Searched for: subject:"stochastic"
(1 - 20 of 58)

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Venkatasubramanian, Janani (author)
A numerically tractable Stochastic Model Predictive Control (SMPC) strategy using Conditional Value at Risk (CVaR) optimization for discrete-time linear time-invariant systems, with state and input constraints, subject to additive uncertainty, is presented. SMPC strategies make use of the probabilistic description of uncertainty to define chance...
master thesis 2018
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Smits, Tommy (author)
master thesis 2018
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Burgers, Elsje (author)
The growing amount of plastic pollution in the oceans is worldwide a huge problem. There is an increasing amount of projects that try to clean up this pollution. To remove the pollution efficiently, it is useful to know how plastic litter moves, degrades and sinks. Models are being developed that can describe what happens with plastic in the...
bachelor thesis 2018
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Mul, Dieuwert (author)
Stochastic resonance (SR) is a phenomenon in which the presence of noise increases the performance of the system. The phenomenon has first been discovered in a climate change model and is later observed in neuronal systems. In artificial, electronic, systems, stochastic resonance is observed in systems based on Schmitt-Triggers and comparators....
master thesis 2018
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de Gijsel, Stefan (author)
This thesis describes how the simple random walk particle model can be extended to account for sand deposition and suspension, and for particle interaction: clumping together and falling apart. The extended models are analyzed, and the corresponding partial differential equations are derived. These equations are compared to the currently used...
bachelor thesis 2018
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Frölke, Linde Josien (author)
It has become clear that the global energy system needs to shift away from fossil fuels towards clean, renewable energy sources. Experience in the past decades has shown that at-plate solar heat panels can play a role in the energy system of the future, in particular in solar collector fields for district heat generation. This thesis concerns...
master thesis 2018
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Laudiero, Nico (author)
Fast depleting fossil fuels and growing awareness for environmental protection have led us to the urgency of a long-term energy planning where reduction of emissions, integration of renewable supply, and energy efficiency improvement represent the main targets of a ‘smarter’ employment of primary resources. Research is needed nowadays to drive a...
master thesis 2018
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van Marrewijk, Gijsbert (author)
Launch costs for high-resolution space telescopes for Earth observation can be reduced when the telescope mirrors are made deployable. However, such a system is subject to optical aberrations that decreases image quality. To counter these aberrations, an Aberration Correction System (ACS) is proposed that uses a deformable mirror (DM) which is...
master thesis 2018
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Termaat, Richard (author)
The air transportation industry is becoming of greater importance to the world’s economy, since a growing part of the global population is able to afford air travel. However, the current network is limited in its’ capacity and therefore, more and more delay is experienced within daily operations. Research has shown that flightdelays have a high...
master thesis 2018
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Droutsas, Athanasios (author)
This report, which from now and onwards will be called the main body of the thesis, covers the core of the
problem that has to be solved. Generally, the aim of this thesis is to investigate a laminated composite’s
structural response, made of FRP, when its material properties are assumed stochastic instead of
deterministic. The...
master thesis 2018
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van Tilburg, Inez (author)
Regional water systems are being controlled to prevent flood events by different measures, such as water storage, weir management and vegetation maintenance. Vegetation maintenance has a significant effect on flood risk, because the hydraulic roughness decreases after cutting of vegetation. Stream restoration is a project in regional water...
master thesis 2018
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Gkoutis, Konstantinos (author)
Surrogate modeling is a family of engineering techniques that attracts great interest today and can be applied in many challenging fields. A big advantage of it is that surrogate models (models based on these techniques) offer reliable results by being computationally cheaper than other candidate models. The savings in computational time is...
master thesis 2018
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Bhosale, Parag (author)
Currently, non-rigid image registration algorithms are too time intensive to use in time-critical applications. To solve this problem, stochastic gradient descent (SGD) has been implemented in image registration. But, SGD depends on manual step size selection which is dicult and time consuming. To avoid such manual selection, SGD has been...
master thesis 2017
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Insani Abdi Bangsa, Abdi (author)
Stochastic resonance (SR) is a phenomenon where the performance of a nonlinear system subjected to noise is better than it is without noise. This phenomenon can be found both in natural and artificial systems, especially in threshold-based systems such as comparators or a population of neurons. As noise always exists and interacts with the...
master thesis 2017
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van der Weijst, Roel (author)
This thesis is about pricing European options and forward start options under the Heston LSV model. The impact of conditionally calibrating the Heston parameters on the satisfaction of the Feller condition and thereafter correcting with a local volatility surface is investigated here. The results show that this approach is computationally time...
master thesis 2017
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de Raad, Brendon (author)
With the decision made to act upon climate change, the remaining question is: "How?". Economic theory suggests that the most efficient method is by means of market-based policies. These policies are often designed based on Integrated Assessment Models like DICE, which is the subject of this thesis. Integrating uncertainty into this model has...
master thesis 2017
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Requeno García, Laura (author)
This MSc thesis presents a stochastic modelling approach to the multi-period airline fleet planning problem. Approximate Dynamic Programming (ADP) is used to model the impact of demand uncertainty on fleet decisions. The proposed ADP algorithm applies local value function approximations resulting from Gaussian kernel regressions to estimate...
master thesis 2017
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van Schaik, Mathijs (author)
master thesis 2017
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Knijnenburg, L.J. (author)
Fluctuating oil and gas prices, coupled with initiatives toward energy security, drive the global storage market of oil and gas. A tank farm, often referred to as a terminal, is an industrial facility for the storage of the oil and/or petrochemical products. Vopak's biggest terminal, Vopak Terminal Europoort (VTE), has an immense capacity of 25...
master thesis 2017
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Verhoeff, R.L.A. (author)
Mine design and mine planning are essential to a mining operation as they do not only dictate the outline of the mine, but essentially determine the financial robustness and success of the mining operation. However, as mining is a conservative business mine design is still mostly done by hand. To indicate the effect of uncertainty in mine design...
master thesis 2017
Searched for: subject:"stochastic"
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