Výsledky vyhľadávania - "Stochastic Programming Models"

Two-Stage Market Joint Clearance Considering Participation of Wind/Photovoltaic/Energy Storage Power Station in Flexible Ramping

Autori: CHENG Mingyang, XING Haijun, MI Yang, ZHANG Shenxi, TIAN Shuxin, SHEN Jie

Zdroj: Shanghai Jiaotong Daxue xuebao, Vol 59, Iss 10, Pp 1451-1463 (2025)

Predmety: uncertainty, stochastic programming models, flexible ramping products, wind/photovoltaic/energy storage power station, joint market clearing, Engineering (General). Civil engineering (General), TA1-2040, Chemical engineering, TP155-156, Naval architecture. Shipbuilding. Marine engineering, VM1-989

Popis súboru: electronic resource

Relation: https://xuebao.sjtu.edu.cn/article/2025/1006-2467/1006-2467-59-10-1451.shtml; https://doaj.org/toc/1006-2467

Prístupová URL adresa: https://doaj.org/article/f9eac120b4b248d4af59754ad875f00a

Optimal selection of a portfolio of options under Value-at-Risk constraints: a scenario approach

Autori: Georges Hübner Yves Crama Michael Schyns a ďalší

Prispievatelia: Georges Hübner Yves Crama Michael Schyns a ďalší

Zdroj: Annals of Operations Research. 181:683-708

Predmety: Operations Research, Business & economic sciences, STOCHASTIC-PROGRAMMING MODELS, Options, Value-at-Risk, ASSET/LIABILITY MANAGEMENT, 05 social sciences, 0211 other engineering and technologies, Quantitative methods in economics & management, 02 engineering and technology, Méthodes quantitatives en économie & gestion, CONTINGENT CLAIMS, 0502 economics and business, Sciences économiques & de gestion, TREE, GENERATION

Prístupová URL adresa: https://cris.maastrichtuniversity.nl/ws/files/6360396/2010_SchynsCramaH_bner_AOR.pdf
https://cris.maastrichtuniversity.nl/en/publications/19ccc955-8590-4ab0-8cd7-e7a39df203a6
https://doi.org/10.1007/s10479-009-0636-y
https://cris.maastrichtuniversity.nl/ws/files/6360396/2010_SchynsCramaH_bner_AOR.pdf
https://link.springer.com/article/10.1007/s10479-009-0636-y
https://orbi.uliege.be/handle/2268/76967
https://core.ac.uk/display/13322203
https://ideas.repec.org/a/spr/annopr/v181y2010i1p683-70810.1007-s10479-009-0636-y.html
https://econpapers.repec.org/RePEc:spr:annopr:v:181:y:2010:i:1:p:683-708:10.1007/s10479-009-0636-y
https://hdl.handle.net/2268/76967
https://doi.org/10.1007/s10479-009-0636-y

Uncertainties in stochastic programming models: The minimax approach

Autori: Dupacová, Jitka Jitka Dupacová

Prispievatelia: Dupacová, Jitka Jitka Dupacová

Predmety: stochastic programming models, minimax approach

Popis súboru: application/pdf

Relation: Is Part Of Dagstuhl Seminar Proceedings, Volume 5031, Algorithms for Optimization with Incomplete Information (2005); https://drops.dagstuhl.de/entities/document/10.4230/DagSemProc.05031.32

Dostupnosť: https://doi.org/10.4230/DagSemProc.05031.32
https://nbn-resolving.org/urn:nbn:de:0030-drops-452
https://drops.dagstuhl.de/entities/document/10.4230/DagSemProc.05031.32

A stochastic programming approach to the single machine makespan problem with random breakdowns ; Stokastik programlama yaklaşımı ile rassal arıza etkisinde tek makine çizelgeleme

Autori: Gürel, Tarık Azizoğlu, Meral Batun, Sakine a ďalší

Prispievatelia: Gürel, Tarık Azizoğlu, Meral Batun, Sakine a ďalší

Predmety: Single Machine Sequencing, Makespan, Stochastic Programming Models, Branch and Bound Algorithm, Random Breakdown, Arbis Subjects::Engineering and Technology::Industrial Engineering, Arbis Subjects::Engineering and Technology::Industrial Engineering::Stochastic Modeling, Arbis Subjects::Engineering and Technology::Industrial Engineering::Production Planning and Control::Scheduling

Popis súboru: application/pdf

Relation: https://hdl.handle.net/11511/101263

Dostupnosť: https://hdl.handle.net/11511/101263

Scenario generation and Stochastic Programming models for Natural Resource Management

Autori: ARCHETTI, FRANCESCO ANTONIO Bosetti, V MESSINA, VINCENZINA a ďalší

Predmety: Scenario generation, Stochastic Programming models,Natural Resource Management

Prístupová URL adresa: https://hdl.handle.net/10281/42280

Monte Carlo methods for computing probabilities of sets in higher dimensional spaces in case of the normal distribution

Autori: Deak, Istvan

Predmety: Multivariate analysis, fast algorithms, multivariate statistical problems, multidimensional normal distribution, evaluation of the distribution function, Stochastic programming, Monte Carlo methods, Probabilistic methods, stochastic differential equations, generating stationary normal vectors, stochastic programming models, examples

Popis súboru: application/xml

Prístupová URL adresa: https://zbmath.org/3669690

Optimal selection of a portfolio of options under Value-at-Risk constraints: A scenario approach

Autori: Schyns, M. Crama, Y. Hübner, Georges

Zdroj: Annals of Operations Research vol.181 (2010) nr.1 p.683-708 [ISSN 0254-5330]

Témy: STOCHASTIC-PROGRAMMING MODELS, ASSET/LIABILITY MANAGEMENT, CONTINGENT CLAIMS, GENERATION, TREE, Article

URL: https://cris.maastrichtuniversity.nl/en/publications/19ccc955-8590-4ab0-8cd7-e7a39df203a6
https://cris.maastrichtuniversity.nl/ws/files/6360396/2010_SchynsCramaH_bner_AOR.pdf
https://cris.maastrichtuniversity.nl/ws/files/6360396/2010_SchynsCramaH_bner_AOR.pdf

Uncertainties in stochastic programming models: The minimax approach

Témy: stochastic programming models, minimax approach, Data processing Computer science, General Literature, InProceedings, publishedVersion

Scenario generation and Stochastic Programming models for Natural Resource Management

Autori: Archetti, F Bosetti, V Messina, V a ďalší

Témy: Scenario generation, Stochastic Programming models,Natural Resource Management, Settore MATH-06/A - Ricerca operativa, info:eu-repo/semantics/conferenceObject

URL: http://hdl.handle.net/10281/42280
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