Necessary optimality conditions for discrete systems with state-dependent control region
Non-parametric approximation of non-anticipativity constraints in scenario-based multistage stochastic programming
We propose two methods to solve multistage stochastic programs when only a (large) finite set of scenarios is available. The usual scenario tree construction to represent non-anticipativity constraints is replaced by alternative discretization schemes coming from non-parametric estimation ideas. In the first method, a penalty term is added to the objective so as to enforce the closeness between decision variables and the Nadaraya–Watson estimation of their conditional expectation. A numerical application...
Nonparametric Maximum Likelihood Estimation of a Probability Density via Mathematical Programming.
Nonserial dynamic programming for optimal register assignment
Non-stochastic uncertainty quantification of a multi-model response
The focus is put on the application of fuzzy sets and Dempster-Shafer theory in assessing the nature and extent of uncertainty in the response of models that model the same phenomenon and depend on fuzzy input data. Dempster-Shafer theory uses a weighted family of fixed sets called the focal elements to evaluate the relationship between an arbitrarily chosen set and the focal elements. It is proposed to create at least weighted focal elements on the basis of 1) the responses to fuzzy inputs...
Numerical modelling of semi-coercive beam problem with unilateral elastic subsoil of Winkler's type
A non-linear semi-coercive beam problem is solved in this article. Suitable numerical methods are presented and their uniform convergence properties with respect to the finite element discretization parameter are proved here. The methods are based on the minimization of the total energy functional, where the descent directions of the functional are searched by solving the linear problems with a beam on bilateral elastic ``springs''. The influence of external loads on the convergence properties is...