Browsing Theses by Title
Now showing items 10540-10559 of 15522
-
Optimal Portfolio Rule: When There is Uncertainty in The Parameter Estimates
(University of Waterloo, 2012-04-11)The classical mean-variance model, proposed by Harry Markowitz in 1952, has been one of the most powerful tools in the field of portfolio optimization. In this model, parameters are estimated by their sample counterparts. ... -
Optimal Portfolio Selection Under the Estimation Risk in Mean Return
(University of Waterloo, 2008-01-17)This thesis investigates robust techniques for mean-variance (MV) portfolio optimization problems under the estimation risk in mean return. We evaluate the performance of the optimal portfolios generated by the min-max ... -
Optimal Power Allocation for a Successive Refinable Source with Multiple Descriptions over a Fading Relay Channel Using Broadcast/Multicast Strategies
(University of Waterloo, 2009-09-29)In a wireless fading relay system with multicast/broadcast transmission, one of the most crucial challenges is the optimization of a transmission rate under multiuser channel diversity. Previously reported solutions for ... -
Optimal Power-Sharing Control for MTDC Systems
(University of Waterloo, 2020-01-27)Power systems have been developing over the past few decades, especially in terms of increasing efficiency and reliability, as well as in meeting the recent rapid growth in demand. Therefore, High Voltage Direct Current ... -
Optimal Processing Pathway for Sludge-to-Energy Technologies: A Superstructure Optimization-Based MINLP Model
(University of Waterloo, 2022-04-27)The perception of sewage sludge has been increasingly changing from being a waste, that is a burden to the environment and society, to a useful resource of materials and renewable energy. There are several available ... -
Optimal Reconfiguration of Complex Production Lines for Profit Maximization via Simulation Modeling
(University of Waterloo, 2014-11-21)With the recent trend of re-shoring, transferring manufacturing systems from a workforce-intensive to a capital-intensive production environment becomes more common. One challenge multinational manufacturing companies may ... -
Optimal Reinsurance Designs: from an Insurer’s Perspective
(University of Waterloo, 2009-09-30)The research on optimal reinsurance design dated back to the 1960’s. For nearly half a century, the quest for optimal reinsurance designs has remained a fascinating subject, drawing significant interests from both academicians ... -
Optimal Reinsurance Retentions under Ruin-Related Optimization Criteria
(University of Waterloo, 2008-12-02)Quota-share and stop-loss/excess-of-loss reinsurances are two important reinsurance strategies. An important question, both in theory and in application, is to determine optimal retentions for these reinsurances. In ... -
Optimal Relay Station Placement in Broadband Wireless Access Networks
(University of Waterloo, 2012-08-31)With the development of IEEE 802.16j multihop relay protocol, the requirement to enhance the network capacity in a wireless network has been met e ectively. In this thesis, we study the capacity enhancement problem for a ... -
Optimal Renewable Energy Integration into the Process Industry and Energy Infrastructure Using the Multi-Energy Hub Approach with Economic and Environmental Considerations
(University of Waterloo, 2019-01-08)Fossil fuels are an integral part of the current energy infrastructure and the major contributor towards carbon emissions. Energy intensive industries and local energy framework, inclusive of the transport sector, can be ... -
Optimal Retirement Planning: Scenario Generation, Preferences, and Objectives
(University of Waterloo, 2018-09-20)The global trend of shifting from defined benefit (DB) to defined contribution (DC) workplace pension plans is putting growing pressure on individuals to take more ownership in retirement planning and financial decision-making. ... -
Optimal Routing in Battery-Powered Vehicles
(University of Waterloo, 2013-01-25)The increased interest in reducing greenhouse gas emissions has motivated renewed interest in electric vehicles technology as an alternative to current fossil-fuel based transportation equipment. Electric vehicles (EVs) ... -
Optimal Scheduling for Asymmetric Multi-core Server Processors
(University of Waterloo, 2014-09-16)The arrival rate of jobs at servers in a data-center can vary significantly over time. The servers in data-centers are typically multi-core processors, which allow jobs to be processed at different degrees of parallelism ... -
Optimal Scheduling for Chemical Processes and its Integration with Design and Control
(University of Waterloo, 2015-02-13)Optimal scheduling is an active area of research as the economics of many chemical processes is affected to a great extent with the optimality of schedules of their operations. Effective use of resources and their capacities ... -
Optimal Sensor Location for the Estimation of a Linear Dispersive Wave Equation
(University of Waterloo, 2015-08-07)The problem of optimal sensor location for the estimation of a linear dispersive wave equation is considered in this work. A steady-state Kalman filter was used as an optimal state observer with localized velocity information ... -
Optimal Shipping Decisions in an Airfreight Forwarding Network
(University of Waterloo, 2012-01-23)This thesis explores three consolidation problems derived from the daily operations of major international airfreight forwarders. First, we study the freight forwarder's unsplittable shipment planning problem in an ... -
Optimal Signaling and Labelling For Constellation-Constrained Communication Systems
(University of Waterloo, 2013-01-25)Most communication systems use a finite signal set as their alphabet set to form a codebook to transmit data over a communication channel in a reliable fashion. The problem with Conventional methods which implement Coded ... -
Optimal Siting and Sizing of Solar Photovoltaic Distributed Generation to Minimize Loss, Present Value of Future Asset Upgrades and Peak Demand Costs on a Real Distribution Feeder
(University of Waterloo, 2011-08-31)The increasing penetration of distributed generation (DG) in power distribution systems presents technical and economic benefits as well as integration challenges to utility engineers. Governments are beginning to acknowledge ... -
Optimal Sizing of Battery/Ultracapacitor-Based Energy Storage Systems in Electric Vehicles
(University of Waterloo, 2015-01-19)In recent years, electrification of powertrain has gradually become the core of research and development efforts in automotive industry. This is mainly due to the fact that electrified powertrains can effectively alleviate ... -
The Optimal Steady-State Control Problem
(University of Waterloo, 2019-04-05)Many engineering systems -- including electrical power networks, chemical processing plants, and communication networks -- have a well-defined notion of an "optimal'" steady-state operating point. This optimal operating ...