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相关论文: Risk-averse Stochastic Optimization for Farm Manag…

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The prediction of crop yields internationally is a crucial objective in agricultural research. Thus, this study implements 6 regression models (Linear, Tree, Gradient Descent, Gradient Boosting, K Nearest Neighbors, and Random Forest) to…

We address the risk bounded trajectory optimization problem of stochastic nonlinear robotic systems. More precisely, we consider the motion planning problem in which the robot has stochastic nonlinear dynamics and uncertain initial…

机器人学 · 计算机科学 2022-03-08 Weiqiao Han , Ashkan Jasour , Brian Williams

The field of portfolio selection is an active research topic, which combines elements and methodologies from various fields, such as optimization, decision analysis, risk management, data science, forecasting, etc. The modeling and…

投资组合管理 · 定量金融 2020-10-28 A. Georgantas

The most common approaches for solving multistage stochastic programming problems in the research literature have been to either use value functions ("dynamic programming") or scenario trees ("stochastic programming") to approximate the…

最优化与控制 · 数学 2022-01-04 Warren B Powell , Saeed Ghadimi

In this paper we present a dynamic programing approach to stochastic optimal control problems with dynamic, time-consistent risk constraints. Constrained stochastic optimal control problems, which naturally arise when one has to consider…

最优化与控制 · 数学 2015-11-24 Yin-Lam Chow , Marco Pavone

Science and technology have a growing need for effective mechanisms that ensure reliable, controlled performance from black-box machine learning algorithms. These performance guarantees should ideally hold conditionally on the input-that is…

机器学习 · 计算机科学 2025-03-28 Vincent Blot , Anastasios N Angelopoulos , Michael I Jordan , Nicolas J-B Brunel

Numerous solutions for yield estimation are either based on data-driven models, or on crop-simulation models (CSMs). Researchers tend to build data-driven models using nationwide crop information databases provided by agencies such as the…

机器学习 · 计算机科学 2023-06-21 Renato Luiz de Freitas Cunha , Bruno Silva , Priscilla Barreira Avegliano

Trajectory optimization with contact-rich behaviors has recently gained attention for generating diverse locomotion behaviors without pre-specified ground contact sequences. However, these approaches rely on precise models of robot dynamics…

机器人学 · 计算机科学 2020-09-29 Luke Drnach , Ye Zhao

We consider a stochastic impulse control problem that is motivated by applications such as the optimal exploitation of a natural resource. In particular, we consider a stochastic system whose uncontrolled state dynamics are modelled by a…

最优化与控制 · 数学 2024-08-27 Zhesheng Liu , Mihail Zervos

Planning and control for uncertain contact systems is challenging as it is not clear how to propagate uncertainty for planning. Contact-rich tasks can be modeled efficiently using complementarity constraints among other techniques. In this…

机器人学 · 计算机科学 2023-12-12 Yuki Shirai , Devesh K. Jha , Arvind U. Raghunathan

Crop management involves a series of critical, interdependent decisions or actions in a complex and highly uncertain environment, which exhibit distinct spatial and temporal variations. Managing resource inputs such as fertilizer and…

The Bayesian inversion method demonstrates significant potential for solving inverse problems, enabling both point estimation and uncertainty quantification (UQ). However, Bayesian maximum a posteriori (MAP) estimation may become unstable…

数值分析 · 数学 2025-06-04 Ruibiao Song , Liying Zhang

Any organism is embedded in an environment that changes over time. The timescale for and statistics of environmental change, the precision with which the organism can detect its environment, and the costs and benefits of particular protein…

定量方法 · 定量生物学 2023-07-19 David A. Sivak , Matt Thomson

Long-term reservoir management often uses bounds on the reservoir level, between which the operator can work. However, these bounds are not always kept up-to-date with the latest knowledge about the reservoir drainage area, and thus become…

最优化与控制 · 数学 2018-01-29 Thibaut Cuvelier , Pierre Archambeau , Benjamin Dewals , Quentin Louveaux

Bayesian optimization is a sample-efficient method for solving expensive, black-box optimization problems. Stochastic programming concerns optimization under uncertainty where, typically, average performance is the quantity of interest. In…

机器学习 · 统计学 2025-02-19 Jack M. Buckingham , Ivo Couckuyt , Juergen Branke

We consider a multi-period stochastic control problem where the multivariate driving stochastic factor of the system has known marginal distributions but uncertain dependence structure. To solve the problem, we propose to implement the…

最优化与控制 · 数学 2022-09-13 Erhan Bayraktar , Tao Chen

Water is essential for agricultural productivity. Assessing water shortages and reduced yield potential is a critical factor in decision-making for ensuring agricultural productivity and food security. Crop simulation models, which align…

机器学习 · 计算机科学 2025-10-22 Miro Miranda , Marcela Charfuelan , Matias Valdenegro Toro , Andreas Dengel

Agriculture plays a fundamental role in driving economic growth and ensuring food security for populations around the world. Although labor-intensive agriculture has led to steady increases in food grain production in many developing…

Real-time dispatch practices for operating the electric grid in an economic and reliable manner are evolving to accommodate higher levels of renewable energy generation. In particular, stochastic optimization is receiving increased…

最优化与控制 · 数学 2018-06-28 Ryan N. King , Matthew Reynolds , Devon Sigler , Wesley Jones

Decisions in agriculture are frequently based on weather. With an increase in the availability and affordability of off-the-shelf weather stations, farmers able to acquire localised weather information. However, with uncertainty in the…