Two-Scale Network Dynamic Model for Energy Commodity Processes

Approximate Dynamic Programming for Commodity and Energy Merchant Operations

We study the merchant operations of commodity and energy conversion assets. Examples of such assets include natural gas pipelines systems, commodity swing options, and power plants. Merchant operations involves managing these assets as real options on commodity and energy prices with the objective of maximizing the market value of these assets. The economic relevance of natural gas conversion a...

Basis characterization in a two-commodity network

In this paper we describe the structure of a basis for two-commodity network ow problems combinatorially. In other words we give an interpretation of the structure of a basis. We also give an algorithm to nd all the bases. We think of the two-commodity network problem as two networks, each having capacities on the arcs, with side constraints which takes care of bounds on total arc ow.

Coordinated and Joint Ordering Policies for Two Commodity Inventory System

The Global Analysis of a Stochastic Two-Scale Network Epidemic Dynamic Model with Varying Immunity Period

A stochastic SIR epidemic dynamic model with distributed-time-delay, for a two-scale dynamic population is derived. The distributed time delay is the varying naturally acquired immunity period of the removal class of individuals who have recovered from the infection, and have acquired natural immunity to the disease. We investigate the stochastic asymptotic stability of the disease free equilib...

A Multi-commodity Network Flow Model for Cloud Service Environments

Next-generation systems, such as the big data cloud, have to cope with several challenges, e.g., move of excessive amount of data at a dictated speed, and thus, require the investigation of concepts additional to security in order to ensure their orderly function. Resilience is such a concept, which when ensured by systems or networks they are able to provide and maintain an acceptable level of...