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检索条件"主题词=Stochastic Dynamic Programming"
806 条 记 录,以下是121-130 订阅
Long-term operational planning for flexible residential buildings with seasonal storage and capacity-based grid tariffs
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ENERGY AND BUILDINGS 2024年 309卷
作者: Thorvaldsen, Kasper Emil Backe, Stian Farahmand, Hossein SINTEF Energy Res Dept Energy Syst Trondheim Norway Norwegian Univ Sci & Technol Dept Elect Energy Trondheim Norway
When performing operation of the energy system in a building, it is difficult to accurately represent the uncertain long-term objectives in the short-term window, and the correlation between long-term objectives. This... 详细信息
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Optimal Operating for Battery Energy Storage System in Both Energy Market and Regulation Market  12
Optimal Operating for Battery Energy Storage System in Both ...
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12th International Conference on Power and Energy Systems (ICPES)
作者: Ma, Qianli Zheng, Huaihua Qian, Weijie Wei, Wei Tsinghua Univ Dept Elect Engn Beijing Peoples R China Jiaxing Power Supply Co State Grid Zhejiang Elect Power Co Jiaxing Peoples R China
The power system faces more challenges with the development of human society. The battery energy storage system (BESS) can provide more flexibility to power systems and it can participate in multiple services in the p... 详细信息
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dynamic optimal hedge ratio design when price and production are stochastic with jump
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ANNALS OF FINANCE 2022年 第3期18卷 419-428页
作者: Clement, Nyassoke Titi Gaston Jules, Sadefo Kamdem Aime, Fono Louis Univ Douala Lab Math BP 24157 Douala Cameroon Univ Montpellier MRE Montpellier France Univ Montpellier Fac Econ Montpellier France
In this paper, we focus on the farmer's risk income when using commodity futures, when price and output processes are randomly correlated and represented by jump-diffusion models. We evaluate the expected utility ... 详细信息
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Information Relaxation and a Duality-Driven Algorithm for stochastic dynamic Programs
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OPERATIONS RESEARCH 2024年 第6期72卷 2302-2320页
作者: Chen, Nan Ma, Xiang Liu, Yanchu Yu, Wei Chinese Univ Hong Kong Dept Syst Engn & Engn Management Hong Kong Peoples R China High Flyer Quant Hangzhou Peoples R China Sun Yat Sen Univ Lingnan Coll Guangzhou Peoples R China World Quant Singapore Singapore 048948 Singapore
We use the technique of information relaxation to develop a duality-driven iterative approach (DDP) to obtain and improve confidence interval estimates for the true value of finite-horizon stochastic dynamic programmi... 详细信息
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Operation Policies through dynamic programming and Genetic Algorithms, for a Reservoir with Irrigation and Water Supply Uses
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WATER RESOURCES MANAGEMENT 2021年 第5期35卷 1573-1586页
作者: Mendoza Ramirez, Rosalva Arganis Juarez, Maritza Liliana Dominguez Mora, Ramon Padilla Morales, Luis Daniel Fuentes Mariles, Oscar Arturo Mendoza Resendiz, Alejandro Carrizosa Elizondo, Eliseo Carmona Paredes, Rafael Bernardo Univ Nacl Autonoma Mexico Inst Ingn Campus Morelia Morelia 58190 Michoacan Mexico Univ Nacl Autonoma Mexico Inst Ingn Ave Univ 3000 Mexico City 04510 DF Mexico
In this study, operation policies were obtained for a reservoir in Michoacan, Mexico, used for irrigation and domestic water supplies. The main purpose of these policies is to optimize the uses of the water, an increa... 详细信息
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Hybridizing ANN-NSGA-II model with genetic programming method for reservoir operation rule curve determination (Case study Zayandehroud dam reservoir)
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SOFT COMPUTING 2021年 第22期25卷 14081-14108页
作者: Moeini, Ramtin Nasiri, Kamran Univ Isfahan Fac Civil Engn & Transportat Dept Civil Engn Esfahan *** Iran
One of the most important and effective works of water resource planning and management is determining the specific, applicable, regulated operating policies of the Zayandehroud dam reservoir, as a case study, in whic... 详细信息
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A reinforcement learning approach to distribution-free capacity allocation for sea cargo revenue management
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INFORMATION SCIENCES 2021年 571卷 623-648页
作者: Seo, Dong-Wook Chang, Kyuchang Cheong, Taesu Baek, Jun-Geol Korea Univ Sch Ind & Management Engn Seoul 02841 South Korea
In this paper, we propose learning-based adaptive control based on reinforcement learning for the booking policy in sea cargo revenue management. The problem setting is that the demand distribution is unknown while th... 详细信息
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A Decision-Support Tool to Inform Coconut Log Procurement and Veneer Manufacturing Location Decisions in Fiji
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FORESTS 2024年 第8期15卷 1442页
作者: Dorries, Jack W. Venn, Tyron J. McGavin, Robert L. Tawake, Sefanaia Univ Queensland Sch Agr & Food Sustainabil Brisbane Qld 4072 Australia Queensland Dept Agr & Fisheries Agrisci Queensland Salisbury Qld 4107 Australia Pacific Community VFH5 FJX Suva Fiji
Coconut plantations throughout the Asia-Pacific region are generally characterised by the presence of low-productivity senile palms over the age of 60, which have negative impacts on farming communities, coconut proce... 详细信息
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Sample-Efficient Multimodal dynamics Modeling for Risk-Sensitive Reinforcement Learning  8
Sample-Efficient Multimodal Dynamics Modeling for Risk-Sensi...
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8th International Conference on Mechatronics and Robotics Engineering (ICMRE)
作者: Yashima, Ryota Yamaguchi, Akihiko Hashimoto, Koichi Tohoku Univ Grad Sch Informat Sci Sendai Miyagi Japan
When we consider dynamics of pouring viscous liquid, there are multiple modes;e.g., liquid jams when the size of container opening is narrow. Our past work showed that using multiple skills (e.g., tipping and shaking ... 详细信息
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Modelling and solving resource allocation problems via a dynamic programming approach
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INTERNATIONAL JOURNAL OF CONTROL 2021年 第6期94卷 1544-1555页
作者: Forootani, Ali Tipaldi, Massimo Zarch, Majid Ghaniee Liuzza, Davide Glielmo, Luigi Univ Sannio Dept Engn I-82100 Benevento Italy Univ Sci & Technol Dept Elect Engn Tehran Iran
In this paper, resource allocation problems are formulated via a set of parallel birth-death processes (BDP). This way, we can model the fact that resources can be allocated to customers at different prices, and that ... 详细信息
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