Sciweavers

CCE
2016
8 years 4 months ago
An adjustable robust optimization approach to scheduling of continuous industrial processes providing interruptible load
To ensure the stability of the power grid, backup capacities are called upon when electricity supply does not meet demand due to unexpected changes in the grid. As part of the dem...
Qi Zhang, Michael F. Morari, Ignacio E. Grossmann,...
CCE
2016
8 years 4 months ago
Mixed-integer bilevel optimization for capacity planning with rational markets
We formulate the capacity expansion planning as a bilevel optimization to model the hierarchical decision structure involving industrial producers and consumers. The formulation i...
Pablo Garcia-Herreros, Lei Zhang, Pratik Misra, Er...
CCE
2016
8 years 4 months ago
A discrete-time scheduling model for continuous power-intensive process networks with various power contracts
Increased volatility in electricity prices and new emerging demand side management opportunities call for efficient tools for the optimal operation of powerintensive processes. In...
Qi Zhang, Arul Sundaramoorthy, Ignacio E. Grossman...
CCE
2016
8 years 4 months ago
An MILP-MINLP decomposition method for the global optimization of a source based model of the multiperiod blending problem
The multiperiod blending problem involves binary variables and bilinear terms, yielding a nonconvex MINLP. In this work we present two major contributions for the global solution ...
Irene Lotero, Francisco Trespalacios, Ignacio E. G...
CCE
2016
8 years 4 months ago
Risk-based integrated production scheduling and electricity procurement for continuous power-intensive processes
For optimal operation of power-intensive plants, production scheduling and electricity procurement have to be considered simultaneously. In addition, uncertainty needs to be taken...
Qi Zhang, Jochen L. Cremer, Ignacio E. Grossmann, ...
AR
2016
8 years 4 months ago
Indoor MAV auto-retrieval using fast 6D relocalisation
This paper develops and evaluates methods for performing auto-retrieval of a MAV using fast 6D relocalisation from visual features. Auto-retrieval involves a combination of guided...
José Martínez-Carranza, Richard Bost...
APPML
2016
8 years 4 months ago
Option pricing and implied volatilities in a 2-hypergeometric stochastic volatility model
We derive closed-form analytical approximations in terms of series expansions for option prices and implied volatilities in a 2-hypergeometric stochastic volatility model with cor...
Nicolas Privault, Qihao She
APPML
2016
8 years 4 months ago
Stationary solutions of the Vlasov-Fokker-Planck equation: Existence, characterization and phase-transition
In this paper, we study the set of stationary solutions of the Vlasov-FokkerPlanck (VFP) equation. This equation describes the time evolution of the probability distribution of a ...
M. H. Duong, J. Tugaut
APAL
2016
8 years 4 months ago
Cobham recursive set functions
This paper introduces the Cobham Recursive Set Functions (CRSF) as a version of polynomial time computable functions on general sets, based on a limited (bounded) form of ∈-recu...
Arnold Beckmann, Sam Buss, Sy-David Friedman, Mori...