Chance-constrained optimization & optimal control problems
Four optimization or optimal control problems subject to probabilistic constraints are studied. The first identifies the optimal portfolio using a new probabilistic risk measure while maximizing return. The second explores a preventive-based maintenance scheduling problem while minimizing the total...
| Main Author: | |
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| Format: | Thesis |
| Language: | English |
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Curtin University
2015
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| Online Access: | http://hdl.handle.net/20.500.11937/183 |
| _version_ | 1848743306988617728 |
|---|---|
| author | Sun, Yufei |
| author_facet | Sun, Yufei |
| author_sort | Sun, Yufei |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | Four optimization or optimal control problems subject to probabilistic constraints are studied. The first identifies the optimal portfolio using a new probabilistic risk measure while maximizing return. The second explores a preventive-based maintenance scheduling problem while minimizing the total cost of operation. The third investigates how asset allocation of a pension fund should change in the face of default risk. The fourth suggests the optimal manpower scheduling which minimizes the salary costs of the employees. |
| first_indexed | 2025-11-14T05:43:29Z |
| format | Thesis |
| id | curtin-20.500.11937-183 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T05:43:29Z |
| publishDate | 2015 |
| publisher | Curtin University |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-1832017-02-20T06:41:17Z Chance-constrained optimization & optimal control problems Sun, Yufei Four optimization or optimal control problems subject to probabilistic constraints are studied. The first identifies the optimal portfolio using a new probabilistic risk measure while maximizing return. The second explores a preventive-based maintenance scheduling problem while minimizing the total cost of operation. The third investigates how asset allocation of a pension fund should change in the face of default risk. The fourth suggests the optimal manpower scheduling which minimizes the salary costs of the employees. 2015 Thesis http://hdl.handle.net/20.500.11937/183 en Curtin University fulltext |
| spellingShingle | Sun, Yufei Chance-constrained optimization & optimal control problems |
| title | Chance-constrained optimization & optimal control problems |
| title_full | Chance-constrained optimization & optimal control problems |
| title_fullStr | Chance-constrained optimization & optimal control problems |
| title_full_unstemmed | Chance-constrained optimization & optimal control problems |
| title_short | Chance-constrained optimization & optimal control problems |
| title_sort | chance-constrained optimization & optimal control problems |
| url | http://hdl.handle.net/20.500.11937/183 |