A new probabilistic robust optimization method

Hong Yue, Weisun Jiang

Research output: Chapter in Book/Report/Conference proceedingConference contribution book


Within the framework of probabilistic description, the probabilistic robust optimization(PRO) method has been developed for parametric uncertain systems by replacing the conventional hard bounds with the soft bounds. The parameter space has been regarded as an entirety with probabilistic weighted performances as the optimization performance. Simulation results demonstrate the advantage of the new method over the conventional approaches as it takes all parametric perturbations into account.
Original languageEnglish
Title of host publicationInformation Intelligence and Systems
Place of PublicationBeijing
Number of pages6
Publication statusPublished - 1996
EventIEEE International Conference on Systems, Man and Cybernetics - Beijing, China
Duration: 14 Oct 199617 Oct 1996


ConferenceIEEE International Conference on Systems, Man and Cybernetics


  • performance trade-offs
  • probabilistic robust optimization (PRO)
  • soft-bound description
  • parametric uncertainty
  • probabilistic weighting

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