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

Optimization of decisions regarding multiple assets in the presence of various underlying uncertainties
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.
Information query
Patent Agency Ranking
0/0