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- 1.0487415 - ÚTIA 2018 CZ eng V - Research Report
Aussel, D. - Červinka, Michal - Henrion, R. - Pištěk, Miroslav
Alternative Formulation of Pay-as-clear Auction in Electricity Markets.
Praha: ÚTIA AV ČR v.v.i, 2017. 6 s. Research Report, 2368.
R&D Projects: GA ČR GA15-00735S
Institutional support: RVO:67985556
Keywords : electricity market * Lagrange multiplier * Independent System Operator
Subject RIV: BA - General Mathematics
Permanent Link: http://hdl.handle.net/11104/0282078 - 2.0369603 - ÚTIA 2012 CZ eng V - Research Report
Pištěk, Miroslav
Approximate Dynamic Programming based on High Dimensional Model Representation.
2310. - Praha: ÚTIA AV ČR, v.v.i, 2011. 14 s. Research Report, 2310.
R&D Projects: GA ČR(CZ) GAP102/11/0437
Institutional research plan: CEZ:AV0Z10750506
Keywords : HDMR approximation * Bellman equation * minimization of HDMR functions
Subject RIV: BC - Control Systems Theory
http://library.utia.cas.cz/separaty/2012/AS/pistek-approximate dynamic programming based on high dimensional model representation.pdf
Permanent Link: http://hdl.handle.net/11104/0203627File Download Size Commentary Version Access 0369603.pdf 0 267.7 KB Other open-access - 3.0315897 - ÚTIA 2009 CZ eng V - Research Report
Pištěk, Miroslav
On Implicit Approximation of the Bellman Equation.
[Implicitní aproximace Bellmanovy rovnice.]
Praha: ÚTIA AV Čr, v.v.i, 2008. 16 s. Research Report, 2231.
R&D Projects: GA MŠMT(CZ) 2C06001; GA ČR GA102/08/0567
Institutional research plan: CEZ:AV0Z10750506
Keywords : Bellman equation * function approximation
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2008/AS/pistek-on implicit approximation of the bellman equation.pdf
Permanent Link: http://hdl.handle.net/11104/0165978File Download Size Commentary Version Access 0315897.pdf 0 249.1 KB Other open-access