Search for dissertations about: "actuarial mathematics Statistik programming operations research Statistics energy derivatives multistage stochastic programs electricity prices principal component analysis Scenario trees inflow modeling operationsanalys programmering aktuariematematik"

Found 1 swedish dissertation containing the words actuarial mathematics Statistik programming operations research Statistics energy derivatives multistage stochastic programs electricity prices principal component analysis Scenario trees inflow modeling operationsanalys programmering aktuariematematik.

  2. 1. Stochastic Modeling and Optimization under Uncertainty of a Hydro Power System

    Author : Roger Halldin; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Statistik; actuarial mathematics; programming; operations research; Statistics; energy derivatives; multistage stochastic programs; electricity prices; principal component analysis; Scenario trees; inflow modeling; operationsanalys; programmering; aktuariematematik;

    Abstract : Electricity bought and sold on the deregulated Nordic power market is dominated by hydro power. However, hydro power generation is restricted by the amount of water in reservoirs. The inflows to these reservoirs show a yearly cycle and seasonal planning of the production is necessary. Seasonal planning up to 1. READ MORE