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1

Geyer, Alois, Michael Hanke, and Alex Weissensteiner. "Scenario Tree Generation and Multi-Asset Financial Optimization Problems." Elsevier, 2013. http://dx.doi.org/10.1016/j.orl.2013.06.003.

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We compare two popular scenario tree generation methods in the context of financial optimization: Moment matching and scenario reduction. Using a simple problem with a known analytic solution, we find that moment matching - accompanied by a check to ensure absence of arbitrage opportunities - replicates this solution precisely. On the other hand, even if the scenario trees generated by scenario reduction are arbitrage-free, the solutions to the approximate optimization problem represented by the reduced tree are biased and highly variable. These results hold for correlated and uncorrelate
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Cuadrado, Guevara Marlyn Dayana. "Multistage scenario trees generation for renewable energy systems optimization." Doctoral thesis, Universitat Politècnica de Catalunya, 2020. http://hdl.handle.net/10803/670251.

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The presence of renewables in energy systems optimization have generated a high level of uncertainty in the data, which has led to a need for applying stochastic optimization to modelling problems with this characteristic. The method followed in this thesis is multistage Stochastic Programming (MSP). Central to MSP is the idea of representing uncertainty (which, in this case, is modelled with a stochastic process) using scenario trees. In this thesis, we developed a methodology that starts with available historical data; generates a set of scenarios for each random variable of the MSP model; d
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Opwonya, Nokrach Basil. "Maintaining optimal measures of effectiveness by scenario requirements optimization." Thesis, KTH, Aerodynamik, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-163916.

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This thesis proposes a solution on how to manage support resources in such a way that optimized Measures of Effectiveness (MOE), such as Availability and Number of Backorders, are kept within a specified range without incurring the full scale re-optimizations in OPUS10 with every change in operative scenario. This has previously been experienced by FMV. The hypothesis in this study is that the different risks inherent in the different scenarios are the causes of the changes in the MOE. Therefore by capturing the risks involved and treating those risks, it is possible to preempt the risks devel
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Löhndorf, Nils. "An empirical analysis of scenario generation methods for stochastic optimization." Elsevier, 2016. http://dx.doi.org/10.1016/j.ejor.2016.05.021.

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This work presents an empirical analysis of popular scenario generation methods for stochastic optimization, including quasi-Monte Carlo, moment matching, and methods based on probability metrics, as well as a new method referred to as Voronoi cell sampling. Solution quality is assessed by measuring the error that arises from using scenarios to solve a multi-dimensional newsvendor problem, for which analytical solutions are available. In addition to the expected value, the work also studies scenario quality when minimizing the expected shortfall using the conditional value-at-risk. To quickly
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Tracy, Jacob N. "Reduced-Dimension Groundwater Model Emulation for Scenario Analysis and Decision Support." University of Cincinnati / OhioLINK, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1573574885505114.

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Guertin, Jane. "Practical example of developing and implementing an optimization & scenario planning tool." Thesis, Massachusetts Institute of Technology, 2014. http://hdl.handle.net/1721.1/90784.

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Thesis: M.B.A., Massachusetts Institute of Technology, Sloan School of Management, 2014. In conjunction with the Leaders for Global Operations Program at MIT.<br>Thesis: S.M., Massachusetts Institute of Technology, Engineering Systems Division, 2014. In conjunction with the Leaders for Global Operations Program at MIT.<br>Cataloged from PDF version of thesis.<br>Includes bibliographical references (pages 64-65).<br>There is significant complexity facing the Global Footwear Planning team when sourcing production, especially for sandals. The challenges include increasing manufacturing costs coup
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Hallin, Sara. "Modeling of Life-Limited Spare Units in a Steady-State Scenario." Thesis, KTH, Optimeringslära och systemteori, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-168567.

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This thesis studies the problem of modeling life-limited spare units in a steady-state scenario. This means that units that have a predefined lifespan are to be modeled in a scenario where all conditions are kept constant and all transients have faded out. OPUS10 is a spare parts optimization software developed by Systecon AB. There is no way to explicitly model the life-limited units in OPUS10, although there are different approximate models that are built on adjustments of the failure rate and repair fraction or the definition of preventive maintenance. The objective of this thesis is to ana
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Celebi, Nuray. "Public Debt Management In Turkey With Stochastic Optimization Approach." Master's thesis, METU, 2005. http://etd.lib.metu.edu.tr/upload/3/12607050/index.pdf.

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The Prime Ministry of Undersecretariat of Treasury maintaining the financial administration of Republic of Turkey has several tasks to handle one of which is to manage the government&rsquo<br>s debt in a way that minimizes the cost regarding risk. Choosing the right instrument and maturity composition that has the least cost and risk is the debt management problem to be dealt with and is affected by many stochastic factors. The objective of this thesis is the optimization of the debt management problem of the Turkish Government via a stochastic simulation framework under the constraints of cha
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Suharko, Arief Bimantoro. "Tactical Network Flow and Discrete Optimization Models and Algorithms for the Empty Railcar Transportation Problem." Diss., Virginia Tech, 1997. http://hdl.handle.net/10919/26405.

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Prior to 1980, the practice in multilevel autorack management was to load the railcars at various origin points, ship them to the destination ramps, unload them, and then return each car to the loading point where it originated. Recognizing the inefficiency of such a practice with respect to the fleet size that had to be maintained, and the associated poor utilization due to the excessive empty miles logged, a consolidation of the railcars was initiated and completed by February 1982. Under this pooling program, a central management was established to control the repositioning of three types o
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Stix, Volker. "Stochastic branch & bound applying target oriented branch & bound method to optimal scenario tree reduction." Institut für Informationsverarbeitung und Informationswirtschaft, WU Vienna University of Economics and Business, 2002. http://epub.wu.ac.at/1212/1/document.pdf.

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In this article a new branch & bound method is described. It uses an artificial target to improve its bounding capabilities. Therefore the new approach is faster compared to the classical one. It is applied to the stochastic problem of optimal scenario tree reduction. The aspects of global optimization are emphasized here. All necessary components for that problem are developed and some experimental results underline the benefits of the new approach. (author's abstract)<br>Series: Working Papers on Information Systems, Information Business and Operations
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Sheikh, Shaya. "Optimization and Risk Scenario Analysis of Procurements and Planning of Energy Systems Using Z- utility Theory." Case Western Reserve University School of Graduate Studies / OhioLINK, 2013. http://rave.ohiolink.edu/etdc/view?acc_num=case1369301450.

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Calfa, Bruno Abreu. "Data Analytics Methods for Enterprise-wide Optimization Under Uncertainty." Research Showcase @ CMU, 2015. http://repository.cmu.edu/dissertations/575.

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This dissertation primarily proposes data-driven methods to handle uncertainty in problems related to Enterprise-wide Optimization (EWO). Datadriven methods are characterized by the direct use of data (historical and/or forecast) in the construction of models for the uncertain parameters that naturally arise from real-world applications. Such uncertainty models are then incorporated into the optimization model describing the operations of an enterprise. Before addressing uncertainty in EWO problems, Chapter 2 deals with the integration of deterministic planning and scheduling operations of a n
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Delfan, Azari Shabnam. "Carbon management and scenario planning at the landscape scale with GIS in Tamar Valley catchment, England." Thesis, University of Plymouth, 2012. http://hdl.handle.net/10026.1/918.

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It is now widely believed that globally averaged temperatures will rise significantly over the next 100 years as a result of increasing atmospheric concentrations of greenhouse gases (GHG) such as carbon dioxide. Responses to the threat of future climate change are both adaptations to new climate conditions, and mitigation of the magnitude of change. Mitigation can be achieved both through reducing emissions of greenhouse gases and by increasing storage of carbon in the earth system. In particular it is thought that there is potential for increased storage of carbon on land in soils and growin
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Eriksson, Oskar. "Scenario dose prediction for robust automated treatment planning in radiation therapy." Thesis, KTH, Skolan för elektroteknik och datavetenskap (EECS), 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-302568.

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Cancer is a group of diseases that are characterized by abnormal cell growth and is considered a leading cause of death globally. There are a number of different cancer treatment modalities, one of which is radiation therapy. In radiation therapy treatment planning, it is important to make sure that enough radiation is delivered to the tumor and that healthy organs are spared, while also making sure to account for uncertainties such as misalignment of the patient during treatment. To reduce the workload on clinics, data-driven automated treatment planning can be used to generate treatment plan
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Oliveira, Alan Delgado de. "Modelo de administração de ativos e passivos : uma abordagem de otimização estocástica." reponame:Biblioteca Digital de Teses e Dissertações da UFRGS, 2014. http://hdl.handle.net/10183/111802.

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Este trabalho trata de uma aplicação de programação estocástica para administração de passivos e ativos. Inicialmente, um modelo de administração de ativos e passivos utilizando valores de retorno de ativos determinísticos é formalizado, constatando-se as suas limitações, justificando-se a necessidade de abranger formalmente a incerteza inerente aos mercados financeiros. Para isso, um modelo para administração de ativos e passivos que utiliza otimização e programação estocástica baseado em uma árvore de cenários multiestágio balanceada é apresentado, descrito, e implementado. Os seus resultado
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Enoksson, Viktor, and Fredrik Svedberg. "Optimization of hydro power on the Nordic electricity exchange using financial derivatives." Thesis, KTH, Matematisk statistik, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-168655.

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Since the deregulation of the Nordic electricity market in 1996, electricity has become one of the most traded commodities in the Nordic region. The electricity price is characterized by large fluctuations as the supply and demand of electricity are seasonally dependent. The main interest of the hydro power producers is to assure that they can sell their hydro power at an attractive rate over time. This means that there is a demand for hedging against these fluctuations which in turn creates trading opportunities for third party actors that offer solutions between consumers and producers. Telg
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Cooksey, Kenneth Daniel. "A portfolio approach to design in the presence of scenario-based uncertainty." Diss., Georgia Institute of Technology, 2013. http://hdl.handle.net/1853/49036.

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Current aircraft conceptual design practices result in the selection of a single (hopefully) Pareto optimal design to be carried forward into preliminary design. This paradigm is based on the assumption that carrying a significant number of concepts forward is too costly and thus early down-selection between competing concepts is necessary. However, this approach requires that key architectural design decisions which drive performance and market success are fixed very early in the design process, sometimes years before the aircraft actually goes to market. In the presence of uncertainty, if t
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Snell, Tim, and Pontus Persson. "Application of discrete event simulation for assembly process optimization : Buffer and takt time management." Thesis, Luleå tekniska universitet, Institutionen för teknikvetenskap och matematik, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:ltu:diva-78959.

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A master thesis within mechanical engineering performed by two student has been conducted at Scania in Oskarshamn. The purpose has been to investigate if Discrete Event Simulation using ExtendSim can be applied to increase Scanias assembly productivity. The projectiles was to investigate how the buffer systems could be managed by vary the amount of buffers and their transport speed. The assembly line takt times with regard of their availability was also investigated. The method of approach was to build a simulation model to gaining valid decision making information regarding these aspects. Pro
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Farahmand, Ghaffarpour Mehdi, and Henrik Ros. "Integration of thermochemical heat storage with a municipal district heating system : In future scenario with large variations in electricity price." Thesis, Mälardalens högskola, Framtidens energi, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-39775.

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This thesis investigates the feasibility and benefits of integrating Thermochemical heat Storage (THS) into a CHP (Combined Heat and Power) plant. A case study is done for the CHP-plant in Sala, Sweden, with a maximum heat output of 20.9 MW and maximum electricity output of 9.6 MW. The THS type considered is calcium oxide in a hydroxide system. The fluctuations in electricity price for years 2020, 2030 and 2040 are considered and low-price electricity is used as a charging source for THS. During charging the superheated steam (endothermic reaction) is used to cover some of the district heating
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Brushammar, Tobias, and Erik Windelhed. "An Optimization-Based Approach to the Funding of a Loan Portfolio." Thesis, Linköping University, Department of Mathematics, 2004. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-2664.

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<p>This thesis grew out of a problem encountered by a subsidiary of a Swedish multinational industrial corporation. This subsidiary is responsible for the corporation’s customer financing activities. In the thesis, we refer to these entities as the Division and the Corporation. The Division needed to find a new approach to finance its customer loan portfolio. Risk control and return maximization were important aspects of this need. The objective of this thesis is to devise and implement a method that allows the Division to make optimal funding decisions, given a certain risk limit. </p><p>We p
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Grill, Tomas, and Håkan Östberg. "A Financial Optimization Approach to Quantitative Analysis of Long Term Government Debt Management in Sweden." Thesis, Linköping University, Department of Mathematics, 2003. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-2223.

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<p>The Swedish National Debt Office (SNDO) is the Swedish Government’s financial administration. It has several tasks and the main one is to manage the central government’s debt in a way that minimizes the cost with due regard to risk. The debt management problem is to choose currency composition and maturity profile - a problem made difficult because of the many stochastic factors involved. </p><p>The SNDO has created a simulation model to quantitatively analyze different aspects of this problem by evaluating a set of static strategies in a great number of simulated futures. This approach has
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Kůdela, Jakub. "Stochastická optimalizace v programu AIMMS." Master's thesis, Vysoké učení technické v Brně. Fakulta strojního inženýrství, 2014. http://www.nusl.cz/ntk/nusl-231064.

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Tato diplomová práce uvádí základní poznatky matematického a především stochastického programování. Navíc se zabývá použitím softwaru AIMMS při vytváření a řešení optimalizačních problémů. Naším hlavním cílem je naprogramovat v softwaru AIMMS několik metod řešení problémů stochastického programování a ukázat jejich použití a užitečnost na vybraných problémech. Jedním z problémů, který jsme si zvolili, je model spalovny. Všechny AIMMS programy, které v našem textu použijeme a popíšeme, a jejich zdrojové kódy budou přiloženy v dodatcích.
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Hošek, Jaromír. "Optimalizační modely pro energetické využití odpadu." Master's thesis, Vysoké učení technické v Brně. Fakulta strojního inženýrství, 2015. http://www.nusl.cz/ntk/nusl-232178.

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The main aim of this thesis is to create a sequence of mathematical optimization models with different levels of complexity for the efficient management and waste energy utilization. Stochastic programming approach was utilized to deal with random demand and uncertain heating values. Hence, more applicable model of the waste-to-energy plant has been developed. As the next step, the model is enhanced by heating plant extension. Computations are realized for real-world data and optimal solution is found by using GAMS implementation.
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Klimeš, Lubomír. "Algoritmy stochastického programování." Master's thesis, Vysoké učení technické v Brně. Fakulta strojního inženýrství, 2010. http://www.nusl.cz/ntk/nusl-229034.

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Stochastické programování a optimalizace jsou mocnými nástroji pro řešení široké škály inženýrských problémů zahrnujících neurčitost. Algoritmus progressive hedging je efektivní dekompoziční metoda určená pro řešení scénářových stochastických úloh. Z důvodu vertikální dekompozice je možno tento algoritmus implementovat paralelně, čímž lze významně ušetřit výpočetní čas a ostatní prostředky. Teoretická část této diplomové práce se zabývá matematickým a zejména pak stochastickým programováním a detailně popisuje algoritmus progressive hedging. V praktické části je navržena a diskutována původní
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Geyer, Alois, Michael Hanke, and Alex Weissensteiner. "No-Arbitrage Bounds for Financial Scenarios." Elsevier, 2014. http://dx.doi.org/10.1016/j.ejor.2014.01.027.

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We derive no-arbitrage bounds for expected excess returns to generate scenarios used in financial applications. The bounds allow to distinguish three regions: one where arbitrage opportunities will never exist, a second where arbitrage may be present, and a third, where arbitrage opportunities will always exist. No-arbitrage bounds are derived in closed form for a given covariance matrix using the least possible number of scenarios. Empirical examples illustrate the practical potential of knowing these bounds. (authors' abstract)
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Janeček, Jiří. "Optimalizace strukturovaných dotazů nad rozsáhlými databázemi." Master's thesis, Vysoké učení technické v Brně. Fakulta informačních technologií, 2012. http://www.nusl.cz/ntk/nusl-412868.

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This master's thesis deals with optimization of structured queries on large databases. Principles of these optimizations are used during creation of application, which allows finding over one specific large database. At the same time this thesis compares efficiency between the new designed SQL constructions and the not optimized SQL constructions.
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Alkassem-Alosman, Mohamed. "Caractérisation des irrigations gravitaires au moyen d'un modèle d'écoulement et de mesures in-situ : application à l'optimisation de l'irrigation du foin de Crau par calan." Thesis, Avignon, 2016. http://www.theses.fr/2016AVIG0679/document.

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Sur la région de la Crau, le système l’irrigation gravitaire appliqué aux prairies de foin joue un rôle important dans le maintien du cycle hydrologique en étant le principal contributeur à la recharge de la nappe souterraine de la Crau (70 à 80% de la recharge). Dans le futur, des pressions sur la ressource en eau alimentée ce système d’irrigation risquent de s’accroître du fait des changements climatiques et de l’augmentation des autres usages de l’eau (domestiques,industriels, ..) et induisent la nécessité de l’optimisation de ce système afin de maintenir l’état des ressources en eau souter
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Aakko, J. (Jani). "Pilot symbol structure optimization for future cellular high-speed scenarios." Master's thesis, University of Oulu, 2016. http://urn.fi/URN:NBN:fi:oulu-201609062684.

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Demands for wireless communication are ever growing and researchers and engineers at the field of telecommunications all over the world are working to meet those demands. There is a great deal to improve and even more ways to accomplish those improvements. This Master’s Thesis is focused on one of those demands that should be fulfilled to achieve the Fifth Generation (5G) wireless system requirements. TheMaster’s Thesis is a study of pilot structure optimization for high-speed scenarios. Pilot symbols, also known as reference symbols, are multiplexed with data symbols. Pilot symbols do not car
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Smith, Stanley. "Optimization strategies for blind multiuser detection in strong interference scenarios." Electronic Thesis or Diss., Paris, CNAM, 2019. http://www.theses.fr/2019CNAM1273.

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Dans cette thèse nous étudions la détection aveugle de sources pour des mélanges linéaires à un seul capteur et dans des situations dominées par l'interférence. Nos hypothèses de travail portent uniquement sur l'indépendance des sources et le caractère fini et uniforme de leur distribution. Centrant notre étude autour d'un algorithme itératif de la littérature, plusieurs méthodes d'initialisation sont proposées afin d'en améliorer la robustesse quant aux cas les plus défavorables. En particulier, la relation entre les minima locaux vers lesquels les algorithmes considérés peuvent converger et
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OLIVEIRA, FERNANDO LUIZ CYRINO. "TIME SERIES MODEL FOR BUILDING SCENARIOS TREES APPLIED TO STOCHASTIC OPTIMIZATION." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2013. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=34492@1.

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PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO<br>COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR<br>CONSELHO NACIONAL DE DESENVOLVIMENTO CIENTÍFICO E TECNOLÓGICO<br>PROGRAMA DE EXCELENCIA ACADEMICA<br>Em função da dependência dos regimes hidrológicos, a incerteza associada ao planejamento energético no Brasil exige a modelagem estocástica das Séries Temporais associadas de maneira adequada e coerente. Percebe-se, portanto, a importância dos modelos de geração de cenários hidrológicos com vistas à otimização, via Programação Dinâmica Dual Estocástica (PDDE), do desempenho das
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Faleh, Alaeddine. "Allocation stratégique d’actifs et ALM pour les régimes de retraites." Thesis, Lyon 1, 2011. http://www.theses.fr/2011LYO10084.

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La présente thèse s’intéresse aux modèles d’allocation stratégiques d’actifs et à leurs applications pour la gestion des réserves financières des régimes de retraite par répartition, en particulier ceux partiellement provisionnés. L’étude de l’utilité des réserves pour un système par répartition et a fortiori de leur gestion reste un sujet peu exploré. Les hypothèses classiques sont parfois jugées trop restrictives pour décrire l'évolution complexe des réserves. De nouveaux modèles et de nouveaux résultats sont développés à trois niveaux : la génération de scénarios économiques (GSE), les tech
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Muhammad, Jan. "Application Deployment in Relay Based Edge Computing Scenarios." Master's thesis, Alma Mater Studiorum - Università di Bologna, 2020. http://amslaurea.unibo.it/20049/.

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Fog computing is a developing model as an innovative approach to increase the capacity of the cloud computing platform, which has been proposed to expand the Internet of Things (IoT) task to the edge of the network. Fog computing and edge computing are similar; both of them are promised to maximize the computing capabilities inside the local network to accomplish the computational responsibilities. Both computing mechanics can support systems to reduce their dependence on cloud-based platform to examine data, which usually directs to latency problems. The IoT brings to an ever-widening existen
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Šabartová, Zuzana. "Prostorová dekompozice úloh stochastického programování s omezeními ve tvaru diferenciálních rovnic." Master's thesis, Vysoké učení technické v Brně. Fakulta strojního inženýrství, 2012. http://www.nusl.cz/ntk/nusl-230116.

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Rozsáhlá třída inženýrských optimalizačních úloh vede na modely s omezeními ve tvaru obyčejných nebo parciálních diferenciálních rovnic (ODR nebo PDR). Protože diferenciálních rovnice je možné řešit analyticky jen v nejjednodušších případech, bylo k řešení použito numerických metod založených na diskretizaci oblasti. Zvolili jsme metodu konečných prvků, která umožňuje převod omezení ve tvaru diferenciálních rovnic na omezení ve tvaru soustavy lineárních rovnic. Reálné problémy jsou často velmi rozsáhlé a přesahují dostupnou výpočetní kapacitu. Výpočetní čas lze snížit pomocí progressive hedgin
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Callert, Gustaf, and Dahlström Filip Halén. "A performance investigation and evaluation of selected portfolio optimization methods with varying assets and market scenarios." Thesis, KTH, Matematisk statistik, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-190997.

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This study investigates and evaluates how different portfolio optimization methods perform when varying assets and financial market scenarios. Methods included are mean variance, Conditional Value-at-Risk, utility based, risk factor based and Monte Carlo optimization. Market scenarios are represented by stagnating, bull and bear market data from the Bloomberg database. In order to perform robust optimizations resampling of the Bloomberg data has been done hundred times. The evaluation of the methods has been done with respect to selected ratios and two benchmark portfolios. Namely an equally w
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Rosell, Saenz De Villaverde Marc. "Bus platooning in high-demand corridors for different scenarios of vehicle automation." Thesis, KTH, Transportplanering, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-276835.

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This bachelor degree project presents an extension of a base optimization model for a transit line which can be used to evaluate the efficiency of different configurations of a platoon with different scenarios of berths. Furthermore, different levels of autonomous vehicles are studied, three cases are presented. The first case implies that every vehicle has a driver, the second, semi-autonomous vehicles are used in the platoon which has a leading vehicle with driver. Then, the fully autonomous vehicles represent the last studied case. A new method to compute the service time in the stops which
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Lim, Dongwook. "A systematic approach to design for lifelong aircraft evolution." Diss., Atlanta, Ga. : Georgia Institute of Technology, 2009. http://hdl.handle.net/1853/28280.

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Thesis (M. S.)--Aerospace Engineering, Georgia Institute of Technology, 2009.<br>Committee Chair: Mavris, Dimitri; Committee Member: Bishop, Carlee; Committee Member: Costello, Mark; Committee Member: Nam, Taewoo; Committee Member: Schrage, Daniel.
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Jonsson, Emelie, and Birkir Pálsson. "Optimization of the sorting process in PVC-floor recycling : Scenarios to optimize economic and environmental aspects of the upscaling sorting process." Thesis, Blekinge Tekniska Högskola, Institutionen för industriell ekonomi, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:bth-21857.

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Background: The industrial economy has been dominated by a one-way production and consumption model. Closing loops for materials has seen an upswing in popularity. The focus though has been on the environmental aspects instead of the economic benefits from implementing closed loops. With an increasing PVC consumption, the interest of implementing a closed loop of material management is increasing. PVC is a highly desired thermoplastic material because of its low cost and high performance. The high performance of PVC causes the materials to have a long lifetime which delays the end-of-life wast
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Lizy-Destrez, Stéphanie. "Operational scenarios optimization for resupply of crew and cargo of an International gateway Station located near the Earth-Moon-Lagrangian point-2." Thesis, Toulouse, ISAE, 2015. http://www.theses.fr/2015ESAE0034/document.

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Ce projet se place dans le contexte des futures missions habitées d’exploration du système solaire (avec un horizon de 2025), en respect de la feuille de route proposée par l’ISECG (International Space Exploration Coordination Group) [1]. Une nouvelle avancée serait de maintenir, à un des points de Lagrange du système Terre-Lune, en avant-poste, une station spatiale qui faciliterait l’accès vers les destinations telles que la Lune, Mars et les astéroïdes et permettrait de tester certaines technologies, notamment avant de les employer pour des missions plus lointaines. Un des principaux défis s
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Tfaili, Sara. "Contribution aux graphes creux pour le problème de tournées sur arcs déterministe et robustes : théorie et algorithmes." Thesis, Normandie, 2017. http://www.theses.fr/2017NORMLH14/document.

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Cette thèse comporte deux parties majeures : la première partie est dédiée à l'étude du problème sparse CARP déterministe où nous avons développé une transformation du sparse CARP en un sparse CVRP. La seconde est consacrée au problème sparse CARP avec coûts sous incertitude. Nous avons donné une formulation mathématique du problème en min-max. Cette modélisation a permis d'identifier le pire scénario pour le problème robuste. Deux approches algorithmiques ont été proposées pour une résolution approchée<br>This dissertation consists of two main parts : in the first part, we study the detremini
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Serra, Romain. "Opérations de proximité en orbite : évaluation du risque de collision et calcul de manoeuvres optimales pour l'évitement et le rendez-vous." Thesis, Toulouse, INSA, 2015. http://www.theses.fr/2015ISAT0035/document.

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Cette thèse traite de l'évitement de collision entre un engin spatial opérationnel, appelé objet primaire, et un débris orbital, dit secondaire. Ces travaux concernent aussi bien la question de l'estimation du risque pour une paire d'objets sphériques que celle du calcul d'un plan de manoeuvres d'évitement pour le primaire. Pour ce qui est du premier point, sous certaines hypothèses, la probabilité de collision s'exprime comme l'intégrale d'une fonction gaussienne sur une boule euclidienne, en dimension deux ou trois. On en propose ici une nouvelle méthode de calcul, basée sur les théories de
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Vigerske, Stefan. "Decomposition in multistage stochastic programming and a constraint integer programming approach to mixed-integer nonlinear programming." Doctoral thesis, Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2013. http://dx.doi.org/10.18452/16704.

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Diese Arbeit leistet Beiträge zu zwei Gebieten der mathematischen Programmierung: stochastische Optimierung und gemischt-ganzzahlige nichtlineare Optimierung (MINLP). Im ersten Teil erweitern wir quantitative Stetigkeitsresultate für zweistufige stochastische gemischt-ganzzahlige lineare Programme auf Situationen in denen Unsicherheit gleichzeitig in den Kosten und der rechten Seite auftritt, geben eine ausführliche Übersicht zu Dekompositionsverfahren für zwei- und mehrstufige stochastische lineare und gemischt-ganzzahlig lineare Programme, und diskutieren Erweiterungen und Kombinationen d
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Nabhan, Marc. "Models and algorithms for the exploration of the space of scenarios : toward the validation of the autonomous vehicle." Electronic Thesis or Diss., université Paris-Saclay, 2020. http://www.theses.fr/2020UPASG058.

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Les véhicules autonomes sont des systèmes assez complexes où plusieurs types de défaillances peuvent se produire, enclenchant une fausse action sur la route. Chaque composant devra donc être testé rigoureusement pour anticiper et éliminer les potentielles défaillances. Des techniques de simulation numérique sont utilisées pour complémenter les essais de conduite réelle dans la validation. L'objectif de cette thèse CIFRE est de contribuer des algorithmes et méthodes à un projet industriel chez Renault focalisé sur la validation par simulation de la loi de commande en Model-In-the-Loop (MIL). Le
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Lizy-Destrez, Stéphanie [Verfasser], and Ernst [Akademischer Betreuer] Messerschmid. "Operational scenarios optimization for resupply of crew and cargo of an International gateway Station located near the Earth-Moon-Lagrangian point-2 / Stéphanie Lizy-Destrez ; Betreuer: Ernst Messerschmid." Stuttgart : Universitätsbibliothek der Universität Stuttgart, 2016. http://d-nb.info/111850772X/34.

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Šomplák, Radovan. "Využití metod stochastického programování pro hodnocení investic v energetických zdrojích." Master's thesis, Vysoké učení technické v Brně. Fakulta strojního inženýrství, 2011. http://www.nusl.cz/ntk/nusl-229821.

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This thesis deals with the evaluation of the strategic investment in the waste-to-energy plant development. The central supply of heat and the incineration plant connection can be provided for example by the distribution network. The objective is to find financially feasible solution regarding uncertain development of waste management and energy market. A heat supplies to district heating network significantly influences the strategic decision. A two-stage stochastic programming based on the scenarios and the GAMS software were applied to solve this task. The main contribution of this thesis i
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Ulverová, Michaela. "Optimalizační modely pro podporu strategického rozhodování." Master's thesis, Vysoké učení technické v Brně. Fakulta strojního inženýrství, 2009. http://www.nusl.cz/ntk/nusl-228545.

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The thesis deals with possibilities of mathematical modeling for public university budgets. Firstly, external conditions of public university financial inflows are discussed and~illustrated by using particular data. The related basic legislature is introduced. In~the~next part, internal financial flows are described the help of a general scheme. Step-by-step, a mathematical model of the university budget was built with using analysis of existing data, rules and formulas. The proposed model represents nonlinear multi–stage scenario-based stochastic programme, involving linear and network-flow l
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Lindberg, Therése, and Emma Malm. "Optimeringsanalys av en modern,systemintegrerad operationssal : Jämförelse av tre styrningsfall." Thesis, KTH, Medicinteknik och hälsosystem, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-267012.

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Dagens komplexa vårdmiljö kan förenklas genom att utrusta sjukhusensoperationssalar med en integrerad systemlösning. Syftet är att möjliggöramanövrering av all utrustning från en gemensam enhet, och på så sätt effektiviseraarbetsflödet. Idag saknas data som stödjer påståendet att systemetsförprogrammerade scenarion innebär en förbättring. Det här arbetet går ut på att undersöka den nytta som integrationslösningenmedför i operationssalar. Detta görs genom att undersöka arbetsflödet utifrån treolika styrningsfall (med förprogrammerade scenarion, manuellt via applikationeroch exludering av system
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Vilhena, Frederico Abdo de. "Análise de processos de cenarização na geração hidroenergética." Universidade de São Paulo, 2014. http://www.teses.usp.br/teses/disponiveis/3/3147/tde-21052015-165852/.

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O planejamento de médio e longo prazo da operação hidrelétrica brasileira consiste em um problema de grande porte e que envolve muitas variáveis, onde, dentre estas, se destacam as vazões afluentes aos reservatórios. Estas vazões devem assim ser estimadas, com o objetivo de caracterizar a oferta futura de eletricidade em um horizonte de planejamento. Dentre as possíveis abordagens existentes para estimar estas vazões, se destaca a abordagem estocástica, que permite considerar variáveis em função de sua distribuição probabilística, e busca considerar o universo mais provável de manifestações. A
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48

Escobar, Zuluaga Antonio Hernando. "Análise crítica de aspectos de modelagem matemática no planejamento da expansão a longo prazo de sistemas de transmissão /." Ilha Solteira : [s.n.], 2008. http://hdl.handle.net/11449/100331.

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Resumo: O principal objetivo deste estudo é realizar uma análise de aspectos críticos que surgem na modelagem matemática do problema de planejamento da expansão de sistemas de transmissão a longo prazo, assim como o desenvolvimento de ferramentas computacionais para a prova de novos modelos e metodologias que possam contribuir na solução do problema de planejamento de sistemas de transmissão de energia elétrica considerando as condições dos sistemas modernos de energia elétrica. Com esta metodologia, busca-se obter uma rede de transmissão mais eficiente, e com o menor custo possível, que se ad
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Escobar, Zuluaga Antonio Hernando [UNESP]. "Análise crítica de aspectos de modelagem matemática no planejamento da expansão a longo prazo de sistemas de transmissão." Universidade Estadual Paulista (UNESP), 2008. http://hdl.handle.net/11449/100331.

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Made available in DSpace on 2014-06-11T19:30:50Z (GMT). No. of bitstreams: 0 Previous issue date: 2008-12-19Bitstream added on 2014-06-13T20:21:17Z : No. of bitstreams: 1 escobarzuluaga_ah_dr_ilha.pdf: 1508525 bytes, checksum: b6e7b58056f84298f2b063ead5371a59 (MD5)<br>Fundação de Ensino Pesquisa e Extensão de Ilha Solteira (FEPISA)<br>O principal objetivo deste estudo é realizar uma análise de aspectos críticos que surgem na modelagem matemática do problema de planejamento da expansão de sistemas de transmissão a longo prazo, assim como o desenvolvimento de ferramentas computacionais para a
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Sousa, Aldir Silva. "Desenvolvimento de modelos e algoritmos sequenciais e paralelos para o planejamento da expansão de sistemas de transmissão de energia elétrica." Universidade de São Paulo, 2012. http://www.teses.usp.br/teses/disponiveis/18/18154/tde-23042012-110004/.

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O principal objetivo deste estudo é propor uma nova metodologia para lidar com o problema de Planejamento da Expansão de Redes de Transmissão de Energia Elétrica com Múltiplos Cenários de Geração (PERTEEG). Com a metodologia proposta neste trabalho almeja-se construir planos de expansão de redes de transmissão de energia elétrica que sejam capazes de, no menor custo de investimento possível, satisfazer às novas exigências dos sistemas elétricos modernos, tais como construção de redes de transmissão livres de congestionamento e robustas à incerteza em relação aos cenários de geração futuros. At
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