Dynamic stochastic programming

Ebook "Stochastic optimization methods in finance and energy: New financial products and energy market strategies" 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.

499p tuongnhuoclan 28-11-2023 8 5   Download

Ebook "Neural networks - A comprehensive foundation" includes content: Introduction, learning processes; single layer perceptrons; multilayer perceptrons; radial basis function networks; support vector machines; committee machines; principal components analysis; self organizing maps; information theoretic models; stochastic machines and their approximates rooted in statistical mechanics; neurodynamic programming; temporal processing using feedforward networks; neurodynamics; dynamically driven recurrent networks.

823p haojiubujain07 20-09-2023 6 2   Download

Ebook Introduction to computation and programming using Python: Part 2 include of the following content: chapter 11 plotting and more about classes; chapter 12 stochastic programs, probability, and statistics; chapter 13 random walks and more about data visualization; chapter 14 monte carlo simulation; chapter 15 understanding experimental data; chapter 16 lies, damned lies, and statistics; chapter 17 knapsack and graph optimization problems; chapter 18 dynamic programming; chapter 19 a quick look at machine learning.

158p runthenight03 07-12-2022 23 5   Download

This paper presents a development of stochastic tool to assess impacts of RES integration. Intelligent strategies to control voltage and frequency in a microgrid are also proposed. Energy management strategies for a gridconnected or isolated microgrid are developed by using dynamic programming or multiagent system.

21p vioregon2711 22-02-2021 8 3   Download

In this paper we apply two optimization frameworks to determine the optimal wholesale funding mix of a bank given uncertainty in both credit and liquidity risk. A stochastic linear programming method is used to find the optimal strategy to be maintained across all scenarios. A recursive learning method is developed to provide the bank with a trading signal to dynamically adjust the wholesale funding mix as the macroeconomic environment changes. The performance of the two methodologies is compared in the final section.

28p trinhthamhodang2 21-01-2020 20 1   Download

We propose a dynamic stochastic accumulation model for determining optimal decision between stock and bond investments during accumulation of pension savings. Stock prices are assumed to be driven by the geometric Brownian motion. Interest rates are modeled by means of the Cox-Ingersoll-Ross model. The optimal decision as a solution to the corresponding dynamic stochastic program is a function of the duration of saving, the level of savings and the short rate.

24p vinguyentuongdanh 19-12-2018 32 2   Download

(bq) part 2 book "engineering optimization theory and practice" has contents: nonlinear programming iii-constrained optimization techniques, geometric programming, dynamic programming, dynamic programming, stochastic programming, stochastic programming, practical aspects of optimization,...and other contents.

433p bautroibinhyen19 24-02-2017 50 7   Download

The purpose of this study was to investigate the operation of the Hoabinh reservoir in the Red River Basin of Vietnam, and assess the room for its improvement by application of system analysis and optimal control techniques. The study aimed at establishing a foundation for further research on inter-reservoir regulation of the Basin. Finally, this study provided a testing ground for developing and comparing dierent reservoir optimization methods.

138p xuanquachthi 08-06-2013 103 5   Download

These notes build upon a course I taught at the University of Maryland during the fall of 1983. My great thanks go to Martino Bardi, who took careful notes, saved them all these years and recently mailed them to me. Faye Yeager typed up his notes into a first draft of these lectures as they now appear.

125p trongnv_t55 23-05-2013 73 9   Download

Stochastic unification-based grammars (SUBGs) define exponential distributions over the parses generated by a unificationbased grammar (UBG). Existing algorithms for parsing and estimation require the enumeration of all of the parses of a string in order to determine the most likely one, or in order to calculate the statistics needed to estimate a grammar from a training corpus. This paper describes a graph-based dynamic programming algorithm for calculating these statistics from the packed UBG parse representations of Maxwell and Kaplan (1995) which does not require enumerating all parses.

8p bunmoc_1 20-04-2013 42 2   Download

Parametric representation of shapes, mechanical components modeling with 3D visualization techniques using object oriented programming, the well known golden ratio application on vertical and horizontal displacement investigations of the ground surface, spatial modeling and simulating of dynamic continuous fluid flow process, simulation model for waste-water treatment, an interaction of tilt and illumination conditions at flight simulation and errors in taxiing performance, plant layout optimal plot plan, atmospheric modeling for weather prediction, a stochastic search method that explores ...

312p kimngan_1 05-11-2012 78 17   Download