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Optimization of decisions regarding multiple assets in the presence of various underlying uncertainties
Optimization of decisions regarding multiple assets in the presence of various underlying uncertainties
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机译：在存在各种潜在不确定性的情况下优化有关多种资产的决策
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摘要
A client-server based system for building and executing flows (i.e., interconnected systems of algorithms). The client allows a user to build a flow specification and send the flow specification to the server. The server assembles the flow from the flow spec and executes the flow. A decision flow builder allows the user to build a flow targeted for the analysis/optimization of decisions (modeled by decision variables) regarding a plurality of assets in view of various underlying uncertainties (modeled by uncertainty variables). The user may specify a global objective (as a function of asset level statistics) as well and one or more constraints for the optimization. The flow may account for inter-asset correlations and inter-asset dependencies between uncertainty variables, and, inter-asset constraints between decision variables.
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