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On the design of R-based scalable frameworks for data science applications

Theußl, Stefan Peter - 2020

Persistent link: https://www.econbiz.de/10012194139

Short-term hydropower optimization in the day-ahead market using a nonlinear stochastic programming model

Aminabadi, Mohammad Jafari; Séguin, Sara; Fofana, Issouf; … - 2022

Persistent link: https://www.econbiz.de/10013471554

Kuhn-Tucker theorem foundations and its basic application in the mathematical economics

Josheski, Dushko; Gelova, Elena - 2013

In this paper the issue of mathematical programming and optimization has being revisited. The theory of optimization …

Persistent link: https://www.econbiz.de/10011525770

DCISolver.jl: a Julia solver for nonlinear optimization using dynamic control of infeasibility

Migot, Tangi; Orban, Dominique; Siqueira, Abel S. - 2021

Persistent link: https://www.econbiz.de/10012704517

A novel approach to nonlinear short-term hydropower optimization using a combination of heuristic and metaheuristic algorithm

Jafari Aminabadi, Mohammad; Séguin, Sara; Fofana, Issouf - 2023

Persistent link: https://www.econbiz.de/10014448095

Valuation and optimal strategies for swing contract

Zhu, Zegang - 2005

Persistent link: https://www.econbiz.de/10003946500

Generalized Kuhn-Tucker conditions for N-firm stochastic irreversible investment under limited resources

Chiarolla, Maria B.; Ferrari, Giorgio; Riedel, Frank - 2012

In this paper we study a continuous time, optimal stochastic investment problem under limited resources in a market with N firms. The investment processes are subject to a time-dependent stochastic constraint. Rather than using a dynamic programming approach, we exploit the concavity of the...

Persistent link: https://www.econbiz.de/10009511650