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Numerical methods for probabilistic constrained optimization problem where random variables have degenerate continuous distribution

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Title
Numerical methods for probabilistic constrained optimization problem where random variables have degenerate continuous distribution
Name (type = personal)
NamePart (type = family)
Myndyuk
NamePart (type = given)
Olga
NamePart (type = date)
1979-
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Olga Myndyuk
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author
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Prekopa
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Andras
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Andras Prekopa
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Advisory Committee
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chair
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Boros
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Endre
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Endre Boros
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Advisory Committee
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co-chair
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Gurvich
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Vladimir
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Vladimir Gurvich
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Advisory Committee
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internal member
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BEN-ISRAEL
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ADI
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ADI BEN-ISRAEL
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Advisory Committee
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internal member
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Baykal-Gursoy
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Melike
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Melike Baykal-Gursoy
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Advisory Committee
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outside member
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Merve
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Merve Unuvar
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Advisory Committee
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outside member
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Rutgers University
Role
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degree grantor
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Graduate School - New Brunswick
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school
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Text
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theses
OriginInfo
DateCreated (qualifier = exact)
2016
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2016-05
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2016
Place
PlaceTerm (type = code)
xx
Language
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eng
Abstract (type = abstract)
Several probabilistic constrained problems (single commodity stochastic network design problem and water reservoir problem) are formulated and solved by use of different numerical methods. The distribution considered are degenerate normal and uniform distributions. The network design problem is to find optimal node and arc capacities under some deterministic and probabilistic constraints that ensure the satisfiability of all demands on a given probability level. The large number of feasibility inequalities is reduced to a much smaller number of them and an equivalent reformulation takes us to a specially structured semi-infinite LP. This, in turn, is solved by a combination of inner and outer algorithms providing us with both lower and upper bounds for the optimum at each iteration. The flood control and serially linked reservoir network design with consecutive k-out-of-n type reliability problems are formulated, simplified and solved. Alternative, derivative-free methods, are proposed and implemented. Various numerical examples are presented and solution methods software library is developed.
Subject (authority = RUETD)
Topic
Operations Research
Subject (authority = ETD-LCSH)
Topic
Stochastic processes
Subject (authority = ETD-LCSH)
Topic
Mathematical optimization
RelatedItem (type = host)
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Title
Rutgers University Electronic Theses and Dissertations
Identifier (type = RULIB)
ETD
Identifier
ETD_7058
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electronic resource
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application/pdf
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text/xml
Extent
1 online resource (vi, 89 p. : ill.)
Note (type = degree)
Ph.D.
Note (type = bibliography)
Includes bibliographical references
Note (type = statement of responsibility)
by Olga Myndyuk
RelatedItem (type = host)
TitleInfo
Title
Graduate School - New Brunswick Electronic Theses and Dissertations
Identifier (type = local)
rucore19991600001
Location
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NjNbRU
Identifier (type = doi)
doi:10.7282/T35D8V1M
Genre (authority = ExL-Esploro)
ETD doctoral
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Rights

RightsDeclaration (ID = rulibRdec0006)
The author owns the copyright to this work.
RightsHolder (type = personal)
Name
FamilyName
Myndyuk
GivenName
Olga
Role
Copyright Holder
RightsEvent
Type
Permission or license
DateTime (encoding = w3cdtf); (qualifier = exact); (point = start)
2016-03-13 13:55:20
AssociatedEntity
Name
Olga Myndyuk
Role
Copyright holder
Affiliation
Rutgers University. Graduate School - New Brunswick
AssociatedObject
Type
License
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Author Agreement License
Detail
I hereby grant to the Rutgers University Libraries and to my school the non-exclusive right to archive, reproduce and distribute my thesis or dissertation, in whole or in part, and/or my abstract, in whole or in part, in and from an electronic format, subject to the release date subsequently stipulated in this submittal form and approved by my school. I represent and stipulate that the thesis or dissertation and its abstract are my original work, that they do not infringe or violate any rights of others, and that I make these grants as the sole owner of the rights to my thesis or dissertation and its abstract. I represent that I have obtained written permissions, when necessary, from the owner(s) of each third party copyrighted matter to be included in my thesis or dissertation and will supply copies of such upon request by my school. I acknowledge that RU ETD and my school will not distribute my thesis or dissertation or its abstract if, in their reasonable judgment, they believe all such rights have not been secured. I acknowledge that I retain ownership rights to the copyright of my work. I also retain the right to use all or part of this thesis or dissertation in future works, such as articles or books.
Copyright
Status
Copyright protected
Availability
Status
Open
Reason
Permission or license
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2016-03-13T13:53:30
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