Sökning: "Stochastic Programming"
Visar resultat 1 - 5 av 46 uppsatser innehållade orden Stochastic Programming.
1. Evaluating Direct3D 12 GPU Resource Synchronization on Performance and Cache Operations
Uppsats för yrkesexamina på avancerad nivå, Blekinge Tekniska Högskola/Fakulteten för datavetenskaperSammanfattning : Background. Lower-level graphics programming interfaces such as Direct3D 12 re-quire synchronization and data hazards between dependent workloads to be resolvedmanually. A barrier is a primitive used to resolve synchronization and data hazardsin a manner to achieve correct behavior by allowing developers to define waits be-tween workloads. LÄS MER
2. Improving term structure measurements by incorporating steps in a multiple yield curve framework
Master-uppsats, Linköpings universitet/ProduktionsekonomiSammanfattning : By issuing interest rate derivative contracts, market makers such as large banks are exposed to undesired risk. There are several methods for banks to hedge themselves against this type of risk; one such method is the stochastic programming model developed by Blomvall and Hagenbjörk (2022). LÄS MER
3. Models for solid waste and its management in Stockholm metropolitan area
Kandidat-uppsats, KTH/Skolan för industriell teknik och management (ITM)Sammanfattning : In the transition from a linear economy to a sustainable circular economy, waste management is critical. This thesis approaches the management of Municipal Solid Waste (MSW) from the perspective of a mathematical modelling. Within the scope of the thesis, three mathematical models were developed. LÄS MER
4. Stochastic Optimization of Energy Prosumption Systems : A case study on energy balancing for self-sustainable societies
Uppsats för yrkesexamina på avancerad nivå, Luleå tekniska universitet/Institutionen för ekonomi, teknik, konst och samhälleSammanfattning : To achieve a sustainable future fossil electricity is being replaced with renewable, leading to higher uncertainties in electricity production. This has resulted in an incentive for consumers to produce, sell, and store their own electricity, hence becoming prosumers. LÄS MER
5. On Merton's Portfolio Problem : A Stochastic Optimal Control Problem
Kandidat-uppsats, Umeå universitet/Institutionen för matematik och matematisk statistikSammanfattning : The purpose of this thesis is to examine and solve a classic financial optimization problem known as Merton’s Portfolio Problem. The problem is driven by a stochastic process and can thereby be classified as a stochastic optimal control problem. LÄS MER