Author: Ramesh Sharda
Publisher:
ISBN:
Category : Reservoirs
Languages : en
Pages : 362
Book Description
Stochastic Programming Applied to Reservoir Operations
Author: Ramesh Sharda
Publisher:
ISBN:
Category : Reservoirs
Languages : en
Pages : 362
Book Description
Publisher:
ISBN:
Category : Reservoirs
Languages : en
Pages : 362
Book Description
Stochastic Programming
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.
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.
Discrete Stochastic Dynamic Models Applied to Reservoir Operations
Author: Mohamed Ali El-Tayeb
Publisher:
ISBN:
Category : Reservoirs
Languages : en
Pages : 508
Book Description
Publisher:
ISBN:
Category : Reservoirs
Languages : en
Pages : 508
Book Description
Optimal Reservoir Operation Under Inflow Uncertainty
Author: Jinshu Li
Publisher:
ISBN:
Category :
Languages : en
Pages : 126
Book Description
Stochastic programming is a mathematical model used to resolve the uncertainty of random variables in optimization problems. In reservoir management and operation, the reservoir inflow is typically regarded as a random variable as it brings most of the operation uncertainty. Although stochastic programming has been successfully applied to many reservoir managements cases, the pursuit of the improvement on its accuracy, efficiency, and applicability never ceases. This dissertation consists of five chapters. The first introductory presents the classical stochastic model and describes the challenges. Then, the second chapter develops a statistical model that focuses on improving the distribution fitting accuracy for the monthly average inflow as the random variable. The third chapter discusses a method aiming at streamflow scenario tree reduction, which is essential for alleviating the computational burden of a two-stage stochastic programming with recourse model. The fourth chapter expands the applicability of stochastic programming model, by introducing a multi-objective, multi-stage stochastic programming with recourse model. The final chapter offers conclusions, discussions, and potential future research opportunities.
Publisher:
ISBN:
Category :
Languages : en
Pages : 126
Book Description
Stochastic programming is a mathematical model used to resolve the uncertainty of random variables in optimization problems. In reservoir management and operation, the reservoir inflow is typically regarded as a random variable as it brings most of the operation uncertainty. Although stochastic programming has been successfully applied to many reservoir managements cases, the pursuit of the improvement on its accuracy, efficiency, and applicability never ceases. This dissertation consists of five chapters. The first introductory presents the classical stochastic model and describes the challenges. Then, the second chapter develops a statistical model that focuses on improving the distribution fitting accuracy for the monthly average inflow as the random variable. The third chapter discusses a method aiming at streamflow scenario tree reduction, which is essential for alleviating the computational burden of a two-stage stochastic programming with recourse model. The fourth chapter expands the applicability of stochastic programming model, by introducing a multi-objective, multi-stage stochastic programming with recourse model. The final chapter offers conclusions, discussions, and potential future research opportunities.
State of the Art Review
Author: William W-G. Yeh
Publisher:
ISBN:
Category : Mathematical optimization
Languages : en
Pages : 162
Book Description
Publisher:
ISBN:
Category : Mathematical optimization
Languages : en
Pages : 162
Book Description
Optimum Reservoir Operation Using Stochastic Dynamic Programming
Author: William Samuel Butcher
Publisher:
ISBN:
Category : Reservoirs
Languages : en
Pages : 48
Book Description
Publisher:
ISBN:
Category : Reservoirs
Languages : en
Pages : 48
Book Description
Dynamic Programming Based Operation of Reservoirs
Author: K. D. W. Nandalal
Publisher: Cambridge University Press
ISBN: 1139464957
Category : Science
Languages : en
Pages : 125
Book Description
Dynamic programming is a method of solving multi-stage problems in which decisions at one stage become the conditions governing the succeeding stages. It can be applied to the management of water reservoirs, allowing them to be operated more efficiently. This is one of the few books dedicated solely to dynamic programming techniques used in reservoir management. It presents the applicability of these techniques and their limits on the operational analysis of reservoir systems. The dynamic programming models presented in this book have been applied to reservoir systems all over the world, helping the reader to appreciate the applicability and limits of these models. The book also includes a model for the operation of a reservoir during an emergency situation. This volume will be a valuable reference to researchers in hydrology, water resources and engineering, as well as professionals in reservoir management.
Publisher: Cambridge University Press
ISBN: 1139464957
Category : Science
Languages : en
Pages : 125
Book Description
Dynamic programming is a method of solving multi-stage problems in which decisions at one stage become the conditions governing the succeeding stages. It can be applied to the management of water reservoirs, allowing them to be operated more efficiently. This is one of the few books dedicated solely to dynamic programming techniques used in reservoir management. It presents the applicability of these techniques and their limits on the operational analysis of reservoir systems. The dynamic programming models presented in this book have been applied to reservoir systems all over the world, helping the reader to appreciate the applicability and limits of these models. The book also includes a model for the operation of a reservoir during an emergency situation. This volume will be a valuable reference to researchers in hydrology, water resources and engineering, as well as professionals in reservoir management.
Recent Results in Stochastic Programming
Author: P. Kall
Publisher: Springer Science & Business Media
ISBN: 364251572X
Category : Business & Economics
Languages : en
Pages : 236
Book Description
Publisher: Springer Science & Business Media
ISBN: 364251572X
Category : Business & Economics
Languages : en
Pages : 236
Book Description
The Optimality of Capacity Sharing in Stochastic Dynamic Programming Problems of Shared Reservoir Operation
Author: Chris M. Alaouze
Publisher:
ISBN: 9780858348554
Category : Reservoirs
Languages : en
Pages : 15
Book Description
Publisher:
ISBN: 9780858348554
Category : Reservoirs
Languages : en
Pages : 15
Book Description