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Stochastic scheduling - A flow shop no wait application and solutions
(Elsevier B.V., 1998-01-01)
Minimizing the makespan of a flow-shop no-wait (FSNW) schedule where the processing times are randomly distributed is an important NP-Complete Combinatorial Optimization Problem. In spite of this, it can be found only in ...
Stochastic scheduling - A flow shop no wait application and solutions
(Elsevier B.V., 1998-01-01)
Minimizing the makespan of a flow-shop no-wait (FSNW) schedule where the processing times are randomly distributed is an important NP-Complete Combinatorial Optimization Problem. In spite of this, it can be found only in ...
A Stochastic Model for Medium-Term Distribution System Planning Considering CO2 Emissions
(Ieee, 2020-01-01)
This paper presents a new two-stage stochastic mixed-integer linear programming model for the medium-term expansion planning of power distribution systems considering the uncertainty associated with renewable energy sources, ...
A stochastic model for medium-term distribution system planning considering CO2emissions
(2020-09-01)
This paper presents a new two-stage stochastic mixed-integer linear programming model for the medium-term expansion planning of power distribution systems considering the uncertainty associated with renewable energy sources, ...
PRICING VIA ANTICIPATIVE STOCHASTIC CALCULUS
(APPLIED PROBABILITY TRUST, 1994)
The paper proposes a general model for pricing of derivative securities. The underlying dynamics follows stochastic equations involving anticipative stochastic integrals. These equations are solved explicitly and structural ...
The calibration of stochastic local-volatility models: an inverse problem perspective
(Elsevier, 2019)
We tackle the calibration of the Stochastic Local-Volatility (SLV) model. This is the class of financial models that combines the local volatility and stochastic volatility features and has been subject of the attention ...
A Stochastic Programming Model for the Planning of Distribution Systems Considering Renewable Distributed Generation and CO2 Emissions
(2019-09-01)
The presence of renewable distributed generation (DG) in electrical distribution systems (EDSs) has been increased in recent years, bringing technical, economical, and environmental benefits. However, the stochastic nature ...
Deflections in sawn timber beams with stochastic properties
(Springer, 2017-09)
A stochastic model is proposed to study the behavior of structural sawn beams of Argentinean Eucalyptusgrandis with the aim of improving the predictability of the elastic deformations. The enhancement of the mid-span ...