PPT-Optimization under Uncertainty

Uncertainty Irreducible uncertainty is inherent to a system Epistemic uncertainty is caused by the subjective lack of knowledge by the algorithm designer In optimization problems uncertainty can be represented by a vector of random variables . Jake Blanchard. Spring 2010. Uncertainty Analysis for Engineers. 1. Introduction. We’ve discussed single-variable probability distributions. This lets us represent uncertain inputs. But what of variables that depend on these inputs? How do we represent their uncertainty?. Nick Bloom (Stanford & NBER). IMF Lectures, January 18. th. 2013. Talk summarizes a JEL draft with Fernandez-Villaverde and Schneider. Currently very scrappy and only the slides are on-line but hoping to post the paper on-line soon. Lecture One. Paul . Constantine. March 29, 2011. What is UQ???. Uncertainty Quantification – ME470. Paul Constantine. Combining computational models, physical observations, and possibly expert . judgment . Joseph B. Kadane. Carnegie Mellon University. kadane@stat.cmu.edu. “Prediction is difficult, especially about the future”. Niels. Bohr. Robert Storm Peterson. Yogi Berra. Samuel Goldwyn. Mark Twain. in Precipitation Data Records. Yudong Tian. Collaborators: Ling Tang, Bob Adler, George Huffman, . Xin Lin, Fang Yan, Viviana Maggioni and Matt Sapiano.  . University of Maryland & NASA/GSFC. http://sigma.umd.edu. . Avoidance. in 10 minutes. Geert Hofstede. January. 2015. Origin. of the term “. uncertainty. . avoidance. ”. One. of the . key. . concepts. in a “. behavioral. . theory. of the . firm. in Measurement. (IB text - Ch 11; AP text - section 1.4 pgs. 10-13 and A10-A13). All measurements have some degree of . uncertainty. . Therefore, we need to give some indication of the reliability of measurements and the uncertainties in the results calculated from these measurements. . Marcia McNutt. Editor-in-Chief. Science . family of Journals. Challenges with scientific uncertainty ...... Public perception that if scientists express uncertainty, they “don’t know they are talking about.”. US National Combustion Meeting‘17. April 25, 2017. University of Maryland. Pavan. B. . Govindaraju. Matthias . Ihme. Special thanks to . Tim Edwards, AFRL. CRECK Modeling Group in . Politecnico. Di Milano. environmental research. Liew Xuan Qi (A0157765N). Cheong Hui Ping (A0127945W). Hong Chuan Yin (A0155305M). Best Practice Approaches for Characterizing, Communicating, and Incorporating Scientific Uncertainty in Climate Decision Making. OUTLINE. Accelerator Pre-alignment background. Uncertainty and GUM supplement 1. PACMAN pre-alignment budgeting . CMM uncertainty modeling. Thermal uncertainty compensation and modeling. First stochastic modeling results. Damian . Staszek. Supervisors: Professor Dragan . Savic. & Professor . Guangtao. Fu. University of Exeter. ds463@exeter.ac.uk. . Every five years Water Only Companies (WOC) and Water and Sewage Companies (WaSC) publish their Water Resources Management Plans (WRMP) and Business Plans.. Accuracy vs. Precision. What is the difference?. Accuracy vs. Precision. Precision . accuracy. Exactness. Divisions on scale. Reproducibility. Uncertainty. Significant digits. Correctness. Calibration. Classification of algorithms. The DIRECT algorithm. Divided rectangles. Exploration and Exploitation as bi-objective optimization. Application to High Speed Civil Transport. Global optimization issues.