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数学与系统科学研究院 [8]
武汉大学 [7]
北京大学 [6]
上海财经大学 [6]
清华大学 [5]
山东大学 [5]
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期刊论文 [44]
会议论文 [13]
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An efficient particle swarm optimization with evolutionary multitasking for stochastic area coverage of heterogeneous sensors
期刊论文
INFORMATION SCIENCES, 2023, 卷号: 645, 页码: 22
作者:
Ding, Shuxin
;
Zhang, Tao
;
Chen, Chen
;
Lv, Yisheng
;
Xin, Bin
收藏
  |  
浏览/下载:6/0
  |  
提交时间:2023/11/17
Wireless sensor networks
Stochastic area coverage
Conditional value-at-risk
Co-evolutionary particle swarm optimization
Adaptive perturbation
Evolutionary multitasking
Sensitivity-based Conditional Value at Risk (SCVaR): An efficient measurement of credit exposure for options
期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2022, 卷号: 62, 页码: 19
作者:
Shi, Ruoshi
;
Zhao, Yanlong
;
Bao, Ying
;
Peng, Cheng
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  |  
浏览/下载:15/0
  |  
提交时间:2023/02/07
Counterparty credit exposure
VaR
CVaR
Sensitivity
Greeks
Optimal trade-off of integrated river basin water resources allocation considering water market: A bi-level multi-objective model with conditional value-at-risk constraints
期刊论文
COMPUTERS & INDUSTRIAL ENGINEERING, 2022, 卷号: 169, 页码: 17
作者:
Tu, Yan
;
Shi, Hongwei
;
Zhou, Xiaoyang
;
Lev, Benjamin
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  |  
浏览/下载:38/0
  |  
提交时间:2023/02/07
Integrated water resources management
River basin water resources allocation
CVaR
Water market
Bi-level multi-objective programming
Sample average approximation of CVaR-based hedging problem with a deep-learning solution
期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2021, 卷号: 56, 页码: 14
作者:
Peng, Cheng
;
Li, Shuang
;
Zhao, Yanlong
;
Bao, Ying
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  |  
浏览/下载:82/0
  |  
提交时间:2021/04/26
Conditional Value-at-Risk
Hedging strategies
Deep learning
Theoretical guarantee
Sample average approximation
Uniform convergence
计及条件风险约束的风电消纳能力概率评估
期刊论文
兰州理工大学学报, 2019, 期号: 2019年04期, 页码: 86-92
作者:
张晓英
;
汪彬
;
张艺
;
王晓兰
;
陈伟
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  |  
浏览/下载:7/0
  |  
提交时间:2019/11/13
风电消纳
评估模型
条件风险价值
概率分布
Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selection
期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2019, 卷号: 276, 期号: 2, 页码: 781-789
作者:
Cui, Xiangyu
;
Gao, Jianjun
;
Shi, Yun
;
Zhu, Shushang
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  |  
浏览/下载:37/0
  |  
提交时间:2019/08/22
Investment analysis
Conditional Value-at-Risk
Multi-period mean-CVaR portfolio selection
Time-consistent strategy
Self-coordination strategy
Conditional value at risk-based stochastic unit commitment considering the uncertainty of wind power generation
期刊论文
IET GENERATION TRANSMISSION & DISTRIBUTION, 2018, 卷号: 12, 页码: 482-489
作者:
Zhang, Yao
;
Wang, Jianxue
;
Ding, Tao
;
Wang, Xifan
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  |  
浏览/下载:55/0
  |  
提交时间:2019/11/26
power generation dispatch
multiple unit commitment scheduling
conditional value-at-risk
stochastic processes
wind power plants
linear programming
power generation scheduling
mixed-integer linear programming formulation
risk management
wind power generation uncertainty
loss-of-load risk management
iterative methods
risk-averse stochastic unit commitment model
modified Benders decomposition algorithm
integer programming
CVaR-based stochastic unit commitment
Inventory optimization of airport perishable emergency supplies with replacement strategy facing stochastic occurrence time by CVaR approach
期刊论文
INTERNATIONAL JOURNAL OF DISASTER RISK REDUCTION, 2018, 卷号: 31
作者:
Guo, Ying
;
Wood, Jacob
;
Pan, Wei
;
Meng, Qingchun
收藏
  |  
浏览/下载:6/0
  |  
提交时间:2019/12/05
Conditional value at risk
Replacement strategy
Stochastic occurrence time
Limited warehousing time
Perishable emergency supplies
Risk-based Reserve Coordinative Unit Commitment for a Large-scale Wind-storage System
期刊论文
ELECTRIC POWER COMPONENTS AND SYSTEMS, 2018, 卷号: 46, 期号: 19-20, 页码: 2004-2020
作者:
Zhang, Yumin
;
Han, Xueshan
;
Xu, Bo
;
Wang, Yong
;
Wang, Mengxia
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  |  
浏览/下载:8/0
  |  
提交时间:2019/12/11
conditional value-at-risk (CVaR)
column and constraint generation
algorithm (C&CG)
energy storage system (ESS)
reserve transfer (RT)
reserve coordinative unit commitment
Inventory optimization of airport perishable emergency supplies with replacement strategy facing stochastic occurrence time by CVaR approach
期刊论文
INTERNATIONAL JOURNAL OF DISASTER RISK REDUCTION, 2018, 卷号: 31, 页码: 170-183
作者:
Guo, Ying
;
Wood, Jacob
;
Pan, Wei
;
Meng, Qingchun
收藏
  |  
浏览/下载:7/0
  |  
提交时间:2019/12/11
Conditional value at risk
Replacement strategy
Stochastic occurrence
time
Limited warehousing time
Perishable emergency supplies
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