The aim of this thesis is to improve risk measurement estimation by incorporating extra information in the form of constraint into completely non-parametric smoothing techniques. A similar approach has been applied in empirical likelihood analysis. The method of constraints incorporates...

This paper proposes a method for short term security-constrained unit commitment (SCUC) for hydro and thermal generation units. The SCUC problem is modeled as a multi-objective problem to concurrently minimize the ISO's cost as well as minimizing the emissions caused by thermal units. The...

A simple augmented ∊-constraint (SAUGMECON) method is put forward to generate all non-dominated solutions of multi-objective integer programming (MOIP) problems. The SAUGMECON method is a variant of the augmented ∊-constraint (AUGMECON) method proposed in 2009 and improved in 2013 by...

Most real-life decision-making activities require more than one objective to be considered. Therefore, several studies have been presented in the literature that use multiple objectives in decision models. In a mathematical programming context, the majority of these studies deal with two...