Relevant bibliographies by topics / Dynamic stochastic optimization / Dissertations / Theses
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Dissertations / Theses on the topic 'Dynamic stochastic optimization'

Author: Grafiati
Published: 10 September 2021
Last updated: 6 February 2022

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1

Wei, Wei. "Stochastic Dynamic Optimization and Games in Operations Management." Case Western Reserve University School of Graduate Studies / OhioLINK, 2013. http://rave.ohiolink.edu/etdc/view?acc_num=case1354751981.

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2

Azad, Saeed. "Combined Design and Control Optimization of Stochastic Dynamic Systems." University of Cincinnati / OhioLINK, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1602153122063302.

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3

Lin, Wuqin. "Dynamic Control in Stochastic Processing Networks." Diss., Georgia Institute of Technology, 2005. http://hdl.handle.net/1853/7105.

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A stochastic processing network is a system that takes materials of various kinds as inputs, and uses processing resources to produce other materials as outputs. Such a network provides a powerful abstraction of a wide range of real world, complex systems, including semiconductor wafer fabrication facilities, networks of data switches, and large-scale call centers. Key performance measures of a stochastic processing network include throughput, cycle time, and holding cost. The network performance can dramatically be affected by the choice of operational policies. We propose a family of operat
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4

Bastani, Spencer, and Olov Andersson. "Stochastic Optimization in Dynamic Environments : with applications in e-commerce." Thesis, Linköping University, Department of Mathematics, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-8509.

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<p>In this thesis we address the problem of how to construct an optimal algorithm for displaying banners (i.e advertisements shown on web sites). The optimization is based on the revenue each banner generates, with the aim of selecting those banners which maximize future total revenue. Banner optimality is of major importance in the e-commerce industry, in particular on web sites with heavy traffic. The 'micropayments' from showing banners add up to substantial profits due to the large volumes involved. We provide a broad, up-to-date and primarily theoretical treatment of this global optimizat
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5

Sivakumar, Ishwar Krishnan Ashok 1980. "Stochastic optimization of electricity transmission : dynamic programming algorithms under uncertainties." Thesis, Massachusetts Institute of Technology, 2002. http://hdl.handle.net/1721.1/80655.

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Thesis (M.Eng.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2002.<br>Includes bibliographical references (leaves 141-144).<br>by Ishwar Krishnan Ashok Sivakumar.<br>M.Eng.
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6

Angulo, Olivares Gustavo I. "Integer programming approaches for semicontinuous and stochastic optimization." Diss., Georgia Institute of Technology, 2014. http://hdl.handle.net/1853/51862.

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This thesis concerns the application of mixed-integer programming techniques to solve special classes of network flow problems and stochastic integer programs. We draw tools from complexity and polyhedral theory to analyze these problems and propose improved solution methods. In the first part, we consider semi-continuous network flow problems, that is, a class of network flow problems where some of the variables are required to take values above a prespecified minimum threshold whenever they are not zero. These problems find applications in management and supply chain models where orders in s
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Moser, Irene. "Applying external optimisation to dynamic optimisation problems." Swinburne Research Bank, 2008. http://hdl.handle.net/1959.3/22526.

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Thesis (Ph.D) - Swinburne University of Technology, Faculty of Information & Communication Technologies, 2008.<br>[A thesis submitted in total fulfillment of the requirements of for the degree of Doctor of Philosophy, Faculty of Information and Communication Technologies, Swinburne University of Technology, 2008]. Typescript. Includes bibliographical references p. 193-201.
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Löhndorf, Nils, and Stefan Minner. "Simulation Optimization for the Stochastic Economic Lot Scheduling Problem." Taylor and Francis, 2013. http://dx.doi.org/10.1080/0740817X.2012.662310.

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We study simulation optimization methods for the stochastic economic lot scheduling problem. In contrast to prior research, we focus on methods that treat this problem as a black box. Based on a large-scale numerical study, we compare approximate dynamic programming with a global search for parameters of simple control policies. We propose two value function approximation schemes based on linear combinations of piecewise- constant functions as well as control policies that can be described by a small set of parameters. While approximate value iteration worked well for small problems with
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9

Choi, Jaein. "Algorithmic Framework for Improving Heuristics in Stochastic, Stage-Wise Optimization Problems." Diss., Georgia Institute of Technology, 2004. http://hdl.handle.net/1853/4954.

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Algorithmic Framework for Improving Heuristics in Stochastic, Stage-Wise Optimization Problems Jaein Choi 172 Pages Directed by Dr. Jay H. Lee and Dr. Matthew J. Realff The goal of this thesis is the development of a computationally tractable solution method for stochastic, stage-wise optimization problems. In order to achieve the goal, we have developed a novel algorithmic framework based on Dynamic Programming (DP) for improving heuristics. The propose method represents a systematic way to take a family of solutions and patch them together as an improved solution. However, patching is
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10

Becker, Jonathan. "Dynamic Beamforming Optimization for Anti - Jamming and Hardware Fault Recovery." Research Showcase @ CMU, 2014. http://repository.cmu.edu/dissertations/331.

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In recent years there has been a rapid increase in the number of wireless devices for both commercial and defense applications. Such unprecedented demand has increased device cost and complexity and also added a strain on the spectrum utilization of wireless communication systems. This thesis addresses these issues, from an antenna system perspective, by developing new techniques to dynamically optimize adaptive beamforming arrays for improved anti-jamming and reliability. Available frequency spectrum is a scarce resource, and therefor e increased interference will occur as the wireless spectr
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11

González, Grandón Tatiana Carolina. "Stochastic Optimization under Probust and Dynamic Probabilistic Constraints: with Applications to Energy Management." Doctoral thesis, Humboldt-Universität zu Berlin, 2019. http://dx.doi.org/10.18452/20395.

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Diese Arbeit liefert, in den ersten beiden Kapiteln einen allgemeinen Überblick über die klassischen Ansätze zur Optimierung unter Unsicherheit mit einem Schwerpunkt auf probabilistischen Randbedingung. Anschließend wird im dritten Kapitel eine neue Klasse von sogenannten Probust Randbedingungen beim Auftreten von Modellen mit unsicheren Parametern mit teilweise stochastischem und teilweise nicht-stochastischem Charakter eingeführt. Wir zeigen dabei die Relevanz dieser Aufgabentypen für zwei Problemstellungen in einem stationären Gasnetz auf. Erstens liegen beim Gastransport probabilistische R
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12

Li, Yusong. "Stochastic maximum principle and dynamic convex duality in continuous-time constrained portfolio optimization." Thesis, Imperial College London, 2016. http://hdl.handle.net/10044/1/45536.

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This thesis seeks to gain further insight into the connection between stochastic optimal control and forward and backward stochastic differential equations and its applications in solving continuous-time constrained portfolio optimization problems. Three topics are studied in this thesis. In the first part of the thesis, we focus on stochastic maximum principle, which seeks to establish the connection between stochastic optimal control and backward stochastic differential differential equations coupled with static optimality condition on the Hamiltonian. We prove a weak neccessary and sufficie
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13

Khoo, Wai Gea. "Dynamic-programming approaches to single-and multi-stage stochastic knapsack problems for portfolio optimization." Thesis, Monterey, Calif. : Springfield, Va. : Naval Postgraduate School ; Available from National Technical Information Service, 1999. http://handle.dtic.mil/100.2/ADA362005.

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14

Mustafa, Golam. "Stochastic dynamic optimization approach for revegetation of reclaimed mine soils under uncertain weather regime." Diss., Virginia Polytechnic Institute and State University, 1989. http://hdl.handle.net/10919/54394.

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This study presents a comprehensive physically based stochastic dynamic optimization model to assist planners in making decisions concerning mine soil depths and soil mixture ratios required to achieve successful revegetation of mined lands at different probability levels of success, subject to an uncertain weather regime. A perennial grass growth model was modified and validated for predicting vegetation growth in reclaimed mine soils. The plant growth model is based on continuous relationships between plant growth, air temperature, day length, leaf area, photoperiod and plant-soil-moisture s
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15

Siegmund, Florian. "Dynamic Resampling for Preference-based Evolutionary Multi-objective Optimization of Stochastic Systems : Improving the efficiency of time-constrained optimization." Doctoral thesis, Högskolan i Skövde, Institutionen för ingenjörsvetenskap, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:his:diva-13088.

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In preference-based Evolutionary Multi-objective Optimization (EMO), the decision maker is looking for a diverse, but locally focused non-dominated front in a preferred area of the objective space, as close as possible to the true Pareto-front. Since solutions found outside the area of interest are considered less important or even irrelevant, the optimization can focus its efforts on the preferred area and find the solutions that the decision maker is looking for more quickly, i.e., with fewer simulation runs. This is particularly important if the available time for optimization is limited, a
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Faghih, Ali. "Stochastic dynamic optimization of consumption and the induced price elasticity of demand in smart grids." Thesis, Massachusetts Institute of Technology, 2011. http://hdl.handle.net/1721.1/66028.

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Thesis (S.M.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2011.<br>Cataloged from PDF version of thesis.<br>Includes bibliographical references (p. 75-77).<br>This thesis presents a mathematical model of consumer behavior in response to stochastically-varying electricity prices, and a characterization of price-elasticity of demand created by optimal utilization of storage and the flexibility to shift certain demands to periods of lower prices. The approach is based on analytical characterization of the consumer's optimal policy and the associat
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MBITI, JOHN N. "Deep learning for portfolio optimization." Thesis, Linnéuniversitetet, Institutionen för matematik (MA), 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-104567.

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In this thesis, an optimal investment problem is studied for an investor who can only invest in a financial market modelled by an Itô-Lévy process; with one risk free (bond) and one risky (stock) investment possibility. We present the dynamic programming method and the associated Hamilton-Jacobi-Bellman (HJB) equation to explicitly solve this problem. It is shown that with purification and simplification to the standard jump diffusion process, closed form solutions for the optimal investment strategy and for the value function are attainable. It is also shown that, an explicit solution can be
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18

Bianchi, Leonora. "Ant colony optimization and local search for the probabilistic traveling salesman problem: a case study in stochastic combinatorial optimization." Doctoral thesis, Universite Libre de Bruxelles, 2006. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/210877.

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In this thesis we focus on Stochastic combinatorial Optimization Problems (SCOPs), a wide class of combinatorial optimization problems under uncertainty, where part of the information about the problem data is unknown at the planning stage, but some knowledge about its probability distribution is assumed.<p><p>Optimization problems under uncertainty are complex and difficult, and often classical algorithmic approaches based on mathematical and dynamic programming are able to solve only very small problem instances. For this reason, in recent years metaheuristic algorithms such as Ant Colony Op
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19

Zhou, Zhihong. "Multistage Stochastic Decomposition and its Applications." Diss., The University of Arizona, 2012. http://hdl.handle.net/10150/222892.

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In this dissertation, we focus on developing sampling-based algorithms for solving stochastic linear programs. The work covers both two stage and multistage versions of stochastic linear programs. In particular, we first study the two stage stochastic decomposition (SD) algorithm and present some extensions associated with SD. Specifically, we study two issues: a) are there conditions under which the regularized version of SD generates a unique solution? and b) in cases where a user is willing to sacrifice optimality, is there a way to modify the SD algorithm so that a user can trade-off solut
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De, Queiroz Lima Roberta. "Modeling and simulation in nonlinear stochastic dynamic of coupled systems and impact." Thesis, Paris Est, 2015. http://www.theses.fr/2015PEST1049/document.

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Dans cette Thèse, la conception robuste avec un modèle incertain d'un système électromécanique avec vibro-impact est fait. Le système électromécanique est constitué d'un chariot, dont le mouvement est excité par un moteur à courant continu et un marteau embarqué dans ce chariot. Le marteau est relié au chariot par un ressort non linéaire et par un amortisseur linéaire, de façon qu'un mouvement relatif existe entre eux. Une barrière flexible linéaire, placé à l'extérieur du chariot limite les mouvements de marteau. En raison du mouvement relatif entre le marteau et la barrière, impacts peuvent
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21

Pacaud, François. "Decentralized optimization for energy efficiency under stochasticity." Thesis, Paris Est, 2018. http://www.theses.fr/2018PESC1147/document.

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Les réseaux électriques doivent absorber une production d'énergie renouvelable croissante, de façon décentralisée. Leur gestion optimale amène à des problèmes spécifiques. Nous étudions dans cette thèse la formulation mathématique de tels problèmes en tant que problèmes d'optimisation stochastique multi-pas de temps. Nous analysons plus spécifiquement la décomposition en temps et en espace de tels problèmes. Dans la première partie de ce manuscrit, Décomposition temporelle pour l'optimisation de la gestion de microgrid domestique, nous appliquons les méthodes d'optimisation stochastique à la g
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22

Gomez-Soto, Franz M. "Deposit facilities and consumption smoothing: a dynamic stochastic model of precautionary wealth choices for a credit-constrained rural household." The Ohio State University, 2007. http://rave.ohiolink.edu/etdc/view?acc_num=osu1181834440.

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23

Bono, Guillaume. "Deep multi-agent reinforcement learning for dynamic and stochastic vehicle routing problems." Thesis, Lyon, 2020. http://www.theses.fr/2020LYSEI096.

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La planification de tournées de véhicules dans des environnements urbains denses est un problème difficile qui nécessite des solutions robustes et flexibles. Les approches existantes pour résoudre ces problèmes de planification de tournées dynamiques et stochastiques (DS-VRPs) sont souvent basés sur les mêmes heuristiques utilisées dans le cas statique et déterministe, en figeant le problème à chaque fois que la situation évolue. Au lieu de cela, nous proposons dans cette thèse d’étudier l’application de méthodes d’apprentissage par renforcement multi-agent (MARL) aux DS-VRPs en s’appuyant sur
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24

Römisch, Werner [Gutachter], Rüdiger [Gutachter] Schultz, René [Gutachter] Henrion, and Rüdiger [Gutachter] Schultz. "Stochastic Optimization under Probust and Dynamic Probabilistic Constraints: with Applications to Energy Management / Gutachter: Werner Römisch, Rüdiger Schultz, René Henrion, Rüdiger Schultz." Berlin : Humboldt-Universität zu Berlin, 2019. http://d-nb.info/1193989124/34.

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25

Ludovic, Moreau. "A Contribution in Stochastic Control Applied to Finance and Insurance." Phd thesis, Université Paris Dauphine - Paris IX, 2012. http://tel.archives-ouvertes.fr/tel-00737624.

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Le but de cette thèse est d'apporter une contribution à la problématique de valorisation de produits dérivés en marchés incomplets. Nous considérons tout d'abord les cibles stochastiques introduites par Soner et Touzi (2002) afin de traiter le problème de sur-réplication, et récemment étendues afin de traiter des approches plus générales par Bouchard, Elie et Touzi (2009). Nous généralisons le travail de Bouchard {\sl et al} à un cadre plus général où les diffusions sont sujettes à des sauts. Nous devons considérer dans ce cas des contrôles qui prennent la forme de fonctions non bornées, ce qu
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26

Tekaya, Wajdi. "Risk neutral and risk averse approaches to multistage stochastic programming with applications to hydrothermal operation planning problems." Diss., Georgia Institute of Technology, 2013. http://hdl.handle.net/1853/47582.

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The main objective of this thesis is to investigate risk neutral and risk averse approaches to multistage stochastic programming with applications to hydrothermal operation planning problems. The purpose of hydrothermal system operation planning is to define an operation strategy which, for each stage of the planning period, given the system state at the beginning of the stage, produces generation targets for each plant. This problem can be formulated as a large scale multistage stochastic linear programming problem. The energy rationing that took place in Brazil in the period 2001/2002 raised
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Iourtchenko, Daniil V. "Optimal bounded control and relevant response analysis for random vibrations." Link to electronic thesis, 2001. http://www.wpi.edu/Pubs/ETD/Available/etd-0525101-111407.

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Thesis (Ph. D.)--Worcester Polytechnic Institute.<br>Keywords: Stochastic optimal control; dynamic programming; Hamilton-Jacobi-Bellman equation; Random vibration. Keywords: Stochastic optimal control; dynamic programming; Hamilton-Jacobi-Bellman equation; Random vibration; energy balance method. Includes bibliographical references (p. 86-89).
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Dimitry, El Baghdady Johan. "Equilibrium Strategies for Time-Inconsistent Stochastic Optimal Control of Asset Allocation." Thesis, KTH, Optimeringslära och systemteori, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-202520.

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We have examinined the problem of constructing efficient strategies for continuous-time dynamic asset allocation. In order to obtain efficient investment strategies; a stochastic optimal control approach was applied to find optimal transaction control. Two mathematical problems are formulized and studied: Model I; a dynamic programming approach that maximizes an isoelastic functional with respect to given underlying portfolio dynamics and Model II; a more sophisticated approach where a time-inconsistent state dependent mean-variance functional is considered. In contrast to the optimal controls
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Chevallier, Juliette. "Statistical models and stochastic algorithms for the analysis of longitudinal Riemanian manifold valued data with multiple dynamic." Thesis, Université Paris-Saclay (ComUE), 2019. http://www.theses.fr/2019SACLX059/document.

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Par delà les études transversales, étudier l'évolution temporelle de phénomènes connait un intérêt croissant. En effet, pour comprendre un phénomène, il semble plus adapté de comparer l'évolution des marqueurs de celui-ci au cours du temps plutôt que ceux-ci à un stade donné. Le suivi de maladies neuro-dégénératives s'effectue par exemple par le suivi de scores cognitifs au cours du temps. C'est également le cas pour le suivi de chimiothérapie : plus que par l'aspect ou le volume des tumeurs, les oncologues jugent que le traitement engagé est efficace dès lors qu'il induit une diminution du vo
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Polaski, Zachary. "Dynamic asset allocation using option implied distributions in an exponentially tempered stable Lévy market." Master's thesis, Instituto Superior de Economia e Gestão, 2018. http://hdl.handle.net/10400.5/16038.

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Mestrado em Mathematical Finance<br>Este artigo explora o problema do portfólio ideal usando distribuições implícitas na opção quando o processo de preço subjacente é assumido como sendo conduzido por um processo exponencial de Levy. Em particular, a aplicação é levada a cabo usando um processo de difusão de salto Estável Exponencialmente Temperado como o componente martingale do preço das acções de log, e as preferências do investidor são assumidas sujeitas a uma função de utilidade CRRA. Densidades de um mês neutras ao risco são extraídas dos preços das opções usando um método de precificaçã
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Dupin, Romain. "Prévision du Dynamic Line Rating et impact sur la gestion du système électrique." Thesis, Paris Sciences et Lettres (ComUE), 2018. http://www.theses.fr/2018PSLEM021/document.

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Le Dynamic Line Rating est la modification dynamique des contraintes de courant sur une ligne électrique aérienne, en accord avec la météorologie. De telles modifications permettent alors d’avoir des réductions des phénomènes de congestion près de 99% du temps.De manière similaire aux énergies renouvelables, il est possible de générer des prévisions de ces contraintes modifiées, en accord avec des observations historiques, des prévisions météorologiques et des méthodes d’intelligence artificielle.Dans cette thèse, nous proposons le développement de modèles de prévision probabilistes à court te
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Fletcher, Thomas P. "Optimal energy management strategy for a fuel cell hybrid electric vehicle." Thesis, Loughborough University, 2017. https://dspace.lboro.ac.uk/2134/25567.

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The Energy Management Strategy (EMS) has a huge effect on the performance of any hybrid vehicle because it determines the operating point of almost every component associated with the powertrain. This means that its optimisation is an incredibly complex task which must consider a number of objectives including the fuel consumption, drive-ability, component degradation and straight-line performance. The EMS is of particular importance for Fuel Cell Hybrid Electric Vehicles (FCHEVs), not only to minimise the fuel consumption, but also to reduce the electrical stress on the fuel cell and maximise
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Abdrakhmanov, Rustem. "Sub-optimal Energy Management Architecture for Intelligent Hybrid Electric Bus : Deterministic vs. Stochastic DP strategy in Urban Conditions." Thesis, Université Clermont Auvergne‎ (2017-2020), 2019. http://www.theses.fr/2019CLFAC020/document.

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Cette thèse propose des stratégies de gestion de l'énergie conçues pour un bus urbain électrique hybride. Le système de commande hybride devrait créer une stratégie efficace de coordination du flux d’énergie entre le moteur thermique, la batterie, les moteurs électriques et hydrauliques. Tout d'abord, une approche basée sur la programmation dynamique déterministe (DDP) a été proposée : algorithme d'optimisation simultanée de la vitesse et de la puissance pour un trajet donné (limité par la distance parcourue et le temps de parcours). Cet algorithme s’avère être gourmand en temps de calcul, il
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Saint-Guillain, Michael. "Models and algorithms for online stochastic vehicle routing problems." Thesis, Lyon, 2019. http://www.theses.fr/2019LYSEI068.

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Quels seront les objectifs et défis des métropoles de demain ? La plupart des problèmes issus du monde réel sont sujets à l'inconnu, nécessitant de prendre de nouvelles décisions de façon dynamique, à la demande, en fonction des évènements aléatoires qui se réalisent. Dans cette thèse, nous nous attaquons à un problème majeur, du moins en perspectives: la gestion dynamique d'une flotte de véhicules en contexte urbain. Les applications pratiques des tournées de véhicules à la demande sont nombreuses, incluant les transports publics intelligents, les services de livraison, les soins et intervent
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Hamdan, Sadeque. "Optimization Models for Air Traffic Flow Management." Thesis, université Paris-Saclay, 2020. http://www.theses.fr/2020UPAST042.

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Les retards et les émissions CO2 sont des sujets critiques dans l’industrie aéronautique. Les principales sources de retard sont le déséquilibre entre la demande et la capacité, la dotation en personnel des contrôleurs du traffic aérien et les conditions météorologiques extrêmes. Dans certains cas, les compagnies aériennes peuvent choisir d’augmenter la vitesse de l’avion au delà de celle programmée, ce qui engendre une augmentation des émissions. Plusieurs projets ont été lancés pour améliorer le partage d’informations et, par conséquent, la prise de décision au profit de tous les acteurs ou
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Huclová, Alena. "Optimalizační modely v logistice." Master's thesis, Vysoké učení technické v Brně. Fakulta strojního inženýrství, 2010. http://www.nusl.cz/ntk/nusl-229027.

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The thesis is focused on the optimization of models of transportation and transshipment problem with random demand, additional edges, and dynamic pricing. The theoretical part of the thesis introduces mathematical models of transportation. The software GAMS, which is used for the solution, is all so described. The practical part is a split among chapters and implements the described models by using real data.
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Fernandes, Jessica Katherine de Sousa. "Estudo de algoritmos de otimização estocástica aplicados em aprendizado de máquina." Universidade de São Paulo, 2017. http://www.teses.usp.br/teses/disponiveis/45/45134/tde-28092017-182905/.

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Em diferentes aplicações de Aprendizado de Máquina podemos estar interessados na minimização do valor esperado de certa função de perda. Para a resolução desse problema, Otimização estocástica e Sample Size Selection têm um papel importante. No presente trabalho se apresentam as análises teóricas de alguns algoritmos destas duas áreas, incluindo algumas variações que consideram redução da variância. Nos exemplos práticos pode-se observar a vantagem do método Stochastic Gradient Descent em relação ao tempo de processamento e memória, mas, considerando precisão da solução obtida juntamente com o
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Girardeau, Pierre. "Résolution de grands problèmes en optimisation stochastique dynamique et synthèse de lois de commande." Phd thesis, Université Paris-Est, 2010. http://tel.archives-ouvertes.fr/tel-00587763.

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Le travail présenté ici s'intéresse à la résolution numérique de problèmes de commande optimale stochastique de grande taille. Nous considérons un système dynamique, sur un horizon de temps discret et fini, pouvant être influencé par des bruits exogènes et par des actions prises par le décideur. L'objectif est de contrôler ce système de sorte à minimiser une certaine fonction objectif, qui dépend de l'évolution du système sur tout l'horizon. Nous supposons qu'à chaque instant des observations sont faites sur le système, et éventuellement gardées en mémoire. Il est généralement profitable, pour
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Campbell, Angela Mari. "Architecting aircraft power distribution systems via redundancy allocation." Diss., Georgia Institute of Technology, 2014. http://hdl.handle.net/1853/53087.

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Recently, the environmental impact of aircraft and rising fuel prices have become an increasing concern in the aviation industry. To address these problems, organizations such as NASA have set demanding goals for reducing aircraft emissions, fuel burn, and noise. In an effort to reach the goals, a movement toward more-electric aircraft and electric propulsion has emerged. With this movement, the number of critical electrical loads on an aircraft is increasing causing power system reliability to be a point of concern. Currently, power system reliability is maintained through the use of back-up
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Ammar, Achraf. "Affectation dynamique d'opérateurs polyvalents et dimensionnement des équipes dans les systèmes de production." Thesis, Clermont-Ferrand 2, 2015. http://www.theses.fr/2015CLF22620.

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Les ressources humaines jouent un rôle crucial dans les systèmes de production. D’une part, elles doivent être polyvalentes et flexibles pour pouvoir effectuer des tâches variées. D’autre part, elles doivent être affectées aux différentes machines du système de façon qu’elles puissent satisfaire les performances industrielles. Toutefois, il est souvent difficile de prendre des décisions concernant le nombre, les compétences et les stratégies d’affectation des opérateurs, en particulier dans les systèmes où la demande est aléatoire, changeante et fluctuante et lorsqu’il y a plusieurs objectifs
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41

Detournay, Sylvie. "Méthodes multigrilles pour les jeux stochastiques à deux joueurs et somme nulle, en horizon infini." Phd thesis, Ecole Polytechnique X, 2012. http://pastel.archives-ouvertes.fr/pastel-00762010.

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Dans cette thèse, nous proposons des algorithmes et présentons des résultats numériques pour la résolution de jeux répétés stochastiques, à deux joueurs et somme nulle dont l'espace d'état est de grande taille. En particulier, nous considérons la classe de jeux en information complète et en horizon infini. Dans cette classe, nous distinguons d'une part le cas des jeux avec gain actualisé et d'autre part le cas des jeux avec gain moyen. Nos algorithmes, implémentés en C, sont principalement basés sur des algorithmes de type itérations sur les politiques et des méthodes multigrilles. Ces algorit
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42

Alais, Jean-Christophe. "Risque et optimisation pour le management d'énergies : application à l'hydraulique." Thesis, Paris Est, 2013. http://www.theses.fr/2013PEST1071/document.

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L'hydraulique est la principale énergie renouvelable produite en France. Elle apporte une réserve d'énergie et une flexibilité intéressantes dans un contexte d'augmentation de la part des énergies intermittentes dans la production. Sa gestion soulève des problèmes difficiles dus au nombre des barrages, aux incertitudes sur les apports d'eau et sur les prix, ainsi qu'aux usages multiples de l'eau. Cette thèse CIFRE, effectuée en partenariat avec Electricité de France, aborde deux questions de gestion hydraulique formulées comme des problèmes d'optimisation dynamique stochastique. Elles sont tra
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Barbosa, Da Cunha Junior Americo. "Modeling and uncertainty quantification in the nonlinear stochastic dynamics of horizontal drillstrings." Thesis, Paris Est, 2015. http://www.theses.fr/2015PEST1041/document.

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Prospection de pétrole utilise un équipement appelé tube de forage pour forer le sol jusqu'au le niveau du réservoir. Cet équipement est une longue colonne rotative, composée par une série de tiges de forage interconnectées et les équipements auxiliaires. La dynamique de cette colonne est très complexe parce que dans des conditions opérationnelles normales, elle est soumise à des vibrations longitudinales, latérales et de torsion, qui présentent un couplage non linéaire. En outre, cette structure est soumise à effets de frottement et à des chocs dûs aux contacts mécaniques entre les paires têt
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44

Yassir, Jedra. "Multi-period portfolio optimization given a priori information on signal dynamics and transactions costs." Thesis, KTH, Optimeringslära och systemteori, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-227264.

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Multi-period portfolio optimization (MPO) has gained a lot of interest in modern portfolio theory due to its consideration for inter-temporal trading e effects, especially market impacts and transactions costs, and for its subtle reliability on return predictability. However, because of the heavy computational demand, portfolio policies based on this approach have been sparsely explored. In that regard, a tractable MPO framework proposed by N. Gârleanu &amp; L. H. Pedersen has been investigated. Using the stochastic control framework, the authors provided a closed form expression of the optima
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Taheri, Mehdi. "Machine Learning from Computer Simulations with Applications in Rail Vehicle Dynamics and System Identification." Diss., Virginia Tech, 2016. http://hdl.handle.net/10919/81417.

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The application of stochastic modeling for learning the behavior of multibody dynamics models is investigated. The stochastic modeling technique is also known as Kriging or random function approach. Post-processing data from a simulation run is used to train the stochastic model that estimates the relationship between model inputs, such as the suspension relative displacement and velocity, and the output, for example, sum of suspension forces. Computational efficiency of Multibody Dynamics (MBD) models can be improved by replacing their computationally-intensive subsystems with stochastic pred
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Zhang, Jian. "Advance Surgery Scheduling with Consideration of Downstream Capacity Constraints and Multiple Sources of Uncertainty." Thesis, Bourgogne Franche-Comté, 2019. http://www.theses.fr/2019UBFCA023.

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Les travaux de ce mémoire portent sur une gestion optimisée des blocs opératoires dans un service chirurgical. Les arrivées des patients chaque semaine, la durée des opérations et les temps de séjour des patients sont considérés comme des paramètres assujettis à des incertitudes. Chaque semaine, le gestionnaire hospitalier doit déterminer les blocs chirurgicaux à mettre en service et leur affecter certaines opérations figurant sur la liste d'attente. L'objectif est la minimisation d'une part des coûts liés à la réalisation et au report des opérations, et d'autre part des coûts hospitaliers lié
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Diallo, Ibrahima Amadou. "Exchange rates policy and productivity." Thesis, Clermont-Ferrand 1, 2013. http://www.theses.fr/2013CLF10405/document.

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Cette thèse étudie comment le taux de change effectif réel (TCER) et ses mesures associées (volatilité du TCER et désalignement du TCER) affectent la croissance de la productivité totale des facteurs (CPTF). Elle analyse également les canaux par lesquels le TCER et ses mesures associées agissent sur la productivité totale des facteurs (PTF). La première partie étudie comment le TCER lui-Même, d'une part, et la volatilité du TCER, d'autre part, influencent la productivité. Une analyse du lien entre le niveau du TCER et la PTF dans le chapitre 1 indique qu'une appréciation de taux de change caus
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Saha, Subhamay. "Single and Multi-player Stochastic Dynamic Optimization." Thesis, 2013. http://etd.iisc.ernet.in/2005/3357.

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In this thesis we investigate single and multi-player stochastic dynamic optimization prob-lems. We consider both discrete and continuous time processes. In the multi-player setup we investigate zero-sum games with both complete and partial information. We study partially observable stochastic games with average cost criterion and the state process be-ing discrete time controlled Markov chain. The idea involved in studying this problem is to replace the original unobservable state variable with a suitable completely observable state variable. We establish the existence of the value of the game
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Bayram, Armagan. "Stochastic dynamic optimization models for societal resource allocation." 2014. https://scholarworks.umass.edu/dissertations/AAI3615396.

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We study a class of stochastic resource allocation problems that specifically deals with effective utilization of resources in the interest of social value creation. These problems are treated as a separate class of problems mainly due to the nonprofit nature of the application areas, as well as the abstract structure of social value definition. As part of our analysis of these unique characteristics in societal resource allocation, we consider two major application areas involving such decisions. The first application area deals with resource allocations for foreclosed housing acquisitions as
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"Dynamic resource allocation using stochastic optimization in wireless communications." 2012. http://library.cuhk.edu.hk/record=b5549457.

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無處不在的無線業務以其不斷增長的需求促進了對稀缺無線資源的高效利用。多年來，優化技術被廣泛地運用在無線資源分配的方案設計上，從而達到改善系統性能之目的。在此領域的大部分工作中，用於定義優化問題的系統參數被假設為精確可知。然而，實際的系統參數往往是時變且隨機的。忽略系統參數的不確定性極易導致資源分配決策偏離最優狀態，或者甚至違反系統運行約束而使分配決策不可行。<br>本論文提出了一套用於無線通信的動態資源分配的隨機優化框架。具體而言，本文抓住了不確定系統參數的隨機本質，從而建立結合實際的問題模型，並且開發了高效的算法，以獲得最佳的分配決策。本文將提出的框架成功地應用於三個很有前景的無線通信系統中：自適應正交頻分多址接入（OFDMA）系統，多輸入多輸出（MIMO）天線系統，以及位置感知網絡。每一個應用系統中都存在與實踐相關的挑戰，而這些挑戰則源自於傳統基於靜態優化的設計在提供滿意的服務質量（QoS）中遇到的困難。結果表明，使用隨機優化的動態資源分配，可達到了更加穩健的QoS性能，並且顯著增強系統的實用性。<br>在自適應OFDMA系統中，本文提出了一套“慢適應“的最優子載波分配方案。該方案通過採用更新遠慢於無線信道波動的資源分配策略，從而使計算複雜度和控制信令大大降低。本文根據不同的應用背景，將慢適應子載波分配問題描述成為幾個不同的隨機規劃問題。其中，我們設計了一個高效的算法專門用以求
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