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of 32
pro vyhledávání: '"van Beesten, E. Ruben"'
Autor:
van Beesten, E. Ruben
I propose a functional on the space of spectral risk measures that quantifies their ``degree of risk aversion''. This quantification formalizes the idea that some risk measures are ``more risk-averse'' than others. I construct the functional using tw
Externí odkaz:
http://arxiv.org/abs/2408.15675
In an optimization problem, the quality of a candidate solution can be characterized by the optimality gap. For most stochastic optimization problems, this gap must be statistically estimated. We show that standard estimators are optimistically biase
Externí odkaz:
http://arxiv.org/abs/2408.15690
Autor:
Bakker, Steffen Jaap Skotvoll, Martin, Jonas, van Beesten, E. Ruben, Brynildsen, Ingvild Synnøve, Sandvig, Anette, Siqveland, Marit, Golab, Antonia
National freight transport models are valuable tools for assessing the impact of various policies and investments on achieving decarbonization targets under different future scenarios. However, these models struggle to address several critical elemen
Externí odkaz:
http://arxiv.org/abs/2304.14001
Autor:
van Beesten, E. Ruben, Hulshof, Daan
We consider a zonal international power market and investigate potential economic incentives for short-term reductions of transmission capacities on existing interconnectors by the responsible transmission system operators (TSOs). We show that if a T
Externí odkaz:
http://arxiv.org/abs/2210.07129
Inspired by its success for their continuous counterparts, the standard approach to deal with mixed-integer recourse (MIR) models under distributional uncertainty is to use distributionally robust optimization (DRO). We argue, however, that this mode
Externí odkaz:
http://arxiv.org/abs/2206.13250
We consider two-stage recourse models in which the second-stage problem has integer decision variables and uncertainty in the second-stage cost vector, technology matrix, and the right-hand side vector. Such mixed-integer recourse models are typicall
Externí odkaz:
http://arxiv.org/abs/2206.01605
Autor:
van Beesten, E. Ruben, Ådnanes, Ole Kristian, Linde, Håkon Morken, Pisciella, Paolo, Tomasgard, Asgeir
In transmission expansion planning, situations can arise in which an expansion plan that is optimal for the system as a whole is detrimental to a specific country in terms of its expected economic welfare. If this country is one of the countries host
Externí odkaz:
http://arxiv.org/abs/2205.05978
Publikováno v:
In Energy 1 December 2023 284
Autor:
van Beesten, E. Ruben, Hulshof, Daan
Publikováno v:
In Applied Energy 1 July 2023 341
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