This book introduces methods of robust optimization in multivariate adaptive regression splines (MARS) and Conic MARS in order to handle uncertainty and non-linearity. The proposed techniques are implemented and explained in two-model regulatory systems that can be found in the …
This book introduces methods of robust optimization in multivariate adaptive regression splines (MARS) and Conic MARS in order to handle uncertainty and non-linearity. The proposed techniques are implemented and explained in two-model regulatory systems that can be found in the …
This book is about making decisions driven by experience. In this context, a scenario is an observation that comes from the environment, and scenario optimization refers to optimizing decisions over a set of available scenarios. Scenario optimization can be applied across a vari…
Introduction to the scenario approach
by Campi, Marco, Garatti, Simone
fromMOS-SIAM series on optimization
This book is about making decisions driven by experience. In this context, a scenario is an observation that comes from the environment, and scenario optimization refers to optimizing decisions over a set of available scenarios. Scenario optimization can be applied across a vari…
This book covers robust optimization theory and applications in the electricity sector. The advantage of robust optimization with respect to other methodologies for decision making under uncertainty are first discussed. Then, the robust optimization theory is covered in a friend…