OPTIMIZATION APPLIED ON REGULATORY AND ECO-FINANCE NETWORKS - SURVEY AND NEW DEVELOPMENTS -

Date

2010-05-01

Author

Weber, Gerhard Wilhelm
Kropat, Erik
Tezel, Aysun
Belen, Selma

Metadata

Show full item record

This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

Item Usage Stats

148
views

0
downloads

In this paper we survey recent advances and mathematical foundations of regulatory networks. We explain their interdisciplinary implications with special regard to Operational Research and financial sciences and introduce the so-called eco-finance networks. These networks, originally developed in the context of modeling and prediction of gene-expression patterns, have proved to provide a conceptual framework for the modeling of dynamical systems with respect to errors and uncertainty as well as the influence of certain environmental items. Given the noise-prone measurement data we extract nonlinear differential equations to describe and investigate the interactions and regulating effects between the data items of interest and the environmental items. In particular, these equations reflect data uncertainty by the use of interval arithmetics and comprise unknown parameters resulting in a wide variety of the model. For an identification of these parameters Chebychev approximation and generalized semi-infinite optimization are applied. In addition, the time-discrete counterparts of the nonlinear equations are introduced and their parametrical stability is investigated by a combinatorial algorithm which detects the region of parameter stability. We analyze the structural stability of the regulatory networks, we discuss a modeling by stochastic differential equations and explain how spline regression applied in an additive model could be integrated into our analysis. We conclude with two examples for eco-finance networks in the fields of CO2-emissions-control and portfolio Optimization for natural gas transportation systems.

Subject Keywords

Regulatory networks, Gene-environment-networks, Eco-finance-networks, Uncertainty, Generalized semi-infinite programming, Stochastic differential equations, Spline regression

URI

https://hdl.handle.net/11511/54612

Journal

PACIFIC JOURNAL OF OPTIMIZATION

Collections

Graduate School of Applied Mathematics, Article

Suggestions

OpenMETU
Core

Robust optimization in spline regression models for multi-model regulatory networks under polyhedral uncertainty Ozmen, Ayse; Kropat, Erik; Weber, Gerhard Wilhelm (2017-01-01) In our study, we integrate the data uncertainty of real-world models into our regulatory systems and robustify them. We newly introduce and analyse robust time-discrete target-environment regulatory systems under polyhedral uncertainty through robust optimization. Robust optimization has reached a great importance as a modelling framework for immunizing against parametric uncertainties and the integration of uncertain data is of considerable importance for the model's reliability of a highly interconnected ...
A survey on OR and mathematical methods applied on gene-environment networks Weber, Gerhard Wilhelm; Kropat, Erik; Öztürk, Başak; Gorgulu, Zafer-Korcan (Springer Science and Business Media LLC, 2009-09-01) In this paper, we survey the recent advances and mathematical foundations of gene-environment networks. We explain their interdisciplinary implications with special regard to human and life sciences as well as financial sciences. Special attention is paid to applications in Operational Research and environmental protection. Originally developed in the context of modeling and prediction of gene-expression patterns, gene-environment networks have proved to provide a conceptual framework for the modeling of dy...
Optimization of long-term investments of electric distribution systems considering planning metrics KOC, Mehmet; TOR, Osman Bulent; CEBECI, Mahmut Erkut; Güven, Ali Nezih; GULER, Firat; TASKIN, Hacer; TUNCER, Atiye; OKUL, Ufuk (2017-04-21) This paper presents a dynamic planning algorithm methodology which optimizes long-term primary electric distribution network investments considering planning metrics. An algorithm which calculates a representative primary network model of distribution grids, whose primary and secondary networks are intricate, is developed. It is aimed to facilitate assessment of primary distribution network investment requirements and thereby defining grid investment candidates effectively. A planning algorithm, which consi...
Non-linear programming models for sector and policy analysis Bauer, Siegfried; Kasnakoglu, Haluk (Elsevier BV, 1990-7) This paper examines the basic problems of the mathematical programming models used for agricultural sector and policy analysis. Experience with traditional programming models shows that a considerable improvement in performance is possible by adequately incorporating non-linear relationships. Particular emphasis will be given to the calibration and validation problems involved in this type of model. With the help of the Turkish agricultural sector model it will be demonstrated that an empirical specificatio...
Analysis of an inventory system under supply uncertainty Gullu, R; Onol, E; Erkip, N (Elsevier BV, 1999-03-20) In this paper, we analyze a periodic review, single-item inventory model under supply uncertainty. The objective is to minimize expected holding and backorder costs over a finite planning horizon under the supply constraints. The uncertainty in supply is modeled using a three-point probability mass function. The supply is either completely available, partially available, or the supply is unavailable. Machine breakdowns, shortages in the capacity of the supplier, strikes, etc., are possible causes of uncerta...

Citation Formats

G. W. Weber, E. Kropat, A. Tezel, and S. Belen, “OPTIMIZATION APPLIED ON REGULATORY AND ECO-FINANCE NETWORKS - SURVEY AND NEW DEVELOPMENTS -,” PACIFIC JOURNAL OF OPTIMIZATION, pp. 319–340, 2010, Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/54612.