Robust linear optimization under general norms

We explicitly characterize the robust counterpart of a linear programming problem with uncertainty set described by an arbitrary norm. Our approach encompasses several approaches from the literature and provides guarantees for constraint violation under probabilistic models that allow arbitrary dependencies in the distribution of the uncertain coefficients.     

两个回归函数相等的Bootstrap检验

两个回归参数相等性检验一直是统计界感兴趣的问题之一．在这篇文章中，四个检验统计量被用于度量两曲线的差异，在原假设下统计量的分布采用向量数据的重复抽样来逼近，并给出了—些模拟结果．     

A system-theoretic framework for a wide class of systems I: Applications to numerical analysis

A system-theoretic framework is proposed, which allows the study of hybrid uncertain systems, which do not satisfy the so-called “semigroup property.” Characterizations of the notion of robust global asymptotic output stability (RGAOS) are given. Based on the provided characterizations, the qualitative behavior of hybrid systems obtained by time-discretization of systems of ordinary differential equations with a globally asymptotically stable equilibrium point, is studied.     

On the S-procedure and Some Variants

We give a concise review and extension of S-procedure that is an instrumental tool in control theory and robust optimization analysis. We also discuss the approximate S-Lemma as well as its applications in robust optimization.The many suggestions and detailed corrections of an anonymous referee are gratefully acknowledged.     

Feedback stabilization of snap-through buckling in a preloaded two-bar linkage with hysteresis

We study a linearly damped preloaded two-bar linkage that exhibits hysteresis due to the presence of multiple attracting equilibria. The dynamics at the unstable equilibrium, through which a snap-through buckle occurs, are not linearizable due to a solution-dependent singularity. We stabilize the unstable equilibrium using two distinct non-linear controllers. The feedback-linearization controller requires knowledge of the linkage parameters, whereas the robust version of the intrinsic non-linear proportional-derivative controller requires only an upper bound on the stiffness.     

稳定回归法用于复方氯丙嗪片的测定

本文应用稳定回归法用于紫外重叠光谱的分析。以复方氯丙嗪为例,不经分离,测定了盐酸氯丙嗪和盐酸异丙嗪的含量。与最小二乘回归法比较,提高了测定结果的准确度和精密度。结果满意。     

Design of robust differential microphone arrays with the Jacobi–Anger expansion

Due to their small size, differential microphone arrays (DMAs) are very attractive. Moreover, they have been effective in combating noise and reverberation. Recently, a new class of DMAs of different orders have been developed with the MacLaurin’s series and the frequency-independent patterns. However, the MacLaurin’s series does not approximate well the exponential function, which appears in the general definition of the beampattern, when the intersensor spacing is not small enough. To circumvent this problem, we propose in this paper to approximate the exponential function with the Jacobi–Anger expansion. Based on this approximation and the frequency-independent Chebyshev patterns, we derive first-, second-, and third-order DMAs. Furthermore, in order to improve the robustness of DMAs against white noise amplification, we propose to use more microphones combined with minimum-norm filters. It is also shown that the Jacobi–Anger expansion is optimal from a mean-squared error perspective. Simulations are carried out to evaluate the performance of the proposed DMAs.     

Phenyl Sulphonyl Acetaldehyde Diethyl Acetal: A New Robust 1,2-Diol Protective Group

Abstract

A simple preparation of a novel resilient protective group for 1,2-diols is described herein which is remarkably stable in the presence of extremely harsh basic conditions as well as acidic media. The title reagent's versatility is detailed with numerous examples.

     

Pathwise superhedging for time-dependent barrier options on càdlàg paths—Finite or infinite tradeable European,One-Touch,lookback or forward starting options

We establish pathwise duality using simple predictable trading strategies for the robust hedging problem associated with a barrier option whose payoff depends on the terminal level and the infimum of a càdlàg strictly positive stock price process, given tradeable European options at all strikes at a single maturity. The result allows for a significant dimension reduction in the computation of the superhedging cost, via an alternate lower-dimensional formulation of the primal problem as a convex optimization problem, which is qualitatively similar to the duality which was formally sketched using linear programming arguments in Duembgen and Rogers [10] for the case where we only consider continuous sample paths. The proof exploits a simplification of a classical result by Rogers (1993) which characterizes the attainable joint laws for the supremum and the drawdown of a uniformly integrable martingale (not necessarily continuous), combined with classical convex duality results from Rockefellar (1974) using paired spaces with compatible locally convex topologies and the Hahn–Banach theorem. We later adapt this result to include additional tradeable One-Touch options using the Kertz and Rösler (1990) condition. We also compute the superhedging cost when in the more realistic situation where there is only finite tradeable European options; for this case we obtain the full duality in the sense of quantile hedging as in Soner (2015), where the superhedge works with probability $1?\epsilon$ where $\epsilon$ can be arbitrarily small), and we obtain an upper bound for the true pathwise superhedging cost. In Section 5, we extend our analysis to include time-dependent barrier options using martingale coupling arguments, where we now have tradeable European options at both maturities at all strikes and tradeable forward starting options at all strikes. This set up is designed to approximate the more realistic situation where we have a finite number of tradeable Europeans at both maturities plus a finite number of tradeable forward starting options.¹