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94
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IFIP
2005
Springer
15 years 6 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»
15 years 13 days 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
91
Voted
SIAMNUM
2010
140views more  SIAMNUM 2010»
14 years 7 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 ...
97
Voted
ICIP
2010
IEEE
14 years 10 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 10 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...