Sökning: "applied Dynamic Programming"

Visar resultat 16 - 20 av 33 uppsatser innehållade orden applied Dynamic Programming.

  1. 16. Equilibrium Strategies for Time-Inconsistent Stochastic Optimal Control of Asset Allocation

    Master-uppsats, KTH/Optimeringslära och systemteori

    Författare :Johan Dimitry El Baghdady; [2017]
    Nyckelord :Stochastic optimal control; dynamic programming; asset allocation; non-cooperative games; subgame perfect Nash equilibrium; time-inconsistency; dynamic portfolio optimization; mean-variance; state dependent risk aversion; extended Hamilton-Jacobi-Bellman; execution algorithms.; Stokastisk optimal styrning; dynamisk programmering; tillgångsallokering; icke-kooperativa spel; Nashjämvikt; tidsinkonsistens; dynamisk portföljoptimering; avvägning mellan förväntad avkastning och varians; tillståndsberoende riskhantering; utökad Hamilton-Jacobi-;

    Sammanfattning : We have examinined the problem of constructing efficient strategies for continuous-time dynamic asset allocation. In order to obtain efficient investment strategies; a stochastic optimal control approach was applied to find optimal transaction control. LÄS MER

  3. 17. Online Workforce Scheduling and Routing : A case study at an on-site service provider

    Uppsats för yrkesexamina på avancerad nivå, Luleå tekniska universitet/Institutionen för ekonomi, teknik och samhälle

    Författare :Rasmus Fransson; Michael Janfjord; [2017]
    Nyckelord :workforce scheduling; online scheduling; routing problems; mobile workforce; WSRP; mathematical programming; integer programming; heuristics;

    Sammanfattning : The consumer market of today is characterized by emphasis on superior customer satisfaction and personalization of services. This entails higher customer expectations on organizations, which also includes the workforce scheduling processes in which the consumers expect more decision-power to dictate what they want, when and where they want services to be delivered. LÄS MER

  4. 18. Approximate Dynamic Programming Methods in HEVs

    Master-uppsats, KTH/Maskinkonstruktion (Inst.)

    Författare :Mohammad Sadiq; [2015]
    Nyckelord :;

    Sammanfattning : Hybrid Electric Vehicles (HEV) have been gaining popularity worldwide for their efficient fuel consumption and therefore an overall reduction in the oil demand. This greatly benefits the environment since this leads to lesser emissions and hence lower greenhouse effect. LÄS MER

  5. 19. Analysis of Demand-Response Participation Strategies for Congestion Management in an Island Distribution Network

    Master-uppsats, KTH/Industriella informations- och styrsystem

    Författare :Gaëlle Ryckebusch; [2015]
    Nyckelord :smart grid; demand-response; load shift; market-based strategy; wind power integration; distribution network; MATLAB.;

    Sammanfattning : The Master Thesis is part of the Smart Grid Gotlandproject. This project aims at implementing smart grid solutionson the island of Gotland in order to be able to efficientlyintegrate large quantities of renewable energy production. LÄS MER

  7. 20. Modeling and solving vehicle routing problems with many available vehicle types

    Master-uppsats, Göteborgs universitet/Institutionen för matematiska vetenskaper

    Författare :Sandra Eriksson Barman; [2014-07-07]
    Nyckelord :;

    Sammanfattning : Abstract In this thesis, models have been formulated and mathematical optimization methods developed for the heterogeneous vehicle routing problem with a very large set of available vehicle types, called many-hVRP. This is an extension of the standard heterogeneous vehicle routing problem (hVRP), in which typically fairly small sets of vehicle types are considered. LÄS MER