Coping with uncertainty: Robust solutions

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Support for addressing the on-going global changes needs solutions for new scientific problems which in turn require new concepts and tools. A key issue concerns a vast variety of irreducible uncertainties, including extreme events of high multidimensional consequences, e.g., the climate change. The dilemma is concerned with enormous costs versus massive uncertainties of extreme impacts. Traditional scientific approaches rely on real observations and experiments. Yet no sufficient observations exist for new problems, and "pure" experiments, and learning by doing may be expensive, dangerous, or impossible. In addition, the available historical observations are often contaminated by past actions, and policies. Thus, tools are presented for the explicit treatment of uncertainties using "synthetic" information composed of available "hard" data from historical observations, the results of possible experiments, and scientific facts, as well as "soft" data from experts' opinions, and scenarios.

Author(s): Y. Ermoliev, M. Makowski, K. Marti (auth.), Kurt Marti, Yuri Ermoliev, Marek Makowski (eds.)
Series: Lecture Notes in Economics and Mathematical Systems 633
Edition: 1
Publisher: Springer-Verlag Berlin Heidelberg
Year: 2010

Language: English
Pages: 277
Tags: Operations Research/Decision Theory; Optimization; Computational Intelligence; Engineering Design

Front Matter....Pages 1-14
General Remarks on Robust Solutions....Pages 1-7
Front Matter....Pages 10-10
On Joint Modelling of Random Uncertainty and Fuzzy Imprecision....Pages 11-38
On the Approximation of a Discrete Multivariate Probability Distribution Using the New Concept of t -Cherry Junction Tree....Pages 39-56
Front Matter....Pages 58-58
Induced Discounting and Risk Management....Pages 59-77
Cost Effective and Environmentally Safe Emission Trading Under Uncertainty....Pages 79-99
Robust Design of Networks Under Risks....Pages 101-137
Front Matter....Pages 140-140
Optimal Ellipsoidal Estimates of Uncertain Systems: An Overview and New Results....Pages 141-161
Expected Total Cost Minimum Design of Plane Frames by Means of Stochastic Linear Programming Methods....Pages 163-192
Front Matter....Pages 194-194
Uncertainty in the Future Nitrogen Load to the Baltic Sea Due to Uncertain Meteorological Conditions....Pages 195-208
Planning Sustainable Agricultural Development Under Risks....Pages 209-227
Dealing with Uncertainty in GHG Inventories: How to Go About It?....Pages 229-245
Uncertainty Analysis of Weather Controlled Systems....Pages 247-258
Estimation of the Error in Carbon Dioxide Column Abundances Retrieved from GOSAT Data....Pages 259-277