Accession Number:

AD1096634

Title:

Coherent Risk-Adjusted Decisions over Time: a Bilevel Programming Approach (Renewal)

Descriptive Note:

Technical Report,15 Jul 2015,14 Jul 2019

Corporate Author:

RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY NEWARK United States

Personal Author(s):

Report Date:

2019-10-17

Pagination or Media Count:

7.0

Abstract:

This report details the research performed under AFOSR grant FA9550-15-1-0251. We investigated and published peer reviewed papers concerning the following topics risk-averse control of various kinds of stochastic systems, risk measurement of partially observable Markov processes, fundamental modeling issues risk-averse optimization over time, numerical methods for large-scale non-differentiable optimization, and application of operations-research-related optimization techniques to problems in machine learning.

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE