In this thesis we present a new stochastic optimisation model arising from supplyside management of power networks. We provide the exact optimal solution under assumption that the environment is Markovian. For the semi-Markovian environment we establish existence of an optimal policy in an important subclass of policies. Finally, we solve the problem for a number of particular examples of environment.
| Identifer | oai:union.ndltd.org:bl.uk/oai:ethos.bl.uk:712746 |
| Date | January 2016 |
| Creators | Chernysh, Ksenia |
| Contributors | Foss, Sergey Georgievich ; Cruise, James R. |
| Publisher | Heriot-Watt University |
| Source Sets | Ethos UK |
| Detected Language | English |
| Type | Electronic Thesis or Dissertation |
| Source | http://hdl.handle.net/10399/3194 |
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