203 search results - page 6 / 41 » Second-Order Risk Constraints |
ISIPTA
2005
IEEE
14 years 28 days ago
2005
IEEE
This paper addresses the problem of market risk management for a company in the electricity industry. When dealing with corporate volumetric exposure, there is a need for a method...
CDC
2008
IEEE
14 years 1 months ago
2008
IEEE
Abstract— This paper proposes a novel two-stage optimization method for robust Model Predictive Control (RMPC) with Gaussian disturbance and state estimation error. Since the dis...
ICC
2008
IEEE
14 years 1 months ago
2008
IEEE
The notion of Shared Risk Resource Groups (SRRG) has been introduced to capture survivability issues when a set of resources may fail simultaneously. Applied to Wavelength Divisio...
AMAI
2004
Springer
14 years 22 days ago
2004
Springer
The majority of the work in the area of Markov decision processes has focused on expected values of rewards in the objective function and expected costs in the constraints. Althou...
COLING
2010
13 years 2 months ago
2010
