Searched for: subject%3A%22Stochastic%22
(1 - 20 of 470)

Pages

document
Dobriţa, Alexandra (author)
Motivated by the desire to bring intelligent processing at the Edge, enabling online learning on resource- and latency-constrained embedded devices has become increasingly appealing, as it has the potential to tackle a wide range of challenges: on the one hand, it can deal with on-the-fly adaptation to fast sensor-generated streams of data under...
master thesis 2024
document
ten Voorde, Maarten (author)
The use of machine learning (ML), especially neural networks, in modeling control systems has shown promise, particularly for systems with complex physics. However, applying these models in safety-critical areas requires reliable verification and control synthesis methods due to their inherent complexity. Formal methods, using stochastic finite...
master thesis 2024
document
Vloeberghs, Victor (author)
This thesis introduces a newly-developed turbulent combustion model, as a next step towards modelling hydrogen combustion in aircraft engines. The proposed model (FGM-ESF) merges the Flamelet Generated Manifold approach's tabulated chemistry with the Eulerian Stochastic Field method's statistical treatment of flame-turbulence interactions at the...
master thesis 2024
document
Sarkisian, David (author)
This thesis explores how forecasts of Dutch government bond yields can be improved by extending the current Dynamic Nelson-Siegel (DNS) model, used by the Dutch State Treasury Agency (DSTA), with stochastic volatility modeling and a Bayesian approach to parameter estimation and forecasting. The primary goal was to determine if the model...
master thesis 2024
document
van der Kraan, Frenk (author)
Gaining insights into anticipated future expenses is essential for both the planning and construction phases of a project. A significant factor in future costs, particularly over extended periods, is the variability of material and labor prices. the change in costs over time, known as ’cost escalation,’ has been the focus of numerous research...
master thesis 2024
document
Zwaginga, J.J. (author), Lagemann, Benjamin (author), Erikstad, Stein Ove (author), Pruyn, J.F.J. (author)
Shipowners need to prepare for low-emission fuel alternatives to meet the IMO 2050 goals. This is a complex problem due to conflicting objectives and a high degree of uncertainty. To help navigate this problem, this paper investigates how methods that take uncertainty into account, like robust optimization and stochastic optimization, could be...
journal article 2024
document
Zhan, Shuguang (author), Xie, Jiemin (author), Wong, S. C. (author), Zhu, Y. (author), Corman, Francesco (author)
External and internal factors can cause disturbances or disruptions in daily train operations, leading to deviations from official timetables and passenger delays. As a result, efficient train timetable rescheduling (TTR) methods are necessary to restore disrupted train services. Although TTR has been a popular research topic in recent years,...
journal article 2024
document
Llasag Rosero, Raúl (author), Silva, Catarina (author), Ribeiro, Bernardete (author), Santos, Bruno F. (author)
Artificial Intelligence (AI) is transforming the future of industries by introducing new paradigms. To address data privacy and other challenges of decentralization, research has focused on Federated Learning (FL), which combines distributed Machine Learning (ML) models from multiple parties without exchanging confidential information....
journal article 2024
document
Fidalgo Domingos, D.A. (author), Wellens, P.R. (author), van Wingerden, J.W. (author)
As a result of more stable wind conditions and the depletion of near-shore locations, wind farms are moving farther offshore into deeper waters, challenging the current limits of offshore heavy-lift operations. This paper presents and verifies a novel frequency-domain framework to perform extensive site-specific analysis, of floating...
journal article 2024
document
Négyesi, B. (author), Andersson, Kristoffer (author), Oosterlee, Cornelis W. (author)
A novel discretization is presented for decoupled forward–backward stochastic differential equations (FBSDE) with differentiable coefficients, simultaneously solving the BSDE and its Malliavin sensitivity problem. The control process is estimated by the corresponding linear BSDE driving the trajectories of the Malliavin derivatives of the...
journal article 2024
document
Boskos, D. (author), Cortes, Jorge (author), Martinez, Sonia (author)
This paper builds Wasserstein ambiguity sets for the unknown probability distribution of dynamic random variables leveraging noisy partial-state observations. The constructed ambiguity sets contain the true distribution of the data with quantifiable probability and can be exploited to formulate robust stochastic optimization problems with out...
journal article 2024
document
Aoun, J. (author), Goverde, R.M.P. (author), Nardone, Roberto (author), Quaglietta, E. (author), Vittorini, Valeria (author)
Moving Block (MB) and Virtual Coupling (VC) rail signalling will change current train operation paradigm by migrating vital equipment from trackside to onboard to reduce train separation and maintenance costs. Their actual deployment is however constrained by the industry's need to identify configurations of MB and VC signalling equipment...
journal article 2024
document
Zare Oskouei, Morteza (author), Mehrjerdi, Hasan (author), Palensky, P. (author)
To enhance the economic viability of integrated energy systems, it is important to balance risk and reward while ensuring operational flexibility and compliance with regulatory constraints. Developing an integrated risk measurement method for energy trading in energy markets that complies with regulatory constraints adds another layer of...
journal article 2024
document
Blom, H.A.P. (author)
The transition kernel of an ℝ <sup>n</sup>-valued diffusion or jump diffusion process {X <sub>t</sub>} is known to satisfy the Feller property if {X <sub>t</sub>} is the solution of an SDE whose coefficients are Lipschitz continuous. This Lipschitz route to Feller falls short if {X <sub>t</sub>} is the solution of an SDE whose coefficients...
journal article 2024
document
Agresti, A. (author), Veraar, M.C. (author)
In this paper we introduce the critical variational setting for parabolic stochastic evolution equations of quasi- or semi-linear type. Our results improve many of the abstract results in the classical variational setting. In particular, we are able to replace the usual weak or local monotonicity condition by a more flexible local Lipschitz...
journal article 2024
document
Sauerbrey, M. (author)
We construct solutions to the stochastic thin-film equation with quadratic mobility and Stratonovich gradient noise in the physically relevant dimension d = 2 and allow in particular for solutions with non-full support. The construction relies on a Trotter–Kato time-splitting scheme, which was recently employed in d = 1. The additional...
journal article 2024
document
Klioba, Katharina (author), Veraar, M.C. (author)
In this paper, we prove convergence for contractive time discretisation schemes for semi-linear stochastic evolution equations with irregular Lipschitz nonlinearities, initial values, and additive or multiplicative Gaussian noise on 2-smooth Banach spaces X. The leading operator A is assumed to generate a strongly continuous semigroup S on X,...
journal article 2024
document
Pantazis, G. (author), Fele, Filiberto (author), Margellos, Kostas (author)
In this paper we focus on noncooperative games with uncertain constraints coupling the agents’ decisions. We consider a setting where bounded deviations of agents’ decisions from the equilibrium are possible, and uncertain constraints are inferred from data. Building upon recent advances in the so called scenario approach, we propose a...
journal article 2024
document
Ma, H. (author)
This thesis conducts a series of interrelated research studies on reach probability estimation of rare events for stochastic hybrid systems. Chapter 1 explains that the motivation for these studies stems from the need to assess safety and capacity of a design for a future Air Traffic Management (ATM) concept of operations (ConOps). The safety...
doctoral thesis 2023
document
Krijgsman, Andrea (author)
The global push for renewable energy faces challenges due to the unpredictable and inconsistent nature of wind and solar sources. These inherent characteristics of renewable energy sources add volatility to the electricity markets. In response, electrical energy storage (EES) emerges as a solution for maintaining grid flexibility, stability, and...
master thesis 2023
Searched for: subject%3A%22Stochastic%22
(1 - 20 of 470)

Pages