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检索条件"主题词=Stochastic Dynamic Programming"
806 条 记 录,以下是601-610 订阅
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The Effects of Multi-temporal Electricity Markets on Short- and Long-Term Bidding
The Effects of Multi-temporal Electricity Markets on Short- ...
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General Meeting of the IEEE-Power-and-Energy-Society
作者: Wu, Zhiyong Ilic, Marija Carnegie Mellon Univ Dept Engn & Publ Policy Pittsburgh PA 15213 USA Carnegie Mellon Univ Dept Elect & Comp Engn Dept Engn & Publ Policy Pittsburgh PA 15213 USA
In this paper we discuss the generator investment problem for a newly proposed energy-only market structure comprising both spot and forward sub-markets as an alternative long-term resource adequacy solution. The inve... 详细信息
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A new approach for modelling and understanding optimal monetary policy
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ECONOMICS LETTERS 2008年 第1期100卷 13-15页
作者: Romaniuk, Katarzyna Univ Paris 01 PRISM UFR 06 F-75005 Paris France
The coefficients of Taylor's [Taylor, J.B., 1993. Discretion versus policy rules in practice. Camegie Rochester Conference Series on Public Policy 39, 195-214] monetary policy rule can be seen as portfolio weights... 详细信息
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A stochastic Optimization Model for Consecutive Promotion
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Quality Technology & Quantitative Management 2008年 第4期5卷 403-414页
Nowadays in business environment, marketing competitiveness is as demanding as ever. To survive under keen competitions, industries must keep acquiring customers and make them loyal while maximizing profit from their ... 详细信息
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ON-LINE DESIGN OF WATER RESERVOIR POLICIES BASED ON INFLOW PREDICTION
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IFAC Proceedings Volumes 2008年 第2期41卷 14540-14545页
作者: A. Castelletti D. de Rigo R. Soncini-Sessa L. Tepsich E. Weber Dipartimento di Elettronica e Informazione Politecnico di Milano Milan Italy
stochastic dynamic programming (SDP) is the method most extensively adopted to design release policies for water reservoir networks. However, it suffers of the well known “curse of dimensionality”, which actually li... 详细信息
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On the use of Blackwell's approachability theorem for stochastic dynamic programming
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IFAC Proceedings Volumes 2004年 第12期37卷 765-770页
作者: Hyeong Soo Chang Department of Computer Science and Engineering Sogang University Seoul Korea
We study solving large stochastic dynamic programming problems with simulation by using Blackwell’s approachability theorem to provide a rule of generating a (history-dependent) stochastic nonstationary policy from a... 详细信息
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Optimal control of Atlantic population Canada geese
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ECOLOGICAL MODELLING 2007年 第1期201卷 27-36页
作者: Hauser, C. E. Runge, M. C. Cooch, E. G. Johnson, F. A. Harvey, W. F. Univ Queensland Dept Math St Lucia Qld 4072 Australia USGS Patuxent Wildlife Res Ctr Laurel MD 20708 USA Cornell Univ Dept Nat Resources Ithaca NY 14853 USA US Fish & Wildlife Serv Gainesville FL 32611 USA Maryland Dept Nat Resources Wye Mills MD 21679 USA
Management of Canada geese (Branta canadensis) can be a balance between providing sustained harvest opportunity while not allowing populations to become overabundant and cause damage. in this paper, we focus on the At... 详细信息
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dynamic order acceptance and capacity planning on a single bottleneck resource
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NAVAL RESEARCH LOGISTICS 2007年 第8期54卷 874-889页
作者: Herbots, Jade Herroelen, Willy Leus, Roel Katholieke Univ Leuven Dept Decis Sci & Informat Management Louvain Belgium
We present a tactical decision model for order acceptance and capacity planning that maximizes the expected profits from accepted orders, allowing for aggregate regular as well as nonregular capacity. The stream of in... 详细信息
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Structured threshold policies for dynamic sensor scheduling - A partially observed Markov decision process approach
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IEEE TRANSACTIONS ON SIGNAL PROCESSING 2007年 第10期55卷 4938-4957页
作者: Krishnamurthy, Vikram Djonin, Dejan V. Univ British Columbia Dept Elect & Comp Engn Vancouver BC V6T 1Z4 Canada Univ British Columbia Dyaptive Syst Inc Dept Elect & Comp Engn Vancouver BC V6T 1Z4 Canada
We consider the optimal sensor scheduling problem formulated as a partially observed Markov decision process (POMDP). Due to operational constraints, at each time instant, the scheduler can dynamically select one out ... 详细信息
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Can culling a threatened species increase its chance of persisting?
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ECOLOGICAL MODELLING 2007年 第1期201卷 11-18页
作者: Bode, Michael Possingham, Hugh P. Univ Queensland Ctr Ecol St Lucia Qld 4072 Australia
Many interacting predator-prey populations have a natural tendency to exhibit persistent limit-cycles or damped oscillations, especially in the presence of environmental stochasticity. The restriction of populations i... 详细信息
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Minimise long-term loss or maximise short-term gain? Optimal translocation strategies for threatened species
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ECOLOGICAL MODELLING 2007年 第1期201卷 67-74页
作者: Rout, T. M. Hauser, C. E. Possingham, H. P. Univ Queensland Ctr Ecol St Lucia Qld 4072 Australia
Translocation is a useful management option for conservation of threatened animal species. It can be used to increase the range of a species, augment the numbers in a critical population, or establish new populations ... 详细信息
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