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Author: Debora Mahlke Publisher: Springer Science & Business Media ISBN: 3834898295 Category : Mathematics Languages : en Pages : 194
Book Description
Motivated by practical optimization problems occurring in energy systems with regenerative energy supply, Debora Mahlke formulates and analyzes multistage stochastic mixed-integer models. For their solution, the author proposes a novel decomposition approach which relies on the concept of splitting the underlying scenario tree into subtrees. Based on the formulated models from energy production, the algorithm is computationally investigated and the numerical results are discussed.
Author: Debora Mahlke Publisher: Springer Science & Business Media ISBN: 3834898295 Category : Mathematics Languages : en Pages : 194
Book Description
Motivated by practical optimization problems occurring in energy systems with regenerative energy supply, Debora Mahlke formulates and analyzes multistage stochastic mixed-integer models. For their solution, the author proposes a novel decomposition approach which relies on the concept of splitting the underlying scenario tree into subtrees. Based on the formulated models from energy production, the algorithm is computationally investigated and the numerical results are discussed.
Author: Christian Küchler Publisher: Springer Science & Business Media ISBN: 3834893994 Category : Mathematics Languages : en Pages : 178
Book Description
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: Horand Gassmann Publisher: World Scientific ISBN: 981440750X Category : Business & Economics Languages : en Pages : 549
Book Description
This book shows the breadth and depth of stochastic programming applications. All the papers presented here involve optimization over the scenarios that represent possible future outcomes of the uncertainty problems. The applications, which were presented at the 12th International Conference on Stochastic Programming held in Halifax, Nova Scotia in August 2010, span the rich field of uses of these models. The finance papers discuss such diverse problems as longevity risk management of individual investors, personal financial planning, intertemporal surplus management, asset management with benchmarks, dynamic portfolio management, fixed income immunization and racetrack betting. The production and logistics papers discuss natural gas infrastructure design, farming Atlantic salmon, prevention of nuclear smuggling and sawmill planning. The energy papers involve electricity production planning, hydroelectric reservoir operations and power generation planning for liquid natural gas plants. Finally, two telecommunication papers discuss mobile network design and frequency assignment problems.
Author: Jengnan Juang Publisher: Springer ISBN: 3319173146 Category : Technology & Engineering Languages : en Pages : 643
Book Description
This book includes the original, peer reviewed research from the 3rd International Conference on Intelligent Technologies and Engineering Systems (ICITES2014), held in December, 2014 at Cheng Shiu University in Kaohsiung, Taiwan. Topics covered include: Automation and robotics, fiber optics and laser technologies, network and communication systems, micro and nano technologies and solar and power systems. This book also Explores emerging technologies and their application in a broad range of engineering disciplines Examines fiber optics and laser technologies Covers biomedical, electrical, industrial and mechanical systems Discusses multimedia systems and applications, computer vision and image & video signal processing
Author: Steffen Rebennack Publisher: Springer Science & Business Media ISBN: 3642024939 Category : Mathematics Languages : en Pages : 503
Book Description
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: Josef Kallrath Publisher: Springer Science & Business Media ISBN: 3540889655 Category : Mathematics Languages : en Pages : 537
Book Description
This book offers a broad, in-depth overview that reflects the requirements, possibilities and limits of mathematical optimization and, especially, stochastic optimization in the energy industry.
Author: Georg Ch. Pflug Publisher: Springer ISBN: 3319088432 Category : Business & Economics Languages : en Pages : 309
Book Description
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: Horand I Gassmann Publisher: World Scientific ISBN: 9814407526 Category : Business & Economics Languages : en Pages : 549
Book Description
This book shows the breadth and depth of stochastic programming applications. All the papers presented here involve optimization over the scenarios that represent possible future outcomes of the uncertainty problems. The applications, which were presented at the 12th International Conference on Stochastic Programming held in Halifax, Nova Scotia in August 2010, span the rich field of uses of these models. The finance papers discuss such diverse problems as longevity risk management of individual investors, personal financial planning, intertemporal surplus management, asset management with benchmarks, dynamic portfolio management, fixed income immunization and racetrack betting. The production and logistics papers discuss natural gas infrastructure design, farming Atlantic salmon, prevention of nuclear smuggling and sawmill planning. The energy papers involve electricity production planning, hydroelectric reservoir operations and power generation planning for liquid natural gas plants. Finally, two telecommunication papers discuss mobile network design and frequency assignment problems./a
Author: Alexander Shapiro Publisher: SIAM ISBN: 0898718759 Category : Mathematics Languages : en Pages : 447
Book Description
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: Sara Lumbreras Publisher: Springer Nature ISBN: 3030494284 Category : Technology & Engineering Languages : en Pages : 311
Book Description
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: Debora Mahlke
Author: Debora Mahlke
Author: Christian Küchler
Author: Horand Gassmann
Author: Jengnan Juang
Author: Steffen Rebennack
Author: Josef Kallrath
Author: Georg Ch. Pflug
Author: Horand I Gassmann
Author: Alexander Shapiro
Author: Sara Lumbreras