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Stochastic average-cost control, with energy-related applications

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ChernyshK_0916_macs.pdf (918.2Kb)
Date
2016-09
Author
Chernysh, Ksenia
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Abstract
In this thesis we present a new stochastic optimisation model arising from supplyside management of power networks. We provide the exact optimal solution under assumption that the environment is Markovian. For the semi-Markovian environment we establish existence of an optimal policy in an important subclass of policies. Finally, we solve the problem for a number of particular examples of environment.
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http://hdl.handle.net/10399/3194
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©Heriot-Watt University, Edinburgh, Scotland, UK EH14 4AS.

Maintained by the Library
Tel: +44 (0)131 451 3577
Library Email: libhelp@hw.ac.uk
ROS Email: open.access@hw.ac.uk

Scottish registered charity number: SC000278

  • About
  • Copyright
  • Accessibility
  • Policies
  • Privacy & Cookies
  • Feedback
AboutCopyright
AccessibilityPolicies
Privacy & Cookies
Feedback