نتایج جستجو برای: stochastic dependence structure

تعداد نتایج: 1813127  

Journal: :international journal of smart electrical engineering 2015
mehdi farhadkhani

since the emergence of power market, the target of power generating utilities has mainly switched from cost minimization to revenue maximization. they dispatch their power energy generation units in the uncertain environment of power market. as a result, multi-stage stochastic programming has been applied widely by many power generating agents as a suitable tool for dealing with self-scheduling...

Mehdi Farhadkhani

Since the emergence of power market, the target of power generating utilities has mainly switched from cost minimization to revenue maximization. They dispatch their power energy generation units in the uncertain environment of power market. As a result, multi-stage stochastic programming has been applied widely by many power generating agents as a suitable tool for dealing with self-scheduling...

2017
Rui Gao Anton J. Kleywegt

Distributionally robust stochastic optimization (DRSO) is a framework for decision-making problems under certainty, which finds solutions that perform well for a chosen set of probability distributions. Many different approaches for specifying a set of distributions have been proposed. The choice matters, because it affects the results, and the relative performance of different choices depend o...

Journal: :journal of sciences, islamic republic of iran 2015
h.r. nili sani m. amini m. khanjari

in this paper, we introduce a new kind of order, cesaro supermodular order, which includes supermodular order and stochastic order. for this new order, we show that it almost fulfils all desirable properties of a multivariate positive dependence order that have been proposed by joe (1997). also, we obtain some relations between it with other orders. finally, we consider different issues related...

Journal: :bulletin of the iranian mathematical society 2016
e. salavati b. zangeneh

semilinear stochastic evolution equations with multiplicative l'evy noise are considered‎. ‎the drift term is assumed to be monotone nonlinear and with linear growth‎. ‎unlike other similar works‎, ‎we do not impose coercivity conditions on coefficients‎. ‎we establish the continuous dependence of the mild solution with respect to initial conditions and also on coefficients. ‎as corollaries of ...

Journal: :bulletin of the iranian mathematical society 0
e. salavati department of‎ ‎mathematical sciences, sharif university of technology‎, ‎p.o. box 11365-11155, tehran‎, ‎iran. b. zangeneh department of‎ ‎mathematical sciences, sharif university of technology‎, ‎p.o. box 11365-11155, tehran‎, ‎iran.

semilinear stochastic evolution equations with multiplicative l'evy noise are considered‎. ‎the drift term is assumed to be monotone nonlinear and with linear growth‎. ‎unlike other similar works‎, ‎we do not impose coercivity conditions on coefficients‎. ‎we establish the continuous dependence of the mild solution with respect to initial conditions and also on coefficients. ‎as corollarie...

Journal: :CoRR 2015
Fengyou Sun Yuming Jiang Luqun Li

Future wireless communication calls for exploration of more efficient use of wireless channel capacity to meet the increasing demand on higher data rate and less latency. However, while the ergodic capacity and instantaneous capacity of a wireless channel have been extensively studied, they are in many cases not sufficient for use in assessing if data transmission over the channel meets the qua...

H.R. Nili Sani M. Amini M. Khanjari

In this paper, we introduce a new kind of order, Cesaro supermodular order, which includes supermodular order and stochastic order. For this new order, we show that it almost fulfils all desirable properties of a multivariate positive dependence order that have been proposed by Joe (1997). Also, we obtain some relations between it with other orders. Finally, we consider different issues related...

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