Search Results - subject:"stochastic mixed"

Analysing long-term interactions between demand response and different electricity markets using a stochastic market equilibrium model

Bertsch, Valentin; Devine, Mel T.; Sweeney, Conor; … - 2018

. We therefore develop a novel stochastic mixed complementarity model in this paper that considers both operational and …

Persistent link: https://www.econbiz.de/10011985178

Analysing long-term interactions between demand response and different electricity markets using a stochastic market equilibrium model

Bertsch, Valentin; Devine, Mel T.; Sweeney, Conor; … - 2018

. We therefore develop a novel stochastic mixed complementarity model in this paper that considers both operational and …

Persistent link: https://www.econbiz.de/10011795293

Examining the benefits of load shedding strategies using a rolling-horizon stochastic mixed complementarity equilibrium model

Devine, Mel T.; Bertsch, Valentin - 2016

stochastic mixed complementarity equilibrium model, where the individual optimisation problems of each player are solved …

Persistent link: https://www.econbiz.de/10011787770

Examining the benefits of load shedding strategies using a rolling-horizon stochastic mixed complementarity equilibrium model

Devine, Mel T.; Bertsch, Valentin - 2016

stochastic mixed complementarity equilibrium model, where the individual optimisation problems of each player are solved …

Persistent link: https://www.econbiz.de/10011547594

Some experiments on solving multistage stochastic mixed 0-1 programs with time stochastic dominance constraints

Escudero Bueno, Laureano F.; Martín, Garín; Araceli, … - Departamento de Economía Aplicada III (Econometría y … - 2015

In this work we extend to the multistage case two recent risk averse measures for two-stage stochastic programs based on first- and second-order stochastic dominance constraints induced by mixed-integer linear recourse. Additionally, we consider Time Stochastic Dominance (TSD) along a given...

Persistent link: https://www.econbiz.de/10011201285

Some experiments on solving multistage stochastic mixed 0-1 programs with time stochastic dominance constraints

Escudero, Laureano F.; Garín, María Araceli; Merino, … - 2015

Persistent link: https://www.econbiz.de/10010506751

A parallelizable algorithmic framework for solving large scale multi-stage stochastic mixed 0-1 problems under uncertainty

Pérez Sainz de Rozas, Gloria; Escudero Bueno, Laureano F. - Departamento de Economía Aplicada III (Econometría y … - 2011

Preprint submitted to Computers & Operations Research

Persistent link: https://www.econbiz.de/10008853162

A note on the implementation of the BFC-MSMIP algorithm in C++ by using COIN-OR as an optimization engine

Martín, Garín; Araceli, María; Pérez Sainz de … - Departamento de Economía Aplicada III (Econometría y … - 2010

The aim of this technical report is to present some detailed explanations in order to help to understand and use the algorithm Branch and Fix Coordination for solving MultiStage Mixed Integer Problems (BFC- MSMIP). We have developed an algorithmic approach implemented in a C++ experimental code...

Persistent link: https://www.econbiz.de/10008583040