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Author : René Henrion
Publisher :
ISBN 13 :
Total Pages : 25 pages
Book Rating : 4.:/5 (229 download)
Download or read book Discrepancy Distances and Scenario Reduction in Two-stage Stochastic Integer Programming written by René Henrion and published by . This book was released on 2007 with total page 25 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : René Henrion
Publisher :
ISBN 13 :
Total Pages : 25 pages
Book Rating : 4.:/5 (213 download)
Download or read book Scenario Reduction in Stochastic Programming with Respect to Discrepancy Distances written by René Henrion and published by . This book was released on 2006 with total page 25 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Osamu Watanabe
Publisher : Springer Science & Business Media
ISBN 13 : 3642049435
Total Pages : 230 pages
Book Rating : 4.6/5 (42 download)
Download or read book Stochastic Algorithms: Foundations and Applications written by Osamu Watanabe and published by Springer Science & Business Media. This book was released on 2009-10-05 with total page 230 pages. Available in PDF, EPUB and Kindle. Book excerpt: The 5th Symposium on Stochastic Algorithms, Foundations and Applications (SAGA 2009) took place during October 26–28, 2009, at Hokkaido University, Sapporo(Japan).ThesymposiumwasorganizedbytheDivisionofComputerS- ence,GraduateSchoolofComputerScienceandTechnology,HokkaidoUniversity. It o?ered the opportunity to present original research on the design and analysis of randomized algorithms, random combinatorialstructures, implem- tation, experimental evaluation and real-world application of stochastic al- rithms/heuristics. In particular, the focus of the SAGA symposia series is on investigating the power of randomization in algorithms, and on the theory of stochastic processes especially within realistic scenarios and applications. Thus, the scope ofthe symposiumrangesfromthe study oftheoreticalfundamentals of randomizedcomputationtoexperimentalinvestigationsonalgorithms/heuristics and related stochastic processes. The SAGA symposium series is a biennial meeting. Previous SAGA s- posiatookplaceinBerlin,Germany(2001,LNCSvol.2264),Hat?eld,UK(2003, LNCS vol. 2827), Moscow, Russia (2005, LNCS vol. 3777), and Zur ¨ ich, Switz- land (2007, LNCS vol. 4665). This year 22 submissions were received, and the Program Committee selected 15 submissions for presentation. All papers were evaluated by at least three members of the ProgramCommittee, partly with the assistance of subreferees. The present volume contains the texts of the 15 papers presented at SAGA 2009, divided into groups of papers on learning, graphs, testing, optimization, and caching as well as on stochastic algorithms in bioinformatics.
Author : Christian Küchler
Publisher : Springer Science & Business Media
ISBN 13 : 3834893994
Total Pages : 178 pages
Book Rating : 4.8/5 (348 download)
Download or read book Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming written by Christian Küchler and published by Springer Science & Business Media. This book was released on 2010-05-30 with total page 178 pages. Available in PDF, EPUB and Kindle. Book excerpt: Christian Küchler studies various aspects of the stability of stochastic optimization problems as well as approximation and decomposition methods in stochastic programming. In particular, the author presents an extension of the Nested Benders decomposition algorithm related to the concept of recombining scenario trees.
Author : Marida Bertocchi
Publisher : Springer Science & Business Media
ISBN 13 : 1441995862
Total Pages : 480 pages
Book Rating : 4.4/5 (419 download)
Download or read book Stochastic Optimization Methods in Finance and Energy written by Marida Bertocchi and published by Springer Science & Business Media. This book was released on 2011-09-15 with total page 480 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents a collection of contributions dedicated to applied problems in the financial and energy sectors that have been formulated and solved in a stochastic optimization framework. The invited authors represent a group of scientists and practitioners, who cooperated in recent years to facilitate the growing penetration of stochastic programming techniques in real-world applications, inducing a significant advance over a large spectrum of complex decision problems. After the recent widespread liberalization of the energy sector in Europe and the unprecedented growth of energy prices in international commodity markets, we have witnessed a significant convergence of strategic decision problems in the energy and financial sectors. This has often resulted in common open issues and has induced a remarkable effort by the industrial and scientific communities to facilitate the adoption of advanced analytical and decision tools. The main concerns of the financial community over the last decade have suddenly penetrated the energy sector inducing a remarkable scientific and practical effort to address previously unforeseeable management problems. Stochastic Optimization Methods in Finance and Energy: New Financial Products and Energy Markets Strategies aims to include in a unified framework for the first time an extensive set of contributions related to real-world applied problems in finance and energy, leading to a common methodological approach and in many cases having similar underlying economic and financial implications. Part 1 of the book presents 6 chapters related to financial applications; Part 2 presents 7 chapters on energy applications; and Part 3 presents 5 chapters devoted to specific theoretical and computational issues.
Author : Steffen Rebennack
Publisher : Springer Science & Business Media
ISBN 13 : 3642024939
Total Pages : 503 pages
Book Rating : 4.6/5 (42 download)
Download or read book Handbook of Power Systems I written by Steffen Rebennack and published by Springer Science & Business Media. This book was released on 2010-08-26 with total page 503 pages. Available in PDF, EPUB and Kindle. Book excerpt: Energy is one of the world`s most challenging problems, and power systems are an important aspect of energy related issues. This handbook contains state-of-the-art contributions on power systems modeling and optimization. The book is separated into two volumes with six sections, which cover the most important areas of energy systems. The first volume covers the topics operations planning and expansion planning while the second volume focuses on transmission and distribution modeling, forecasting in energy, energy auctions and markets, as well as risk management. The contributions are authored by recognized specialists in their fields and consist in either state-of-the-art reviews or examinations of state-of-the-art developments. The articles are not purely theoretical, but instead also discuss specific applications in power systems.
Author : Steffen Rebennack
Publisher : Springer Science & Business Media
ISBN 13 : 3642126863
Total Pages : 504 pages
Book Rating : 4.6/5 (421 download)
Download or read book Handbook of Power Systems II written by Steffen Rebennack and published by Springer Science & Business Media. This book was released on 2010-08-26 with total page 504 pages. Available in PDF, EPUB and Kindle. Book excerpt: Energy is one of the world`s most challenging problems, and power systems are an important aspect of energy related issues. This handbook contains state-of-the-art contributions on power systems modeling and optimization. The book is separated into two volumes with six sections, which cover the most important areas of energy systems. The first volume covers the topics operations planning and expansion planning while the second volume focuses on transmission and distribution modeling, forecasting in energy, energy auctions and markets, as well as risk management. The contributions are authored by recognized specialists in their fields and consist in either state-of-the-art reviews or examinations of state-of-the-art developments. The articles are not purely theoretical, but instead also discuss specific applications in power systems.
Author : Thorsten Koch
Publisher : SIAM
ISBN 13 : 1611973686
Total Pages : 368 pages
Book Rating : 4.6/5 (119 download)
Download or read book Evaluating Gas Network Capacities written by Thorsten Koch and published by SIAM. This book was released on 2015-03-17 with total page 368 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This book deals with a simple sounding question whether a certain amount of gas can be transported by a given pipeline network. While well studied for a single pipeline, this question gets extremely difficult if we consider a meshed nation wide gas transportation network, taking into account all the technical details and discrete decisions, as well as regulations, contracts, and varying demand. This book describes several mathematical models to answer these questions, discusses their merits and disadvantages, explains the necessary technical and regulatory background, and shows how to solve this question using sophisticated mathematical optimization algorithms."--
Author : Josef Kallrath
Publisher : Springer Nature
ISBN 13 : 3030732371
Total Pages : 653 pages
Book Rating : 4.0/5 (37 download)
Download or read book Business Optimization Using Mathematical Programming written by Josef Kallrath and published by Springer Nature. This book was released on 2021-08-31 with total page 653 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a structured approach to formulate, model, and solve mathematical optimization problems for a wide range of real world situations. Among the problems covered are production, distribution and supply chain planning, scheduling, vehicle routing, as well as cutting stock, packing, and nesting. The optimization techniques used to solve the problems are primarily linear, mixed-integer linear, nonlinear, and mixed integer nonlinear programming. The book also covers important considerations for solving real-world optimization problems, such as dealing with valid inequalities and symmetry during the modeling phase, but also data interfacing and visualization of results in a more and more digitized world. The broad range of ideas and approaches presented helps the reader to learn how to model a variety of problems from process industry, paper and metals industry, the energy sector, and logistics using mathematical optimization techniques.
Author : Rüdiger Schultz
Publisher :
ISBN 13 :
Total Pages : 14 pages
Book Rating : 4.:/5 (691 download)
Download or read book Two-stage Stochastic Integer Programming written by Rüdiger Schultz and published by . This book was released on 1994 with total page 14 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Alexander Shapiro
Publisher : SIAM
ISBN 13 : 0898718759
Total Pages : 447 pages
Book Rating : 4.8/5 (987 download)
Download or read book Lectures on Stochastic Programming written by Alexander Shapiro and published by SIAM. This book was released on 2009-01-01 with total page 447 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimization problems involving stochastic models occur in almost all areas of science and engineering, such as telecommunications, medicine, and finance. Their existence compels a need for rigorous ways of formulating, analyzing, and solving such problems. This book focuses on optimization problems involving uncertain parameters and covers the theoretical foundations and recent advances in areas where stochastic models are available. Readers will find coverage of the basic concepts of modeling these problems, including recourse actions and the nonanticipativity principle. The book also includes the theory of two-stage and multistage stochastic programming problems; the current state of the theory on chance (probabilistic) constraints, including the structure of the problems, optimality theory, and duality; and statistical inference in and risk-averse approaches to stochastic programming.
Author : Wolfram Wiesemann
Publisher : Springer Science & Business Media
ISBN 13 : 3642234267
Total Pages : 168 pages
Book Rating : 4.6/5 (422 download)
Download or read book Optimization of Temporal Networks under Uncertainty written by Wolfram Wiesemann and published by Springer Science & Business Media. This book was released on 2012-01-05 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt: Many decision problems in Operations Research are defined on temporal networks, that is, workflows of time-consuming tasks whose processing order is constrained by precedence relations. For example, temporal networks are used to model projects, computer applications, digital circuits and production processes. Optimization problems arise in temporal networks when a decision maker wishes to determine a temporal arrangement of the tasks and/or a resource assignment that optimizes some network characteristic (e.g. the time required to complete all tasks). The parameters of these optimization problems (e.g. the task durations) are typically unknown at the time the decision problem arises. This monograph investigates solution techniques for optimization problems in temporal networks that explicitly account for this parameter uncertainty. We study several formulations, each of which requires different information about the uncertain problem parameters.
Author : Georg Ch. Pflug
Publisher : Springer
ISBN 13 : 3319088432
Total Pages : 309 pages
Book Rating : 4.3/5 (19 download)
Download or read book Multistage Stochastic Optimization written by Georg Ch. Pflug and published by Springer. This book was released on 2014-11-12 with total page 309 pages. Available in PDF, EPUB and Kindle. Book excerpt: Multistage stochastic optimization problems appear in many ways in finance, insurance, energy production and trading, logistics and transportation, among other areas. They describe decision situations under uncertainty and with a longer planning horizon. This book contains a comprehensive treatment of today’s state of the art in multistage stochastic optimization. It covers the mathematical backgrounds of approximation theory as well as numerous practical algorithms and examples for the generation and handling of scenario trees. A special emphasis is put on estimation and bounding of the modeling error using novel distance concepts, on time consistency and the role of model ambiguity in the decision process. An extensive treatment of examples from electricity production, asset liability management and inventory control concludes the book.
Author : Rüdiger Schultz
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (63 download)
Download or read book Continuity and Stability in Two-stage Stochastic Integer Programming written by Rüdiger Schultz and published by . This book was released on 1990 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 34 pages
Book Rating : 4.:/5 (11 download)
Download or read book A two-stage stochastic integer programming approach written by and published by . This book was released on 2005 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Sara Lumbreras
Publisher : Springer Nature
ISBN 13 : 3030494284
Total Pages : 311 pages
Book Rating : 4.0/5 (34 download)
Download or read book Transmission Expansion Planning: The Network Challenges of the Energy Transition written by Sara Lumbreras and published by Springer Nature. This book was released on 2020-11-19 with total page 311 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a panoramic look at the transformation of the transmission network in the context of the energy transition. It provides readers with basic definitions as well as details on current challenges and emerging technologies. In-depth chapters cover the integration of renewables, the particularities of planning large-scale systems, efficient reduction and solution methods, the possibilities of HVDC and super grids, distributed generation, smart grids, demand response, and new regulatory schemes. The content is complemented with case studies that highlight the importance of the power transmission network as the backbone of modern energy systems. This book will be a comprehensive reference that will be useful to both academics and practitioners.
Author : L. F. Escudero
Publisher :
ISBN 13 :
Total Pages : 34 pages
Book Rating : 4.:/5 (433 download)
Download or read book A Two-stage Stochastic Integer Programming Approach written by L. F. Escudero and published by . This book was released on 2005 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt:
