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Wiley电子期刊(1)
SpringerLink电子期刊(36)
Elsevier电子期刊(54)
Springer电子图书(1)
ProQuest学位论文(9)
在“
Elsevier电子期刊
”中,
命中:
54
条,耗时:0.1029227 秒
在所有数据库中总计命中:
101
条
1.
On the solution variability reduction of
Stochastic
Dual
Dynamic
Programming
applied to energy planning
作者:
Murilo Pereira Soares
a
;
murilopsoares@gmail.com
;
Alexandre Street
a
;
street@ele.puc-rio.br
;
Davi Michel Valladã
;
o
b
;
davimv@puc-rio.br
关键词:
Stochastic
programming
;
Stochastic
Dual
Dynamic
Programming
;
Risk aversion
;
OR in energy
刊名:European Journal of Operational Research
出版年:2017
2.
Dynamic
convexification within nested Benders decomposition using Lagrangian relaxation: An application to the strategic bidding problem
作者:
Gregory Steeger
;
Steffen Rebennack
;
srebenna@mines.edu" class="auth_mail" title="E-mail the corresponding author
关键词:
Lagrangian relaxation
;
Mixed-integer linear
programming
;
Benders decomposition
;
Hydroelectric scheduling
;
Strategic bidding problem
;
Stochastic
dual
dynamic
programming
刊名:European Journal of Operational Research
出版年:2017
3.
Optimal consumption-investment strategy under the Vasicek model: HARA utility and Legendre transform
作者:
Hao Chang
a
;
b
;
ch8683897@126.com
;
Kai Chang
c
关键词:
Consumption&ndash
;
investment problem
;
The Vasicek model
;
HARA utility
;
Dynamic
programming
principle
;
Legendre transform
;
Closed-form solution
刊名:Insurance: Mathematics and Economics
出版年:2017
4.
A Case Study on Medium-Term Hydropower Scheduling with Sales of Capacity
作者:
Martin N. Hjelmeland
a
;
martin.hjelmeland@ntnu.no" class="auth_mail" title="E-mail the corresponding author
;
Arild Helseth
b
;
Magnus Korpå
;
s
a
关键词:
Hydropower scheduling
;
capacity reserves
;
Primary Frequency Reserve (PFR) market
;
Stochastic
Dual
Dynamic
Programming
(SDDP)
;
simulator
刊名:Energy Procedia
出版年:2016
5.
Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty
作者:
Sergio Bruno
;
a
;
svbbruno@gmail.com" class="auth_mail" title="E-mail the corresponding author
;
sbruno@petrobras.com.br" class="auth_mail" title="E-mail the corresponding author
;
Shabbir Ahmed
b
;
Alexander Shapiro
1
;
b
;
Alexandre Street
2
;
c
关键词:
Stochastic
programming
;
Renewable energy investment planning
;
Stochastic
Dual
Dynamic
Programming
;
Integer
programming
;
Risk averse
刊名:European Journal of Operational Research
出版年:2016
6.
A risk-based interactive multi-stage
stochastic
programming
approach for water resources planning under
dual
uncertainties
作者:
Y.Y. Wang
a
;
G.H. Huang
a
;
huang@iseis.org" class="auth_mail" title="E-mail the corresponding author
;
wangyuanyi5211@163.com" class="auth_mail" title="E-mail the corresponding author
;
S. Wang
b
;
W. Li
a
;
P.B. Guan
a
关键词:
Multi-stage
;
Stochastic
programming
;
Dual
uncertainties
;
Interactive
;
Random interval
;
Risk analysis
;
Water resources
刊名:Advances in Water Resources
出版年:2016
7.
Joint optimization of regional water-power systems
作者:
Silvio J. Pereira-Cardenal
a
;
1
;
sipa@cowi.dk" class="auth_mail" title="E-mail the corresponding author
;
Birger Mo
b
;
Anders Gjelsvik
b
;
Niels D. Riegels
c
;
Karsten Arnbjerg-Nielsen
a
;
Peter Bauer-Gottwein
a
关键词:
Hydropower
;
Irrigation
;
Water-energy models
;
Stochastic
dual
dynamic
programming
;
Water-energy nexus
刊名:Advances in Water Resources
出版年:2016
8.
Multi-period defined contribution pension funds investment management with regime-switching and mortality risk
作者:
Haixiang Yao
a
;
yaohaixiang@gdufs.edu.cn
;
Ping Chen
b
;
pche@unimelb.edu.au
;
Xun Li
c
;
malixun@polyu.edu.hk
关键词:
Contribution pension funds
;
Multi-period mean&ndash
;
variance
;
Regime switching
;
Mortality risk
;
Dynamic
programming
刊名:Insurance: Mathematics and Economics
出版年:2016
9.
Multi-period mean-variance portfolio selection with
stochastic
interest rate and uncontrollable liability
作者:
Haixiang Yao
a
;
yaohaixiang@gdufs.edu.cn" class="auth_mail" title="E-mail the corresponding author
;
Zhongfei Li
1
;
b
;
lnslzf@mail.sysu.edu.cn" class="auth_mail" title="E-mail the corresponding author
;
Duan Li
;
c
;
dli@se.cuhk.edu.hk" class="auth_mail" title="E-mail the corresponding author
关键词:
Stochastic
interest rate
;
Multi-period mean-variance portfolio selection
;
Uncontrollable liability
;
Dynamic
programming
;
Lagrangian
dual
ity
刊名:European Journal of Operational Research
出版年:2016
10.
Joint Use of Hydrological Modeling and Large-scale
Stochastic
Optimization Techniques Applied to the Nordic Power System
作者:
Joachim Dahl Jensen
a
;
joachim.dahl.jensen@gmail.com" class="auth_mail" title="E-mail the corresponding author
;
Torjus Folsland Bolkesjø
;
b
;
Bjø
;
rn Sø
;
nju-Moltzau
c
关键词:
Stochastic
Dual
Dynamic
Programming
(SDDP)
;
Hydrological modelling
;
Power markets
;
Benchmarking.
刊名:Energy Procedia
出版年:2016
1
2
3
4
5
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