Radoslava Mirkov

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We consider a tree-based discretization technique utilizing conditional transportation distance, which is well suited for the approximation of multi-stage stochastic programming problems, and investigate corresponding convergence properties. We explain the relation between the approximation quality of the probability model and the quality of the solution.(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)
World Scientific Book-9in x 6in MERI˙WS Preface There is hardly any decision in economic activity which is not influenced by uncertainties and risk. While risk has for a long time been the business of Insurance and later in all parts of Finance, it has only recently entered practically all areas of This book aims at introducing into the quantification and(More)
The flow of natural gas within a gas transmission network is studied with the aim to optimise such networks. The analysis of real data provides a deeper insight into the behavior of gas in-and outflow. A geoadditive model for describing the dependence between the maximum daily gas flow and the temperature on network exits is proposed. Semiparametric(More)
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