Search Results - "stochastic programming models"

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

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

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

Subject Terms: 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

File Description: electronic resource

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

Access URL: https://doaj.org/article/f9eac120b4b248d4af59754ad875f00a

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

Authors: Georges Hübner Yves Crama Michael Schyns et al.

Contributors: Georges Hübner Yves Crama Michael Schyns et al.

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

Subject Terms: 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

Access URL: 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

Authors: Dupacová, Jitka Jitka Dupacová

Contributors: Dupacová, Jitka Jitka Dupacová

Subject Terms: stochastic programming models, minimax approach

File Description: 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

Availability: 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

Authors: Gürel, Tarık Azizoğlu, Meral Batun, Sakine et al.

Contributors: Gürel, Tarık Azizoğlu, Meral Batun, Sakine et al.

Subject Terms: 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

File Description: application/pdf

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

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

Scenario generation and Stochastic Programming models for Natural Resource Management

Authors: ARCHETTI, FRANCESCO ANTONIO Bosetti, V MESSINA, VINCENZINA et al.

Subject Terms: Scenario generation, Stochastic Programming models,Natural Resource Management

Access URL: https://hdl.handle.net/10281/42280

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

Authors: Deak, Istvan

Subject Terms: 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

File Description: application/xml

Access URL: https://zbmath.org/3669690

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

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

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

Index Terms: 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

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

Scenario generation and Stochastic Programming models for Natural Resource Management

Authors: Archetti, F Bosetti, V Messina, V et al.

Index Terms: 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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