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7 research outputs found

Discrete-time risk-aware optimal switching with non-adapted costs

Author: Martyr R
Moriarty J
Perninge M
Publication venue: 'Cambridge University Press (CUP)'
Publication date: 01/01/2021
Field of study

Queen Mary Research Online

Irreversible investments with delayed reaction: an application to generation re-dispatch in power system operation

Author: A Bar-Ilan
A Porchet
AJ Wood
AK Dixit
AR Bergen
B Asri El
B Djehiche
B Djehiche
B Øksendal
BM Bibby
CO Nwankpa
E Gobet
FA Longstaff
J Nowicka-Zagrajek
JN Tsitsiklis
JN Tsitsiklis
L Andersen
Lennart Söder
M Olsson
M Perninge
M Perninge
Magnus Perninge
N El-Karoui
R Carmona
R Weron
S Hamadéne
SJ Deng
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

On maximum likelihood estimation of the drift matrix of a degenerated O–U process

Author: A Samson
Ana Prior
B Peeters
B Rao
G Basak
I Ibragimov
K Koncz
L Lutes
M Arató
M Arató
M Kleptsyna
M Perninge
Marina Kleptsyna
N Lin
N Lin
P Brockwell
Paula Milheiro-Oliveira
RW Clough
V Kucera
YA Kutoyants
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

Power Systems Decentralized Optimization

Author: Abido
Abido
Abou El Ela
Abou El Ela
Aguado
Aguado
Ajith
Ajith
Baskar
Baskar
Catterson
Catterson
Coello Coello
Coello Coello
Conejo
Conejo
Conejo
Conejo
Deb
Deb
Devaraj
Devaraj
Estevam
Estevam
Guarneri
Guarneri
Hug-Glanzmann
Hug-Glanzmann
Ilic
Ilic
Javier Vargas-Marín
Jeyadevi
Jeyadevi
Juan M. Ramirez
Kessel
Kessel
Kessel
Kessel
Liu
Liu
Manoharan
Manoharan
McArthur
McArthur
McArthur
McArthur
Messina
Messina
Momoh
Momoh
Padiyar
Padiyar
Perninge
Perninge
Phulpin
Phulpin
Ramirez-Gonzalez
Ramirez-Gonzalez
Rosa E. Correa-Gutiérrez
Subbaraj
Subbaraj
Varadarajan
Varadarajan
Yan
Yan
Zhihuan
Zhihuan
Publication venue: 'Walter de Gruyter GmbH'
Publication date
Field of study

On the Finite Horizon Optimal Switching Problem with Random Lag

Author: A Bar-Ilan
B Bruder
B Djehiche
B El Asri
B Øksendal
HJ Kushner
I Karatzas
I Karatzas
I Kharroubi
IB Latifa
J Cvitanic
J Jakubowski
J Lygeros
J Yong
JF Chassagneux
K Li
KA Brekke
M Jeanblanc
M Kobylanski
M Perninge
MJ Brennan
N El-Karoui
P Protter
R Aïd
R Aïd
R Carmona
R Elie
R Martyr
RS Sutton
S Hamadène
S Hamadène
S Hamadène
TR Bielecki
TR Bielecki
Y Hu
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

Multi-parameter bifurcation analysis of subsynchronous interactions in DFIG-based wind farms

Author: ABB Technical Publication
ABB Technical Publication
Andres E. Leon
Astrom
Avrutin
Badrzadeh
Clark
Dhooge
di Bernardo
Diego M. Alonso
Echavarren
Fan
Fan
Fan
Gross
Gu
Gustavo Revel
Hiskens
Huang
Irwin
Irwin
Jorge L. Moiola
Kuznetsov
Leon
Leon
Miao
Mohammadpour
Mohammadpour
Mohammadpour
Mohammadpour
Mohammadpour
Narendra
Nayfeh
NERC
Pena
Perninge
Piyasinghe
Pulgar-Painemal
Revel
Revel
Slootweg
Srivastava
Suriyaarachchi
Tapia
Tobón
Varghese
Virulkar
Wang
Wang
Publication venue: 'Elsevier BV'
Publication date
Field of study

Market-Based Redispatch May Result in Inefficient Dispatch

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