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  • Search: subject:"Stochastic optimisation"
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Year of publication
Subject
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stochastic optimisation 6 risk management 3 Risk and Uncertainty 2 downside risk 2 risk measure 2 risk-value models 2 ADMINISTRATIVE DATA PROCESSING 1 Achievable region 1 Aging population 1 Alternde Bevölkerung 1 Alterssicherung 1 Altersversorgung 1 Buffer allocation 1 Business 1 Climate change 1 Constrained optimization 1 Contingency table analysis (NEW) 1 Convex programming (NEW) 1 Correlation and regression analysis (NEW) 1 DNO 1 DSGE 1 Demand for health 1 Deutschland 1 Distribution functions (NEW) 1 Dynamisches Modell 1 Education 1 Environmental Economics and Policy 1 Evolutionary algorithm 1 Evolutionärer Algorithmus 1 Experimental design (NEW) 1 Fertigungsprogramm 1 Financial (e.g., EFTS) 1 Gittins index 1 Global optimization (NEW) 1 Government 1 Gradient methods 1 Insurance 1 Integer programming 1 Inzidenz <Wirtschaft> 1 Law 1
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Online availability
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Free 10 CC license 1
Type of publication
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Book / Working Paper 6 Article 4
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Congress Report 1 Thesis 1
Language
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Undetermined 5 English 4 German 1
Author
All
Berg, Ernst 2 Starp, Michael 2 Adamson, David 1 Ajovalasit, Samantha 1 Cheikhrouhou, Naoufel 1 Consiglio, Andrea 1 Dacre, Marcus 1 Glazebrook, Kevin 1 Grub, Martin 1 Haben, Stephen 1 Holderbaum, William 1 Kassoul, Khelil 1 Klima, Grzegorz 1 Niño-Mora, José 1 Potter, Ben 1 Provenzano, Davide 1 Retkiewicz-Wijtiwiak, Kaja 1 Rowe, Matthew 1 Sidorenko, Alexandra 1 Yunusov, Timur 1 Zufferey, Nicolas 1
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Institution
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Crawford School of Public Policy, Australian National University 1 Department of Economics and Business, Universitat Pompeu Fabra 1 International Association of Agricultural Economists - IAAE 1 School of Economics, University of Queensland 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 1 Departmental Working Papers / Crawford School of Public Policy, Australian National University 1 Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra 1 Energies 1 International journal of production research 1 MPRA Paper 1 Risk and Sustainable Management Group Working Papers 1 Risks : open access journal 1
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Source
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RePEc 6 BASE 2 ECONIS (ZBW) 2
Showing 1 - 10 of 10
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Debt sustainability in the context of population ageing : a risk management approach
Ajovalasit, Samantha; Consiglio, Andrea; Provenzano, Davide - In: Risks : open access journal 12 (2024) 12, pp. 1-23
The ageing of the population has negative effects on the gross domestic product (GDP), influencing various economic and social aspects. These effects, in turn, contribute to an increase in the debt-to-GDP ratio, raising concerns about the long-term sustainability of public debt. The objective of...
Persistent link: https://www.econbiz.de/10015327678
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Buffer allocation design for unreliable production lines using genetic algorithm and finite perturbation analysis
Kassoul, Khelil; Cheikhrouhou, Naoufel; Zufferey, Nicolas - In: International journal of production research 60 (2022) 10, pp. 3001-3017
Persistent link: https://www.econbiz.de/10013499070
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On automatic derivation of first order conditions in dynamic stochastic optimisation problems
Klima, Grzegorz; Retkiewicz-Wijtiwiak, Kaja - Volkswirtschaftliche Fakultät, … - 2014
This note presents an algorithm for deriving first order conditions applicable to the most common optimisation problems encountered in dynamic stochastic models automatically. Given a symbolic library or a computer algebra system one can efficiently derive first order conditions which can then...
Persistent link: https://www.econbiz.de/10011111893
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The Real-Time Optimisation of DNO Owned Storage Devices on the LV Network for Peak Reduction
Rowe, Matthew; Yunusov, Timur; Haben, Stephen; … - In: Energies 7 (2014) 6, pp. 3537-3560
Energy storage is a potential alternative to conventional network reinforcement of the low voltage (LV) distribution network to ensure the grid’s infrastructure remains within its operating constraints. This paper presents a study on the control of such storage devices, owned by distribution...
Persistent link: https://www.econbiz.de/10010778846
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Climate change, Irrigation and Pests: Examining Heliothis in the Murray Darling Basin
Adamson, David - School of Economics, University of Queensland - 2010
Helicoverpa spp. (heliothis) are a major insect pest of cotton, grains and horticulture in the Murray‐ Darling Basin. Climate change is likely to make conditions more favourable for heliothis. This could cause regional comparative advantages in irrigation systems to change as management costs...
Persistent link: https://www.econbiz.de/10011069172
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Farm Level Risk Assessment Using Downside Risk Measures
Berg, Ernst; Starp, Michael - 2006
using a whole farm stochastic optimisation approach based on a risk-value framework. The paper starts with a discussion of …
Persistent link: https://www.econbiz.de/10009483581
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Farm Level Risk Assessment Using Downside Risk Measures
Berg, Ernst; Starp, Michael - International Association of Agricultural Economists - IAAE - 2006
using a whole farm stochastic optimisation approach based on a risk-value framework. The paper starts with a discussion of …
Persistent link: https://www.econbiz.de/10005060509
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Verteilungswirkungen anreizorientierter Sozialpolitik : das deutsche Rentenversicherungs- und Steuersystem in der Perspektive dynamischer Lebenszyklusmodelle
Grub, Martin - 2005
Drei große Reformenpakete und eine Reihe kleinerer Begleitmaßnahmen prägen das renten¬politische Erbe der rot-grünen Bundesregierung. Einerseits greifen sie Trends in der Reformpolitik seit Beginn der 90er Jahre auf. So verstärkt die Rentenstrukturreform 2001 beispielsweise die...
Persistent link: https://www.econbiz.de/10009433682
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Stochastic Model of Demand for Medical Care with Endogenous Labour Supply and Health Insurance
Sidorenko, Alexandra - Crawford School of Public Policy, Australian National … - 2001
Wiener processes. The model uses a continuous time stochastic optimisation technique to derive optimal solutions for …
Persistent link: https://www.econbiz.de/10005115691
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The achievable region approach to the optimal control of stochastic systems
Dacre, Marcus; Glazebrook, Kevin; Niño-Mora, José - Department of Economics and Business, Universitat … - 1998
The achievable region approach seeks solutions to stochastic optimisation problems by: (i) characterising the space of …
Persistent link: https://www.econbiz.de/10005772495
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