Stránka o brožuře věnované vybraným softwarům pro řešení úloh stochastického programování ZDE.

Program bude průběžně doplňován. Hosté jsou srdečně zváni.

• Seminář se nekoná

  Autor:

  Datum:

  4.10.2018

• Úvodní přednáška

  Autor:

  doc. RNDr. Ing. Miloš Kopa, Ph.D.

  Datum:

  11.10.2018

• Sparsity Portfolio Optimization

  Autor:

  RNDr. Martin Branda, PhD.

  Datum:

  18.10.2018

• Nested Distance - ALM Optimization with Stochastic Dominance

  Autor:

  Sebastiano Vitali, Ph.D.

  Datum:

  25.10.2018

• Recent Advances in DARA Stochastic Dominance

  Autor:

  Doc. RNDr. Ing. Miloš Kopa, PhD.

  Datum:

  1.11.2018

• Maximising Loan Value under Decision Dependent Randomness

  Autor:

  Mgr. Tomáš Rusý

  Datum:

  8.11.2018

• TBC

  Autor:

  Mgr. Vadim Omelchenko, Ph.D.

  Datum:

  15.11.2018

• TBC

  Autor:

  Dr. Iñaki Rodríguez Longarela

  Datum:

  22.11.2018

• Solving multi-stage investment models in power systems under uncertainty

  Autor:

  Ruth Dominguez

  Datum:

  29.11.2018

  Abstrakt:

  The integration of renewable energies in power systems represents a key point to achieve a sustainable development since more than 30% of the total CO2 emissions are due to electricity generation. Planning in power systems is a long-term decision exercise subject to uncertain parameters such as the evolution of the investment and operating costs and the demand growth. In this seminar, a multi-stage investment model to efficiently integrate renewable energies in power systems will be discussed. Four different approaches to solve the proposed multi-stage investment model will be explained: a multi-stage stochastic programming problem, a linear-decision-rule problem, a two-stage stochastic programming problem solved under a rolling window framework, and a deterministic problem. The advantages and disadvantages of each approach will be shown through the numerical results obtained from a case study.

• TBC

  Autor:

  RNDr. Vlasta Kaňková, Ph.D.

  Datum:

  6.12.2018

• Dependency Structures in Chance Constrained Optimization

  Autor:

  Mgr. Michal Houda, PhD.

  Datum:

  13.12.2018

• Seminář se nekoná

  Autor:

  Datum:

  20.12.2018

• SDDP for Dependent Data

  Autor:

  RNDr. Martin Šmíd, Ph.D.

  Datum:

  3.1.2018