Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 5 of 5 for “"Multi-period optimization"”.
-
Resource allocation and Uncertainties: An application case study of portfolio decision analysis and a numerical analysis on evidence theory
… different topics. The first is solving a multi-period portfolio decision problem, and the second, more theoretical, is a numerical comparison of uncertainty measures within evidence theory. Nowadays, portfolio problems are very common and present in several fields of study. The problem is …
-
Optimization of Bonus-Malus Systems
… the policyholder has a claim in the following period. In that case, he/she moves to a worse class, so the policyholder's payment may increase in the subsequent period. If he/she does not have a claim in a particular period, then he/she moves to a better class; therefore, his/her payment may …
-
Optimal coordination of distributed energy resources in smart grids enabled by distributed optimization and transactive energy
… by considering the role of distributed optimization algorithms in solving the optimal power flow (OPF) problem, when a large number of small scale DERs are present. The OPF problem minimizes costs to operate the grid, while subject to network constraints. The distributed implementation …
-
Optimized FTR portfolio construction for market participants in a multi-period horizon
… of an optimized FTR portfolio for a single period to more general settings. We propose a methodology to construct an optimized FTR portfolio for a market participant in a multi-period problem horizon and we carefully study the impacts of an initial FTR portfolio that is given at the …