A new probabilistic robust optimization method

Yue, Hong and Jiang, Weisun (1996) A new probabilistic robust optimization method. In: Information Intelligence and Systems. International Academic Publishing, Beijing, pp. 2205-2209. ISBN 7800033813

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Abstract

Within the framework of probabilistic description, the probabilistic robust optimization(PRO) method has been developed for parametric uncertain systems by replacing the conventional hard bounds with the soft bounds. The parameter space has been regarded as an entirety with probabilistic weighted performances as the optimization performance. Simulation results demonstrate the advantage of the new method over the conventional approaches as it takes all parametric perturbations into account.