نتایج جستجو برای: stochastic dynamic programming
تعداد نتایج: 805092 فیلتر نتایج به سال:
this article aims at designing the mathematical model for aras dam reservoir in time operation with missions of agriculture needs safeguarding, water electric energy production and torrent controls. reservoir system relations determinate and these relations at framework of are determined and stochastic dynamic programming are calculated executive results of this model are presentation of guides...
Several peculiarities of stochastic dynamic programming problems where random vectors are observed before the decision is made at each stage are discussed in the first part of this paper. Surrogate problems are given for such problems with distance properties (for instance, transportation problems) in the second part.
In the present master thesis, three different algorithms, for optimizing a medium-term hydro-power planning problem with consideration of stochastic values, are presented and compared. The uncertainty arises due to varying water inflows and uncertain evolution of prices. The solution methods yield robust control strategies, which indicate for every time step, e.g. every month in one year, the o...
This paper provides a Stochastic Dynamic Programming (SDP) model for the optimization of Asset/Liability Management (ALM) in Iranian Insurance Companies (IIC). Regarding the legal and the operational constraints, and the characteristic of investment operations in Iran, the proposed SDP model maximizes the most important stockholder oriented objective of the insurance companies (long term wealth...
Available online 6 October 2008
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