Inverter-Based Resources (IBRs) and their impact on power system stability and operation, the concept of stability-constrained optimization has drawn significant attention from researchers. In order to…
In natural resource management, or more generally in the study of sustainability issues, often the objective is to maintain the state of a given system within a desirable configuration, typically established in terms of standards or…
This paper considers the problem of robust stability for a class of uncertain quantum systems subject to unknown perturbations in the system coupling operator. A general stability result is given for a class of perturbations to the system…
We study the notion of robustness in stable matching problems. We first define robustness by introducing (a,b)-supermatches. An $(a,b)$-supermatch is a stable matching in which if $a$ pairs break up it is possible to find another stable…
Mathematical models simulate various events under different conditions, enabling an early overview of the system to be implemented in practice, reducing the waste of resources and in less time. In project optimization, these models play a…
Starting from a linear fractional representation of a linear system affected by constant parametric uncertainties, we demonstrate how to enhance standard robust analysis tests by taking available (noisy) input-output data of the uncertain…
For given non-consistent initial conditions, we study the stability of a class of generalised linear systems of difference equations with constant coefficients and taking into account that the leading coefficient can be a singular matrix.…
Voltage stability in modern power systems involves coupled dynamics across multiple time scales. Conventional methods based on time-scale separation or static stability margins may overlook instabilities caused by the coupling of slow and…
This paper describes a new approach to solving some stochastic optimization problems for linear dynamic system with various parametric uncertainties. Proposed approach is based on application of tensor formalism for creation the…
We consider the linear complementarity problem with uncertain data modeled by intervals, representing the range of possible values. Many properties of the linear complementarity problem (such as solvability, uniqueness, convexity, finite…
A variety of approaches has been developed to deal with uncertain optimization problems. Often, they start with a given set of uncertainties and then try to minimize the influence of these uncertainties. Depending on the approach used, the…
We consider large-scale Markov decision processes (MDPs) with parameter uncertainty, under the robust MDP paradigm. Previous studies showed that robust MDPs, based on a minimax approach to handle uncertainty, can be solved using dynamic…
The systems that statisticians are asked to assess, such as nuclear weapons, infrastructure networks, supercomputer codes and munitions, have become increasingly complex. It is often costly to conduct full system tests. As such, we present…
This paper considers the robustness of an uncertain nonlinear system along a finite-horizon trajectory. The uncertain system is modeled as a connection of a nonlinear system and a perturbation. The analysis relies on three ingredients.…
A key property for systems subject to uncertainty in their operating environment is robustness, ensuring that unmodelled, but bounded, disturbances have only a proportionally bounded effect upon the behaviours of the system. Inspired by…
Sustainability and resilience of urban systems are multifaceted concepts, requiring information about multiple system attributes to adequately evaluate and characterize. However, despite the scientific consensus on the multivariate nature…
We study dynamic risk measures in a very general framework enabling to model uncertainty and processes with jumps. We previously showed the existence of a canonical equivalence class of probability measures hidden behind a given set of…