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检索条件"主题词=Stochastic Dynamic Programming"
807 条 记 录,以下是801-810 订阅
排序:
Land development and wilderness conservation policies under uncertainty: a synthesis
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Natural Resources Modeling 1990年 第1期4卷 11-37页
作者: Clarke, H.R. Reed, W.J. Australia
The effects of uncertainty and irreversibility on land management are examined in an infinite horizon Arrow-Fisher-Henry conservation model with non-linear land-use welfare function which accounts for the possible rol... 详细信息
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OPTIMAL TRADING STRATEGIES WITH LIMIT ORDERS
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INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE 2017年 第1期20卷 1750005-1750005页
作者: Agliardi, Rossella Gencay, Ramazan Univ Bologna Dept Math Viale Filopanti 5 I-40126 Bologna Italy Simon Fraser Univ Dept Econ 8888 Univ Dr Burnaby BC V5A 1S6 Canada
A model is proposed to study the risk management problem of designing optimal trading strategies in a limit order book. The execution of limit orders is uncertain, which leads to a stochastic control problem. In contr... 详细信息
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Assessing the Impact of Wind Variability on the Long-Term Operation of a Hydro-Dominated System
Assessing the Impact of Wind Variability on the Long-Term Op...
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IEEE PES Innovative Smart Grid Technologies Conference Europe
作者: Jose L. Morillo Juan F. Perez Luckny Zephyr C. Lindsay Anderson Angela Cadena Department of Electrical and Electronics Engineering Universidad de los Andes Bogotá Colombia Department of Applied Mathematics and Computer Science Universidad del Rosario Bogotá Colombia Biological and Environmental Engineering Department Cornell University Ithaca New York
Hydro-dominated systems are characterized by uncertainty on the inflows to the reservoirs. Driven by both technological advances and environmental awareness, the share of renewables in the energy production mix has be... 详细信息
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Strategic bidding of ancillary services for a hydro power producer
Strategic bidding of ancillary services for a hydro power pr...
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International Conference on the European Energy Market
作者: Hubert Abgottspon Goran Andersson Power Systems Laboratory ETH Zurich
This paper presents an agent-based simulator for examination of a secondary control market dominated by hydro power producer as decision support for one of the market participants. Proposed is a Q-learning algorithm f... 详细信息
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Optimal Storage Scheduling for Minimizing Schedule Deviations Considering Variability of Generated Wind Power
Optimal Storage Scheduling for Minimizing Schedule Deviation...
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IEEE/PES Power Systems Conference and Exposition
作者: S. Dutta T. J. Overbye Department of Electrical and Computer Engineering University of Illinois at Urbana-Champaign
Incorporation of energy storage units with wind farms is being considered critical for wind farms to address variability in wind power generation and meeting committed generation schedules. However, operational constr... 详细信息
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Optimal nonmyopic gambling strategy for the generalized Kelly criterion
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Naval Research Logistics (NRL) 1998年 第7期44卷
作者: S. Cetinkaya M. Parlar Department of Management Sciences University of Waterloo Waterloo Ontario N2L 3G1 Canada DeGroote School of Business McMaster University Hamilton Ontario L8S 4M4 Canada
We consider the optimal wagers to be made by a gambler who starts with a given initial wealth. The gambler faces a sequence of two‐outcome games, i.e., “win” vs. “lose,” and wishes to maximize the expected value ... 详细信息
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服务水平约束下动态定价与库存管理
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管理科学 2019年 第9期
作者: 段永瑞 徐超 霍佳震
本文研究服务水平约束下的动态定价与库存管理问题。企业在有限期内销售某种产品,产品的需求为随机需求,且期望需求依赖于产品价格。在每一期期初,企业需要在满足服务水平约束的条件下同时决定订货量和产品价格。本文首先构建了动态... 详细信息
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