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  1. Stochastic programming
    Contributor: Ruszczyński, Andrzej P. (Hrsg.)
    Published: 2003
    Publisher:  Elsevier, Amsterdam

    Stochastic programming models -- Optimality and duality in stochastic programming -- Decomposition methods -- Stochastic integer programming -- Probabilistic programming -- Monte Carlo sampling methods--Stochastic optimization and statistical... more

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    Technische Universität Chemnitz, Universitätsbibliothek
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    Karlsruher Institut für Technologie, KIT-Bibliothek
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    Universitätsbibliothek Mannheim
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    Universitätsbibliothek Mannheim
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    Bibliotheks-und Informationssystem der Carl von Ossietzky Universität Oldenburg (BIS)
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    Bibliotheks-und Informationssystem der Carl von Ossietzky Universität Oldenburg (BIS)
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    Bibliotheks-und Informationssystem der Carl von Ossietzky Universität Oldenburg (BIS)
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    Stochastic programming models -- Optimality and duality in stochastic programming -- Decomposition methods -- Stochastic integer programming -- Probabilistic programming -- Monte Carlo sampling methods--Stochastic optimization and statistical inference -- Stability of stochastic programming problems -- Stochastic programming in transportation and logistics -- Stochastic programming models in energy

     
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    Content information
    Source: Union catalogues
    Contributor: Ruszczyński, Andrzej P. (Hrsg.)
    Language: English
    Media type: Book
    Format: Online
    RVK Categories: QH 424 ; SK 880
    Series: Handbooks in operations research and management science ; v. 10
    Subjects: Stochastic programming
    Scope: Online-Ressource
    Notes:

    Includes bibliographical references and index

    Erscheinungsjahr der Online-Ausg.: 2007

    Stochastic programming modelsOptimality and duality in stochastic programming -- Decomposition methods -- Stochastic integer programming -- Probabilistic programming -- Monte Carlo sampling methods--Stochastic optimization and statistical inference -- Stability of stochastic programming problems -- Stochastic programming in transportation and logistics -- Stochastic programming models in energy.
  2. Facility location with a modular capacity under demand uncertainty
    an industrial case study
    Author: Rahal, Said- Salim; Dems, Amira; Adulyasak, Yossir; Arslan, Okan; Cordeau, Jean-François
    Published: [2023]
    Publisher:  GERAD, HÉC Montréal, Montréal (Québec), Canada

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    ZSS 29
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Les cahiers du GERAD ; G-2023, 15 (May 2023)
    Subjects: Stochastic programming; decision rules; facility location; demand uncertainty
    Scope: 1 Online-Ressource (circa 27 Seiten), Illustrationen
  3. Estimation and optimization problems in power markets
    Author: Jensen, Katrin
    Published: 2012
    Publisher:  Universität Ulm. Fakultät für Mathematik und Wirtschaftswissenschaften, Ulm

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    Universitätsbibliothek Braunschweig
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    Staats- und Universitätsbibliothek Bremen
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    Universitätsbibliothek Clausthal
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    Fachhochschule Erfurt, Hochschulbibliothek
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    Niedersächsische Staats- und Universitätsbibliothek Göttingen
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    Universitäts- und Landesbibliothek Sachsen-Anhalt / Zentrale
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    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
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    Staats- und Universitätsbibliothek Hamburg Carl von Ossietzky
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    Technische Universität Hamburg, Universitätsbibliothek
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    Bibliothek der Hochschule Hannover
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    Bibliothek im Kurt-Schwitters-Forum
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    Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Zentrale Hochschulbibliothek Lübeck
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    Leuphana Universität Lüneburg, Medien- und Informationszentrum, Universitätsbibliothek
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    Hochschule Magdeburg-Stendal, Hochschulbibliothek
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    Hochschule Osnabrück, Bibliothek Campus Westerberg
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    Hochschule Magdeburg-Stendal, Standort Stendal, Bibliothek
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    Universität Ulm, Kommunikations- und Informationszentrum, Bibliotheksservices
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    UB Weimar
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    Content information
    Volltext (kostenfrei)
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    Source: Union catalogues
    Language: English
    Media type: Dissertation
    Format: Online
    Other identifier:
    Subjects: Strompreis; Gaspreis; Stochastischer Prozess; Ökonometrisches Modell; Elektrizitätswirtschaft; Kraftwerk; Kapazitätsplanung; Dynamische Optimierung; Theorie; Deutschland; regime switching model; Stochastic programming; Dynamic programming; Marktpreis; Gasmarkt; Elektrizitätsmarkt
    Scope: Online-Ressource
    Notes:

    Zsfassung in dt. Sprache

    Ulm, Universität Ulm, Diss., 2012
  4. A two-stage stochastic post-disaster humanitarian supply chain network design problem
    Author: Daneshvar, Mohammad; Jena, Sanjay Dominik; Rei, Walter
    Published: September 2022
    Publisher:  Bureau de Montreal, Université de Montreal, Montréal (Québec)

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    ZSS 18
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: CIRRELT ; CIRRELT-2022, 27
    Subjects: Stochastic programming; humanitarian relief network; tactical planning; humanitarian supply chain; post-disaster
    Scope: 1 Online-Ressource (circa 29 Seiten), Illustrationen
  5. An asynchronous parallel Benders decomposition method for stochastic network design problems
    Author: Rahmaniani, Ragheb; Crainic, Teodor Gabriel; Gendreau, Michel; Rei, Walter
    Published: January 2023
    Publisher:  Bureau de Montreal, Université de Montreal, Montréal (Québec)

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    ZSS 18
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: CIRRELT ; CIRRELT-2023, 04
    Subjects: Stochastic programming; network design; Benders decomposition; branch-and-cut; parallel computing
    Scope: 1 Online-Ressource (circa 42 Seiten), Illustrationen
    Notes:

    "Revised version of the CIRRELT-2021-41" - Seite 2
  6. The disaggregated integer L-shaped method for the stochastic vehicle routing problem
    Author: Parada, Lucas; Legault, Robin; Côté, Jean-François; Gendreau, Michel
    Published: January 2023
    Publisher:  Bureau de Montreal, Université de Montreal, Montréal (Québec)

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    ZSS 18
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: CIRRELT ; CIRRELT-2023, 05
    Subjects: Stochastic programming; integer L-shaped method; monotonic recourse; vehicle routing problem
    Scope: 1 Online-Ressource (circa 30 Seiten), Illustrationen
  7. An asynchronous parallel Benders decomposition method for stochastic network design problems
    Author: Rahmaniani, Ragheb; Crainic, Teodor Gabriel; Gendreau, Michel; Rei, Walter
    Published: October 2021
    Publisher:  Bureau de Montreal, Université de Montreal, Montréal (Québec)

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    ZSS 18
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: CIRRELT ; CIRRELT-2021, 41
    Subjects: Stochastic programming; network design; Benders decomposition; branch-and-cut; parallel computing
    Scope: 1 Online-Ressource (circa 42 Seiten), Illustrationen
  8. Short-term risk management for electricity retailers under rising shares of decentralized solar generation
    Author: Russo, Marianna; Kraft, Emil; Bertsch, Valentin; Keles, Dogan
    Published: [2021]
    Publisher:  Karlsruher Institut für Technologie (KIT), Karlsruhe

    Electricity retailers face increasing uncertainty due to the ongoing expansion of unpredictable, distributed generation in the residential sector. We analyze how increasing levels of households' solar PV self-generation affect the short-term... more

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    Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
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    Karlsruher Institut für Technologie, KIT-Bibliothek
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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    DS 597
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    Electricity retailers face increasing uncertainty due to the ongoing expansion of unpredictable, distributed generation in the residential sector. We analyze how increasing levels of households' solar PV self-generation affect the short-term decisionmaking and associated risk exposure of electricity retailers in day-ahead and intraday markets. First, we develop a stochastic model accounting for correlations between solar load, residual load and price in sequentially nested wholesale spot markets across seasons and type of day. Second, we develop a computationally tractable twostage stochastic mixed-integer optimization model to investigate the trading portfolio and risk optimization problem faced by retailers. Through conditional value-at-risk we assess retailers' profitability and risk exposure to different levels of PV self-generation by assuming different retail tariff schemes. We find risk-hedging trading strategies and tariffs to have greater impact in Summer and with low levels of residual load in the system, i.e. when the solar generation uncertainty affect more the households demand to be served and the wholesale spot prices. The study is innovative in unveiling the potential of dynamic electricity tariffs, which are indexed to spot prices, to sustain a high penetration of renewable energy source while promoting risk sharing between customer and retailer. Our findings have implications for electricity retailers facing load and revenue risks in wholesale spot markets, likewise for regulators and policy-makers interested in electricity market design.

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/235576
    Series: Working paper series in production and energy ; no. 57 (June 2021)
    Subjects: Electricity markets; Stochastic model; Stochastic programming; Retailer uncertainty modeling; Riskmanagement
    Scope: 1 Online-Ressource (100 Seiten), Illustrationen