Generation expansion planning in electricity markets: A novel framework based on dynamic stochastic MPEC

This paper presents a novel framework for generation expansion planning (GEP) of restructured power systems under uncertainty in a multi-period horizon, which includes generation investment from a price maker perspective. The investment problem is modeled as a bi-level optimization problem. The first level problem includes decisions related to investment in order to maximize total profit in the planning horizon. The second level problem consists of maximizing social welfare where the power market is cleared. Rival uncertainties on offering and investment are modeled using sets of scenarios. The bi-level optimization problem is then converted to a dynamic stochastic MPEC and represented as a mixed integer linear program (MILP) after linearization. The proposed framework is examined on a typical six-bus power network, MAZANDARAN regional electric company (MREC) transmission network as an area of IRAN interconnected power system and IEEE RTS 24-bus network. Simulation results confirm that the proposed framework can be a useful tool for analyzing the behavior of investments in electricity markets.     

A practical assessment of risk-averse approaches in production lot-sizing problems

ABSTRACT

This paper presents an empirical assessment of four state-of-the-art risk-averse approaches to deal with the capacitated lot-sizing problem under stochastic demand. We analyse two mean-risk models based on the semideviation and on the conditional value-at-risk risk measures, and alternate first and second-order stochastic dominance approaches. The extensive computational experiments based on different instances characteristics and on a case-study suggest that CVaR exhibits a good trade-off between risk and performance, followed by the semideviation and first-order stochastic dominance approach. For all approaches, enforcing risk-aversion helps to reduce the cost-standard deviation substantially, which is usually accomplished via increasing production rates. Overall, we can say that very risk-averse decision-makers would be willing to pay an increased price to have a much less risky solution given by CVaR. In less risk-averse settings, though, semideviation and first-order stochastic dominance can be appealing alternatives to provide significantly more stable production planning costs with a marginal increase of the expected costs.     

Improved Input and State Estimation for Linear Stochastic Systems with Direct Feedthrough

This paper is concerned with the problem of joint input and state estimation for linear stochastic systems with direct feedthrough. Based on the fact that each unknown input between any two time steps is always bounded, a novel improved algorithm is proposed. Compared with existing results, this algorithm can effectively enhance estimation accuracy. Moreover, the stability of the algorithm is also discussed. Finally, an illustrative example is given to demonstrate the effectiveness of the proposed approach.     

Systematic convergence of nonlinear stochastic estimators on the Special Orthogonal Group SO(3)

This paper introduces two novel nonlinear stochastic attitude estimators developed on the Special Orthogonal Group with the tracking error of the normalized Euclidean distance meeting predefined transient and steady‐state characteristics. The tracking error is confined to initially start within a predetermined large set such that the transient performance is guaranteed to obey dynamically reducing boundaries and decrease smoothly and asymptotically to the origin in probability from almost any initial condition. The proposed estimators produce accurate attitude estimates with remarkable convergence properties using measurements obtained from low‐cost inertial measurement units. The estimators proposed in continuous form are complemented by their discrete versions for the implementation purposes. The simulation results illustrate the effectiveness and robustness of the proposed estimators against uncertain measurements and large initialization error, whether in continuous or discrete form.     

随机库存分配问题的一种求解方法

讨论了在VMI管理思想下对具有随机需求特性的多客户库存分配问题 ,重点论述了有效近似算法的设计过程 ,最后基于一组模拟数据给出了一个算例。     

个性化公开密钥系统的设计

论文提出利用用户提供的个性化信息来随机产生关联大素数,保证了素数选取的随机化、个性化,提高了RSA算法的安全性。     

Parameter Uncertainty and Policy Intensity: Some Extensions and Suggestions for Further Work

The effects of parameter uncertainty on optimal policy have been a matter of interest for academics, and even for some policymakers, for a long time. Two lines of literature have developed analytical results on this matter. The first line uses static models and the second dynamic models. In this dynamic line most of the results are confined to models with a single state and a single control variable. In this paper we want to encourage the analysis of more general dynamic cases. To do so, the results in the dynamic line are extended from one-state and one-control finite horizon models to models with a pair of control variables. We then discuss some of the hurdles which must be surmounted for the results to be made more general and suggests some lines for further research. JEL classification: C61; E61     

爆破震动作用下新浇基础混凝土的安全震动速度研究

针对新浇筑混凝土的爆破震动控制,设法利用爆破地震波(Rayleigh波)作用下的新浇筑基础混凝土受力状态的理论分析和动力有限元计算,确定的新浇筑混凝土中的震动速度及动拉应变分布,并结合不同龄期下新浇筑混凝土的允许极限拉应变,从理论上确定新浇筑基础混凝土的安全震动速度及主要影响因素.理论分析结果和计算实例表明,新浇筑基础混凝土的允许震动速度值随基岩对新浇筑混凝土的基础约束程度的提高和随混凝土强度的降低而降低,我国现行采用的新浇筑大体积混凝土基础面上的质点安全震动速度值具有较大的安全储备.     

An original approximate method for estimating the invariant probability distribution of a large class of multi-dimensional nonlinear stochastic oscillators

This paper proposes an original method for obtaining analytical approximations of the invariant probability density function of multi-dimensional Hamiltonian dissipative dynamic systems under Gaussian white noise excitations, with linear non-conservative parts and nonlinear conservative parts. The method is based on an exact result and a heuristic argument. Its pertinence is attested by numerical tests.