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IFIP
2005
Springer
15 years 3 months ago
Multi-Stage Stochastic Electricity Portfolio Optimization in Liberalized Energy Markets
In this paper we analyze the electricity portfolio problem of a big consumer in a multi-stage stochastic programming framework. Stochasticity enters the model via the uncertain spo...
Ronald Hochreiter, Georg Ch. Pflug, David Wozabal
SIAMCO
2000
104views more  SIAMCO 2000»
14 years 9 months ago
Law of the Iterated Logarithm for a Constant-Gain Linear Stochastic Gradient Algorithm
We study almost-sure limiting properties, taken as 0, of the finite horizon sequence of random estimates { 0, 1, 2, . . . , T/ } for the linear stochastic gradient algorithm n+1 ...
J. A. Joslin, A. J. Heunis
SIAMNUM
2010
140views more  SIAMNUM 2010»
14 years 4 months ago
Finite Element Approximation of the Linear Stochastic Wave Equation with Additive Noise
Semidiscrete finite element approximation of the linear stochastic wave equation with additive noise is studied in a semigroup framework. Optimal error estimates for the determinis...
Mihály Kovács, Stig Larsson, Fardin ...
ICIP
2010
IEEE
14 years 7 months ago
Stochastic gradient descent for robust inverse photomask synthesis in optical lithography
Optical lithography is a critical step in the semiconductor manufacturing process, and one key problem is the design of the photomask for a particular circuit pattern, given the o...
Ningning Jia, Edmund Y. Lam
ICSOC
2009
Springer
14 years 7 months ago
On the Support of Dynamic Service Composition at Runtime
Abstract. Network-based software application services are receiving a lot of attention in recent years, as observed in developments as Internet of Services, Software as a Service a...
Eduardo Goncalves da Silva, Luís Ferreira P...