Suchergebnisse - "stochastic mathematical programming with equilibrium constraints"

Resource Exchange Seller Alliances

Autoren: Alexander Shapiro Anton J. Kleywegt So Yeon Chun

Quelle: SSRN Electronic Journal.

Schlagwörter: jel:C61, jel:C0, 0211 other engineering and technologies, jel:C02, alliance, resource exchange, pricing, revenue management, stochastic mathematical programming with equilibrium constraints, non-cooperative game, 14. Life underwater, 02 engineering and technology, jel:C6

Zugangs-URL: https://mpra.ub.uni-muenchen.de/49759/1/MPRA_paper_49759.pdf
https://papers.ssrn.com/sol3/Delivery.cfm/SSRN_ID2690004_code2120504.pdf?abstractid=2324461&mirid=2
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2324461
https://papers.ssrn.com/sol3/Delivery.cfm/SSRN_ID2690004_code2120504.pdf?abstractid=2324461&mirid=1
https://core.ac.uk/display/16389712

Revenue management in resource exchange seller alliances

Autoren: Chun, So Yeon Kleywegt, Anton J Shapiro, Alexander

Schlagwörter: 0502 economics and business, 05 social sciences, jel:C61, jel:C72, 0211 other engineering and technologies, Alliance, resource exchange, pricing, revenue management, stochastic mathematical programming with equilibrium constraints, non-cooperative game, jel:C68, 02 engineering and technology

Zugangs-URL: https://mpra.ub.uni-muenchen.de/34657/1/MPRA_paper_34657.pdf

HVDC/ HVAC transmission network expansion planning in electricity markets in the presence of wind resources.

Autoren: Heydari, Reza Barforoushi, Taghi

Quelle: Electric Power Systems Research. Apr2024, Vol. 229, pN.PAG-N.PAG. 1p.

Schlagwörter: *INDEPENDENT system operators, *BILEVEL programming, *ELECTRICITY markets, *DECISION making in investments, *ELECTRICAL load

Decision Rule Approaches for Pessimistic Bilevel Linear Programs Under Moment Ambiguity with Facility Location Applications.

Autoren: Goyal, Akshit Zhang, Yiling He, Chuan

Quelle: INFORMS Journal on Computing; Nov/Dec2023, Vol. 35 Issue 6, p1342-1360, 19p

Schlagwörter: BILEVEL programming, AMBIGUITY, LOCATION problems (Programming), DATA libraries, DISTRIBUTION (Probability theory), CONTINUOUS distributions, LINEAR programming, SEMIDEFINITE programming

Risk Constrained Transmission Expansion Planning in Electricity Markets Considering Wind Curtailment Cost.

Autoren: Heydari, R. Barforoushi, T.

Quelle: Iranian Journal of Electrical & Electronic Engineering; Jun2022, Vol. 18 Issue 2, p1-12, 12p

Schlagwörter: ELECTRICITY, ELECTRIC power transmission, WIND power, RENEWABLE energy sources, PUBLIC welfare

Evaluation of regulatory impacts on investments of distributed generation and upstream network under uncertainty: a new stochastic bi-level model

Autoren: Taghi Barforoushi Farshid Misaghi

Quelle: CIRED - Open Access Proceedings Journal. 2017:2744-2748

Schlagwörter: 0211 other engineering and technologies, 0202 electrical engineering, electronic engineering, information engineering, 02 engineering and technology, 7. Clean energy

Zugangs-URL: https://digital-library.theiet.org/content/journals/10.1049/oap-cired.2017.0158

When Friends Become Competitors: The Design of Resource Exchange Alliances.

Autoren: Chun, So Yeon Kleywegt, Anton J. Shapiro, Alexander

Quelle: Management Science; Jul2017, Vol. 63 Issue 7, p2127-2145, 19p, 1 Diagram, 7 Charts, 7 Graphs

Schlagwörter: ECONOMIC competition, STRATEGIC alliances (Business), PRICING, REVENUE management, STOCHASTIC programming, MANAGEMENT science

Minimum mean-squared deviation method for stochastic complementarity problems.

Autoren: Yu, Haodong

Quelle: International Journal of Computer Mathematics; Jul2016, Vol. 93 Issue 7, p1173-1187, 15p

Schlagwörter: MEAN square algorithms, STOCHASTIC analysis, COMPLEMENTARITY constraints (Mathematics), MATHEMATICAL reformulation, STOCHASTIC convergence, NUMERICAL analysis

On the ERM formulation and a stochastic approximation algorithm of the stochastic- $$R_0$$ EVLCP.

Autoren: Wang, Ming-Zheng Ali, M.

Quelle: Annals of Operations Research; Jun2014, Vol. 217 Issue 1, p513-534, 22p

Schlagwörter: STOCHASTIC analysis, STOCHASTIC programming, MATHEMATICAL reformulation, STOCHASTIC approximation, APPROXIMATION algorithms

A variational inequality model of the spatial price network problem with uncertain data.

Autoren: Falsaperla, P. Raciti, F. Scrimali, L.

Quelle: Optimization & Engineering; Sep2012, Vol. 13 Issue 3, p417-434, 18p

Stochastic Nonlinear Complementarity Problems: Stochastic Programming Reformulation and Penalty-Based Approximation Method.

Autoren: Wang, M. Ali, M. M.

Quelle: Journal of Optimization Theory & Applications; Mar2010, Vol. 144 Issue 3, p597-614, 18p, 5 Charts

Schlagwörter: COMPLEMENTARITY (Physics), LINEAR complementarity problem, STOCHASTIC programming, MATHEMATICAL reformulation, APPROXIMATION theory

Stochastic Programming with Equilibrium Constraints.

Autoren: Shapiro, A.

Quelle: Journal of Optimization Theory & Applications; Jan2006, Vol. 128 Issue 1, p223-243, 21p

Schlagwörter: STOCHASTIC programming, LINEAR programming, MATHEMATICAL programming, MATHEMATICAL functions, STOCHASTIC convergence, APPROXIMATION theory, PROBLEM solving, MATHEMATICAL analysis, MATHEMATICS

Alexander Shapiro

Autoren: So Yeon Chun Anton J. Kleywegt The Pennsylvania State University CiteSeerX Archives

Weitere Verfasser: So Yeon Chun Anton J. Kleywegt The Pennsylvania State University CiteSeerX Archives

Quelle: http://www2.isye.gatech.edu/people/faculty/Anton_Kleywegt/alliance.pdf.

Dateibeschreibung: application/pdf

Relation: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.638.9706; http://www2.isye.gatech.edu/people/faculty/Anton_Kleywegt/alliance.pdf

Verfügbarkeit: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.638.9706
http://www2.isye.gatech.edu/people/faculty/Anton_Kleywegt/alliance.pdf

Stochastic Optimization Approaches for Performance-based Contract Evaluation

Autoren: Sharifi, Mohammadreza Kwon, Roy H. Mechanical and Industrial Engineering

Weitere Verfasser: Sharifi, Mohammadreza Kwon, Roy H. Mechanical and Industrial Engineering

Schlagwörter: Design of Experiments, Maintenance, Performance-based Contracting, Real Options, Reliability Engineering, Stochastic Programming

Time: 0546

Dateibeschreibung: application/pdf

Relation: http://hdl.handle.net/1807/76839

Verfügbarkeit: http://hdl.handle.net/1807/76839

Resource Exchange Seller Alliances

Autoren: Chun, So Yeon Kleywegt, Anton Shapiro, Alexander

Relation: https://mpra.ub.uni-muenchen.de/49759/1/MPRA_paper_49759.pdf

Verfügbarkeit: https://mpra.ub.uni-muenchen.de/49759/1/MPRA_paper_49759.pdf

Revenue management in resource exchange seller alliances

Autoren: Chun, So Yeon Kleywegt, Anton J Shapiro, Alexander

Relation: https://mpra.ub.uni-muenchen.de/34657/1/MPRA_paper_34657.pdf

Verfügbarkeit: https://mpra.ub.uni-muenchen.de/34657/1/MPRA_paper_34657.pdf

Uncertainty Quantification in Variational Inequalities : Theory, Numerics, and Applications

Autoren: Joachim Gwinner Baasansuren Jadamba Akhtar A. Khan et al.

Resource Type: eBook.

Schlagworte: Research--Methodology, Variational inequalities (Mathematics), Measurement uncertainty (Statistics)

Categories: MATHEMATICS / Number Systems, MATHEMATICS / General, MATHEMATICS / Applied, MATHEMATICS / Probability & Statistics / Bayesian Analysis