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Asset allocation with Markovian regime switching: efficient frontier and tangent portfolio with regime switching
(2018-03)
Asset allocation is important for diversifying risk and realizing gains in the financial market. It involves decisions taken under uncertainty based on statistical methods. Returns on financial assets generally present ...
Optimal switch allocation for automatic load transfer in distribution substations
(2011-10-05)
This work proposes a methodology for optimized allocation of switches for automatic load transfer in distribution systems in order to improve the reliability indexes by restoring such systems which present voltage classes ...
Optimal switch allocation for automatic load transfer in distribution substations
(2011-10-05)
This work proposes a methodology for optimized allocation of switches for automatic load transfer in distribution systems in order to improve the reliability indexes by restoring such systems which present voltage classes ...
An iterated sample construction with path relinking method: Application to switch allocation in electrical distribution networks
(2013-01-01)
We present a metaheuristic approach which combines constructive heuristics and local searches based on sampling with path relinking. Its effectiveness is demonstrated by an application to the problem of allocating switches ...
An iterated sample construction with path relinking method: Application to switch allocation in electrical distribution networks
(2013-01-01)
We present a metaheuristic approach which combines constructive heuristics and local searches based on sampling with path relinking. Its effectiveness is demonstrated by an application to the problem of allocating switches ...
Switch allocation problems in power distribution systems
(Ieee-inst Electrical Electronics Engineers Inc, 2015-01-01)
Reliability analysis of power systems has been attracting increasing attention. Regulatory agencies establish reliability standards that, if infringed, result in costly fines for the utility suppliers. A special concern ...