Sökning: "Stochastic programming"
Visar resultat 1 - 5 av 54 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. Merton's Portfolio Problem under Jourdain--Sbai Model
Master-uppsats, Mälardalens universitet/Akademin för utbildning, kultur och kommunikationSammanfattning : Portfolio selection has always been a fundamental challenge in the field of finance and captured the attention of researchers in the financial area. Merton's portfolio problem is an optimization problem in finance and aims to maximize an investor's portfolio. LÄS MER
3. Merton's Portfolio Problem under Grezelak-Oosterlee-Van Veeren Model
Master-uppsats, Mälardalens universitet/Akademin för utbildning, kultur och kommunikationSammanfattning : Merton’s Optimal Investment-Consumption Problem is a classic optimization problem in finance. It aims to find the optimal controls for a portfolio with both risky and risk-less assets, inorder to maximize an investor’s utility function. LÄS MER
4. Optimal Control of An Energy Storage System Providing Fast Charging and Ancillary Services
Master-uppsats, KTH/Optimeringslära och systemteoriSammanfattning : In this thesis, we explore the potential of financing a fast charging system with energy storage by delivering ancillary services from the energy storage in an optimal way. Specifically, a system delivering frequency regulation services FCR-D Up and FCR-D Down in combination with energy arbitrage trading is considered. LÄS MER
5. 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