Sökning: "Stochastic Dynamic Programming"
Visar resultat 1 - 5 av 36 avhandlingar innehållade orden Stochastic Dynamic Programming.
1. Decision Making under Uncertainty in Financial Markets : Improving Decisions with Stochastic Optimization
Sammanfattning : This thesis addresses the topic of decision making under uncertainty, with particular focus on financial markets. The aim of this research is to support improved decisions in practice, and related to this, to advance our understanding of financial markets. LÄS MER
2. Distributed Stochastic Programming with Applications to Large-Scale Hydropower Operations
Sammanfattning : Stochastic programming is a subfield of mathematical programming concerned with optimization problems subjected to uncertainty. Many engineering problems with random elements can be accurately modeled as a stochastic program. In particular, decision problems associated with hydropower operations motivate the application of stochastic programming. LÄS MER
3. Modeling Lateral Transshipments and Perishable Items in Inventory Systems
Sammanfattning : This thesis deals with two main areas in the field of stochastic inventory theory; ateral transshipments and perishable items. In the first part of this thesis we give an introduction to the field of inventory theory, and discuss some previous literature connected to the research presented in this thesis. LÄS MER
4. Efficient Trading in the Short-term Electricity Markets for Integration of Renewable Energy Sources : Multistage Stochastic and Agent-based Modeling Approaches for Continuous Intraday Electricity Market
Sammanfattning : This thesis investigates the role of different short-term electricity market design aspects that can facilitate better coordination of resources within the power system. The work also emphasizes on better cross-border integration of the short-term markets to improve the market liquidity, competition, social welfare, and flexibility in the system, which is essential for facilitating the integration of renewable sources. LÄS MER
5. Selected Topics in Mathematical Modelling: Machine Learning and Tugs-of-War
Sammanfattning : This thesis concerns selected topics in mathematical modelling, namely in machine learning and stochastic games called tugs-of-war. It consists of four scientific articles. The first and second are about machine learning topics, while the third and fourth articles are about tug-of-war games. LÄS MER