Results 51 to 60 of about 295,816 (187)

Optimal scheduling of the energy storage system in a hybrid micro‐grid considering uncertainties, using the stochastic quasi‐gradient method

IET Smart Grid, 2023
Energy storage and renewable sources play a unique role in the future advances of smart grids. In this article, the optimal scheduling of the energy storage system in a hybrid microgrid is presented considering the uncertainties of the renewable ...
Masoud Ghazipour Shirvan, Mohamad Hosseini Abardeh, Mehrdad Hojjat   +2 more
doaj   +1 more source

A bi-level programming approach for trip matrix estimation and traffic control problems with stochastic user equilibrium link flows [PDF]

, 2001
This paper deals with two mathematically similar problems in transport network analysis: trip matrix estimation and traffic signal optimisation on congested road networks. These two problems are formulated as bi-level programming problems with stochastic
Bard, Cascetta, Cascetta, Davis, Dial, Dirck Van Vliet, Fisk, Fisk, Friesz, Hall, Leurent, Maher, Michael J. Maher, Powell, Sheffi, Smith, Suwansirikul, Tobin, Xiaoyan Zhang, Yang, Yang, Yang   +21 more
core   +1 more source

Stochastic Optimal Control for Uncertain Structural Systems Under Random Excitations Based on Bayes Optimal Estimation

Buildings
Stochastic vibration control of uncertain structures under random loading is an important problem and its minimax optimal control strategy remains to be developed.
Hua Lei, Zhao-Zhong Ying, Zu-Guang Ying
doaj   +1 more source

Software tools for stochastic programming: A Stochastic Programming Integrated Environment (SPInE) [PDF]

, 2001
SP models combine the paradigm of dynamic linear programming with modelling of random parameters, providing optimal decisions which hedge against future uncertainties.
Kyriakis, T, Mitra, G, Poojari, CA, Valente, P   +3 more
core  

Developing an Optimal Policy for Green Supplier Selection and Order Allocation Using Dynamic Programming [PDF]

International Journal of Supply and Operations Management, 2019
Supplier selection is one of the critical issues in the supply chain. Green supplier selection is performed based on the assessment of quantitative and qualitative criteria in two fields, including economic, environmental attributes. In this study, a two-
Zahra sadat Hosseini, Mohammad saber Fallah Nezhad   +1 more
doaj   +1 more source

Numerical Study of the Effect of Stochastic Disturbances on the Behavior of Solutions of Some Differential Equations

Современные информационные технологии и IT-образование, 2021
Nowadays interest of the deterministic differential system of Lorentz equations is still primarily due to the problem of gas and fluid turbulence. Despite numerous existing systems for calculating turbulent flows, new modifications of already known ...
Arsenij Firsov, Igor Inovenkov, Vasilij Tikhomirov, Vladimir Nefedov   +3 more
doaj   +1 more source

A New Distribution-Free Concept for Representing, Comparing, and Propagating Uncertainty in Dynamical Systems with Kernel Probabilistic Programming

, 2020
This work presents the concept of kernel mean embedding and kernel probabilistic programming in the context of stochastic systems. We propose formulations to represent, compare, and propagate uncertainties for fairly general stochastic dynamics in a ...
Diehl, Moritz, Muandet, Krikamol, Schölkopf, Bernhard, Zhu, Jia-Jie   +3 more
core   +1 more source

Stochastic Programming with Probability [PDF]

, 2007
In this work we study optimization problems subject to a failure constraint. This constraint is expressed in terms of a condition that causes failure, representing a physical or technical breakdown.
Andrieu, Laetitia, Cohen, Guy, Vázquez-Abad, Felisa   +2 more
core   +4 more sources

A Stochastic Programming Framework for Multi-period Portfolio Optimization [PDF]

Muṭāli̒āt-i Mudīriyyat-i Ṣan̒atī, 2019
This paper presents a scenario-based multistage stochastic programming model to deal with multi-period portfolio optimization problem with cardinality constraints and proportional transaction costs.
حامد داوری اردکانی, Ardeshir Ahmadi   +1 more
doaj   +1 more source

Asset liability management using stochastic programming [PDF]

, 2003
This chapter sets out to explain an important financial planning model called asset liability management (ALM); in particular, it discusses why in practice, optimum planning models are used.
Kyriakis, T, Mitra, G, Pirbhai, M
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