Results 1 to 10 of about 99,030 (308)
IEEE Access, 2020 Considering the random and fuzzy nature of wind speed, this paper proposes a multi-objective random-fuzzy chance-constrained programming optimal power flow (OPF) for wind integrated power systems.
Rui Ma +4 more
doaj +2 more sources
Advances in Applied Energy, 2022 This paper proposes a novel bi-level optimization model to study the strategic retail pricing and demand bidding problems of an electricity retailer that considers the interactions between demand response and market clearing process.
Dawei Qiu +5 more
doaj +2 more sources
Power System Day-Ahead Unit Commitment Based on Chance-Constrained Dependent Chance Goal Programming
Energies, 2018 In the context of large-scale renewable energy integrated into an electrical power system, the effects of power forecast errors on the power balance equation of the power system unit commitment model is considered.
Zhiwei Li +3 more
doaj +3 more sources
Conformal Predictive Programming for Chance Constrained Optimization
CoRRWe propose conformal predictive programming (CPP), a framework to solve chance constrained optimization problems, i.e., optimization problems with constraints that are functions of random variables. CPP utilizes samples from these random variables along with the quantile lemma - central to conformal prediction - to transform the chance constrained ...
Zhao, Yiqi +4 more
openaire +3 more sources
Designing a Multi-objective Stochastic programming model for portfolio selection [PDF]
مدیریت صنعتی, 2015 In traditional portfolio selection model coefficients often are certain and deterministic, but in real world these coefficients are probabilistic. So decision maker cannot estimate them exactly.
Alireza Sharifisalim +3 more
doaj +1 more source
Chance Constrained Programming with Exponential Input Coefficients [PDF]
The Egyptian Statistical Journal, 2017 In this paper, we consider the chance constrained programming (CCP) technique when at least two of the LHS input coefficients are random with a two-parameter exponential distribution. Two approaches are introduced to transform CCP into deterministic: (i)
Nada Hafez, Afaf El-Dash, Nagwa Albehery
doaj +1 more source
Fuzzy Optimization and Modeling, 2021 In this paper, the fuzzy chance-constrained data envelopment analysis (FCCDEA) approach is presented for stock evaluation and portfolio selection under data ambiguity.
Pejman Peykani +4 more
doaj +1 more source
On the Study of Some Fuzzy Stochastic Linear Multiobjective Programming Problems [PDF]
The Egyptian Statistical Journal, 1995 The different possible formulations of what could be called a fuzzy chance-constrained linear multiobjective programming problem are presented and their equivalent linear deterministic forms are deduced using the chance-constraints approach of stochastic
Nadia Girgis, Maha El-Ashram
doaj +1 more source
Transportation Research Part C: Emerging Technologies, 2021 Airport ground movement remains a major bottleneck for air traffic management. Existing approaches have developed several routing allocation methods to address this problem, in which the taxi time traversing each segment of the taxiways is fixed. However,
Xinwei Wang +5 more
semanticscholar +1 more source
A multi period portfolio selection using chance constrained programming [PDF]
Decision Science Letters, 2017 This paper considers a portfolio selection problem with normally distributed returns and different rates for borrowing and lending. The primary concern is to determine the amount of investment in different planning horizons when the rate of borrowing is ...
Khadijeh Hassanlo
doaj +1 more source