Invention Grant
US08457997B2 Optimization of decisions regarding multiple assets in the presence of various underlying uncertainties
有权
在存在各种潜在不确定性的情况下优化关于多个资产的决策
- Patent Title: Optimization of decisions regarding multiple assets in the presence of various underlying uncertainties
- Patent Title (中): 在存在各种潜在不确定性的情况下优化关于多个资产的决策
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Application No.: US11215737Application Date: 2005-08-30
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Publication No.: US08457997B2Publication Date: 2013-06-04
- Inventor: Keshav Narayanan , David Heath , Alvin Stanley Cullick
- Applicant: Keshav Narayanan , David Heath , Alvin Stanley Cullick
- Applicant Address: US TX Houston
- Assignee: Landmark Graphics Corporation
- Current Assignee: Landmark Graphics Corporation
- Current Assignee Address: US TX Houston
- Agency: Meyertons Hood Kivlin Kowert & Goetzel, P.C.
- Agent Bradley A. Misley; Mark K. Brightwell
- Main IPC: G06Q10/00
- IPC: G06Q10/00

Abstract:
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.
Public/Granted literature
- US20060247990A1 Optimization of decisions regarding multiple assets in the presence of various underlying uncertainties Public/Granted day:2006-11-02
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