Chance-constrained optimization & optimal control problems

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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...

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Bibliographic Details
Main Author:	Sun, Yufei
Format:	Thesis
Language:	English
Published:	Curtin University 2015
Online Access:	http://hdl.handle.net/20.500.11937/183

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