Two-stage optimal stochastic linearization in analyzing of non-linear stochastic dynamic systems
نویسندگان
چکیده
منابع مشابه
Two Stage Stochastic Linear Programming with Gams
This document shows how to model two-stage stochastic linear programming problems in a GAMS environment. We will demonstrate using a small example, how GAMS can be used to formulate and solve this model as a large LP or using specialized stochastic solvers such as OSL-SE and DECIS. Finally a tailored implementation of the Benders Decomposition algorithm written in GAMS is used to solve the model.
متن کاملReconfiguration of Supply Chain: A Two Stage Stochastic Programming
In this paper, we propose an extended relocation model for warehouses configuration in a supply chain network, in which uncertainty is associated to operational costs, production capacity and demands whereas, existing researches in this area are often restricted to deterministic environments. In real cases, we usually deal with stochastic parameters and this point justifies why the relocation m...
متن کاملIterative linearization methods for approximately optimal control and estimation of non-linear stochastic system
This paper presents an iterative Linear-Quadratic-Gaussian method for locally-optimal control and estimation of non-linear stochastic systems. The new method constructs an affine feedback control law, obtained by minimizing a novel quadratic approximation to the optimal cost-to-go function, and a non-adaptive estimator optimized with respect to the current control law. The control law and filte...
متن کاملStochastic Stability of Linear Gyroscopic Dynamic Systems
in this paper, a theorem is derived for the existence of a common quadratic Lyapunov function for stability analysis of linear gyroscopic dynamic systems. A new method based on stochastic stability. In this paper we study the stochastic stability properties of linear gyroscopic dynamic systems.
متن کاملA two-stage stochastic programming model for the optimal sizing of hybrid PV/diesel/battery in hybrid electric ship system
Ships play the major role in bulk transportation and they need their special energy system. This paper proposes a stochastic programing method for optimal sizing of a hybrid ship power system with energy storage system (ESS), photovoltaic power (PV) and diesel generator. To account for uncertainties, in this study a two-stage stochastic mixed-integer non-linear programing is used to model the o...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: International Journal of Non-Linear Mechanics
سال: 2014
ISSN: 0020-7462
DOI: 10.1016/j.ijnonlinmec.2013.10.002