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The wait-and-judge scenario approach applied to antenna array design

Author

Listed:
  • Algo Carè

    (University of Brescia)

  • Simone Garatti

    (Politecnico di Milano)

  • Marco C. Campi

    (University of Brescia)

Abstract

The scenario optimisation approach is a methodology for finding solutions to uncertain convex problems by resorting to a sample of data, which are called “scenarios”. In a min–max set-up, the solution delivered by the scenario approach comes with tight probabilistic guarantees on its risk defined as the probability that an empirical cost threshold will be exceeded when the scenario-based solution is adopted. While the standard theory of scenario optimisation has related the risk of the data-based solution to the number of optimisation variables, a more recent approach, called the “wait-and-judge” scenario approach, enables the user to assess the risk of the solution in a data-dependent way, based on the number of decisive scenarios (“support scenarios”). The aim of this paper is to illustrate the potentials of the wait-and-judge approach for min–max sample-based design and we shall consider to this purpose an antenna array design problem.

Suggested Citation

  • Algo Carè & Simone Garatti & Marco C. Campi, 2019. "The wait-and-judge scenario approach applied to antenna array design," Computational Management Science, Springer, vol. 16(3), pages 481-499, July.
    • Handle: RePEc:spr:comgts:v:16:y:2019:i:3:d:10.1007_s10287-019-00345-5
    DOI: 10.1007/s10287-019-00345-5
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    References listed on IDEAS

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    Cited by:

    1. Ritter, Andreas & Widmer, Fabio & Duhr, Pol & Onder, Christopher H., 2022. "Long-term stochastic model predictive control for the energy management of hybrid electric vehicles using Pontryagin’s minimum principle and scenario-based optimization," Applied Energy, Elsevier, vol. 322(C).

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