Chance-constrained optimization & optimal control problems
dc.contributor.author | Sun, Yufei | |
dc.contributor.supervisor | Prof. Kok Lay Teo | |
dc.contributor.supervisor | Dr Ee Ling Grace Aw | |
dc.date.accessioned | 2017-01-30T09:46:54Z | |
dc.date.available | 2017-01-30T09:46:54Z | |
dc.date.created | 2015-06-09T06:21:40Z | |
dc.date.issued | 2015 | |
dc.identifier.uri | http://hdl.handle.net/20.500.11937/183 | |
dc.description.abstract |
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. | |
dc.language | en | |
dc.publisher | Curtin University | |
dc.title | Chance-constrained optimization & optimal control problems | |
dc.type | Thesis | |
dcterms.educationLevel | PhD | |
curtin.department | Department of Mathematics and Statistics | |
curtin.accessStatus | Open access |