Search for dissertations about: "stochastic systems"

Showing result 16 - 20 of 424 swedish dissertations containing the words stochastic systems.

  2. 16. Games and Probabilistic Infinite-State Systems

    Author : Sven Sandberg; Parosh Abdulla; Luca de Alfaro; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; program verification; model checking; determinacy; strategy improvement; infinite games; parity games; mean payoff games; stochastic games; Büchi games; reachability games; limiting average; limiting behavior; Markov chains; infinite-state systems; lossy channel systems; vector addition systems; noisy Turing machines; Computer science; Datavetenskap;

    Abstract : Computer programs keep finding their ways into new safety-critical applications, while at the same time growing more complex. This calls for new and better methods to verify the correctness of software. We focus on one approach to verifying systems, namely that of model checking. READ MORE

  4. 17. On Parameter Estimation and Control of Time-Varying Stochastic Systems

    Author : Bengt Lindoff; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Statistics; Adaptive Predictive Control; Adaptive Stochastic Control; Dual Control; Convergence Analysis; Quadratic Forms; Forgetting Factor; Recursive Least Squares; Recursive Estimation; Linear Systems; Time-Varying Stochastic Systems; operations research; programming; actuarial mathematics; Statistik; operationsanalys; programmering; aktuariematematik;

    Abstract : This thesis is about parameter estimation and control of time-varying stochastic systems. It can be divided into two parts. The first part deals with an estimation algorithm commonly used when estimating parameters in time-varying stochastic systems, the Recursive Least Squares (RLS) algorithm with forgetting factor. READ MORE

  5. 18. Efficient Trading in the Short-term Electricity Markets for Integration of Renewable Energy Sources : Multistage Stochastic and Agent-based Modeling Approaches for Continuous Intraday Electricity Market

    Author : Priyanka Shinde; Mikael Amelin; Lennart Söder; Nikolaos Paterakis; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Continuous intraday electricity market; Virtual power plant; Trading strategy; Stochastic dual dynamic program; Agent-based modeling; Adaptive learning; Renewable energy sources; Cross-border intraday trading; Flow-based market coupling; Balancing market; Imbalance settlement cost; Randomized progressive hedging; Multistage stochastic programming; Energy storage; Intraday prices; Intraday price analysis; Time series analysis; Kontinuerliga intradagmarknaden; Virtuellt kraftverk; Handelsstrategi; Stokastisk dual dynamisk programmering; Agentbaserad modellering; Adaptivt l¨arande; F¨ornybara energik¨allor; Gr¨ans¨overskridande intradaghandel; Fl¨odesbaserad marknadskoppling; Balansmarknaden; Balansavr¨akningskostnader; Randomiserad progressive hedging; Stokastisk multiskedesprogrammering; Energilagring; Intradagpriser; Intradagprisanalys; Tidsserieanalys; Electrical Engineering; Elektro- och systemteknik;

    Abstract : This thesis investigates the role of different short-term electricity market design aspects that can facilitate better coordination of resources within the power system. The work also emphasizes on better cross-border integration of the short-term markets to improve the market liquidity, competition, social welfare, and flexibility in the system, which is essential for facilitating the integration of renewable sources. READ MORE

  6. 19. Stochastic Modeling and Management of an Emergency Call Center : A Case Study at the Swedish Emergency CallCenter Provider, SOS Alarm Sverige AB

    Author : Klas Gustavsson; Leif Olsson; Panagiotis Papapetrou; Mittuniversitetet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Call Center Management; Burst Modeling; Stochastic Resources; Skills-Based Routing; Discrete-Event-Simulation;

    Abstract : A key task of managing an inbound call center is in estimating its performance and consequently plan its capacity, which can be considered a complex task since several system variables are stochastic. These issues are highly crucial for certain time-sensitive services, such as emergency call services. READ MORE

  7. 20. Modeling Lateral Transshipments and Perishable Items in Inventory Systems

    Author : Fredrik Olsson; Produktionsekonomi; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Technological sciences; Teknik; Dynamic programming ; Inventory ; Perishable items ; Lateral transshipments ; Pooling ; Batch ordering ; Optimal policies ; Stochastic ;

    Abstract : This thesis deals with two main areas in the field of stochastic inventory theory; ateral transshipments and perishable items. In the first part of this thesis we give an introduction to the field of inventory theory, and discuss some previous literature connected to the research presented in this thesis. READ MORE