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Equilibria in exchange economies with financial constraints: beyond the Cass trick
(Escola de Pós-Graduação em Economia da FGV, 2005-08-05)
We consider an exchange economy under incomplete financiaI markets with purely financiaI securities and finitely many agents. When portfolios are not constrained, Cass [4], Duffie [7] and Florenzano-Gourdel [12] proved ...
W-RBAC - A workflow security model incorporating controlled overriding of constraints
(World Scientific Publ Co Pte LtdSingaporeSingapura, 2003)
Optimal Allocation of Wind Turbines by Considering Transmission Security Constraints and Power System Stability
(2013)
A novel optimization methodology consisting of finding the near optimal location of wind turbines (WTs) on a planned transmission network in a secure and cost-effective way is presented on this paper. While minimizing the ...
The Market for borrowing securities in Brazil
(2013-12-23)
We report the results of an exploratory data analysis of the Brazilian securities lending market. The analysis is performed over the full historical data set of each individual loan offer and loan contract negotiated between ...
A constructive heuristic algorithm for multi-stage transmission expansion planning under N-1 security constraints
(2015-04-01)
The transmission expansion planning (TEP) problem in modern power systems is a large-scale, mixed-integer, non-linear, and non-convex problem. The problem becomes even more complicated when the security constraints are ...
Unit Commitment Scheduling Including Transmission Constraints: a MILP Formulation
(Elsevier B.V., 2016-06)
The benefits of good scheduling of electrical units are widely known (De la Torre et al, 2008). In this paper, a new approach to account for the Security-Constrained Unit Commitment (SCUC) is presented. A model is developed ...
Secure hybrid RF/VLC under statistical queuing constraints
(2021-09-06)
This paper evaluates the effective capacity and maximum average arrival rate of a hybrid radio frequency (RF) and visible light communication (VLC) network in the presence of an eavesdropper. It is assumed that the data ...