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- Radoslava Mirkov, Georg Ch. Pflug
- SIAM Journal on Optimization
- 2007

Dynamic stochastic optimization models play an important role in the management of financial portfolios, energy production and trading, insurance portfolios, supply-chains etc. While one-period models look for optimal decision values or decision vectors based on all available information now, the multi-period models contain planned future decisions, which… (More)

1 Department of Mathematics, Carl von Ossietzky University Oldenburg, 26111 Oldenburg, Germany, fabian.sobotka@uni-oldenburg.de 2 Department of Mathematics, Humboldt-University Berlin, 12489 Berlin, Germany, mirkov@math.hu-berlin.de 3 Institute for Medical Informatics, Biometrics and Epidemiology, Friedrich Alexander University Erlangen-Nürnberg, 91054… (More)

The flow of natural gas within a gas transmission network is studied with the aim to predict gas loads for very low temperatures. Two models for describing dependence between the maximal daily gas flow and the temperature on network exits are presented. A Brain-Cousens regression model is chosen from the class of parametric models. As an alternative, a… (More)

- Holger Heitsch, René Henrion, +4 authors Isabel Wegner-Specht
- 2015

In this chapter we describe an approach for the statistical analysis of gas demand data. The objective is to model temperature dependent univariate and multivariate distributions allowing for later evaluation of network constellations with respect to the probability of demand satisfaction. In the first part, methodologies of descriptive data analysis… (More)

Positivity and positive definiteness in algebra of generalized functions are studied. Basic definitions and notions of Colombeau algebra of generalized functions are given and some special classes of positive definite generalized functions on those algebras are introduced. Their relation to distributions is also investigated. AMS Mathematics Subject… (More)

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