Reinforcement Learning Solution for Unit Commitment Problem Considering Minimum Start Up and Shut Down Times

Unit Commitment Problem (UCP) in power system refers to the problem of determining the on/ off status of generating units that minimize the operating cost during a given time horizon. Since various system and generation constraints are to be satisfied while finding the optimum schedule, UCP turns to be a constrained optimization problem in power system scheduling. Numerical solutions developed are limited for small systems and heuristic methodologies find difficulty in handling stochastic cost functions associated with practical systems. This paper models Unit Commitment as a multi stage decision making task and an efficient Reinforcement Learning solution is formulated considering minimum up time /down time constraints. The correctness and efficiency of the developed solutions are verified for standard test systems

Reinforcement Learning solution for Unit Commitment Problem through pursuit method

Unit commitment is an optimization task in electric power generation control sector. It involves scheduling the ON/OFF status of the generating units to meet the load demand with minimum generation cost satisfying the different constraints existing in the system. Numerical solutions developed are limited for small systems and heuristic methodologies find difficulty in handling stochastic cost functions associated with practical systems. This paper models Unit Commitment as a multi stage decision task and Reinforcement Learning solution is formulated through one efficient exploration strategy: Pursuit method. The correctness and efficiency of the developed solutions are verified for standard test systems

Hybrid Power System Modelling - Simulation and Energy Management Unit Development

Weltweit leben mehr als 2 Milliarden Menschen in ländlichen Gebieten. Als Konzept für die elektrische Energieversorgung solcher Gebiete kommen dezentrale elektrische Energieversorgungseinheiten zum Einsatz, die lokal verfügbare erneuerbare Ressourcen nutzen. Stand der Technik bilden Einheiten, die auf PV-Diesel-Batterie System basieren. Die verwendeten Versorgungsskonzepte in Hybridsystemen sind durch den Einsatz von Batterien als Energiespeicher meist wenig zuverlässig und teuer. Diese Energiespeicher sind sehr aufwendig zu überwachen und schwerig zu entsorgen. Den Schwerpunkt dieser Arbeit bildet die Entwicklung eines neuen Hybridsystems mit einem Wasserreservoir als Energiespeicher. Dieses Konzept eignet sich für Bergregionen in Entwicklungsländern wie Nepal, wo z.B. neben der solaren Strahlung kleine Flüsse in großer Anzahl vorhanden sind. Das Hybridsystem verfügt über einen Synchrongenerator, der die Netzgrößen Frequenz und Spannung vorgibt und zusätzlich unterstützen PV und Windkraftanlage die Versorgung. Die Wasserkraftanlage soll den Anteil der erneuerbaren Energienutzung erhöhen. Die Erweiterung des Systems um ein Dieselaggregat soll die Zuverlässigkeit der Versorgung erhöhen. Das Hybridsystem inkl. der Batterien wird modelliert und simuliert. Anschließend werden die Simulations- und Messergebnisse verglichen, um eine Validierung des Modells zu erreichen. Die Regelungsstruktur ist aufgrund der hohen Anzahl an Systemen und Parametern sehr komplex. Sie wird mit dem Simulationstool Matlab/Simulink nachgebildet. Das Verhalten des Gesamtsystems wird unter verschiedene Lasten und unterschiedlichen meteorologischen Gegebenheiten untersucht. Ein weiterer Schwerpunkt dieser Arbeit ist die Entwicklung einer modularen Energiemanagementeinheit, die auf Basis der erneuerbaren Energieversorgung aufgebaut wird. Dabei stellt die Netzfrequenz eine wichtige Eingangsgröße für die Regelung dar. Sie gibt über die Wirkleistungsstatik die Leistungsänderung im Netz wider. Über diese Angabe und die meteorologischen Daten kann eine optimale wirtschaftliche Aufteilung der Energieversorgung berechnet und eine zuverlässige Versorgung gewährleistet werden. Abschließend wurde die entwickelte Energiemanagementeinheit hardwaretechnisch aufgebaut, sowie Sensoren, Anzeige- und Eingabeeinheit in die Hardware integriert. Die Algorithmen werden in einer höheren Programmiersprache umgesetzt. Die Simulationen unter verschiedenen meteorologischen und netztechnischen Gegebenheiten mit dem entwickelten Model eines Hybridsystems für die elektrische Energieversorgung haben gezeigt, dass das verwendete Konzept mit einem Wasserreservoir als Energiespeicher ökologisch und ökonomisch eine geeignete Lösung für Entwicklungsländer sein kann. Die hardwaretechnische Umsetzung des entwickelten Modells einer Energiemanagementeinheit hat seine sichere Funktion bei der praktischen Anwendung in einem Hybridsystem bestätigen können.

A Nonparametric Approach to Pricing and Hedging Derivative Securities via Learning Networks

We propose a nonparametric method for estimating derivative financial asset pricing formulae using learning networks. To demonstrate feasibility, we first simulate Black-Scholes option prices and show that learning networks can recover the Black-Scholes formula from a two-year training set of daily options prices, and that the resulting network formula can be used successfully to both price and delta-hedge options out-of-sample. For comparison, we estimate models using four popular methods: ordinary least squares, radial basis functions, multilayer perceptrons, and projection pursuit. To illustrate practical relevance, we also apply our approach to S&P 500 futures options data from 1987 to 1991.

Coordinating Inventory Control and Pricing Strategies with Random Demand and Fixed Ordering Cost: The Finite Horizon Case

We analyze a finite horizon, single product, periodic review model in which pricing and production/inventory decisions are made simultaneously. Demands in different periods are random variables that are independent of each other and their distributions depend on the product price. Pricing and ordering decisions are made at the beginning of each period and all shortages are backlogged. Ordering cost includes both a fixed cost and a variable cost proportional to the amount ordered. The objective is to find an inventory policy and a pricing strategy maximizing expected profit over the finite horizon. We show that when the demand model is additive, the profit-to-go functions are k-concave and hence an (s,S,p) policy is optimal. In such a policy, the period inventory is managed based on the classical (s,S) policy and price is determined based on the inventory position at the beginning of each period. For more general demand functions, i.e., multiplicative plus additive functions, we demonstrate that the profit-to-go function is not necessarily k-concave and an (s,S,p) policy is not necessarily optimal. We introduce a new concept, the symmetric k-concave functions and apply it to provide a characterization of the optimal policy.

Coordinating Inventory Control and Pricing Strategies with Random Demand and Fixed Ordering Cost: the Infinite Horizon Case

We analyze an infinite horizon, single product, periodic review model in which pricing and production/inventory decisions are made simultaneously. Demands in different periods are identically distributed random variables that are independent of each other and their distributions depend on the product price. Pricing and ordering decisions are made at the beginning of each period and all shortages are backlogged. Ordering cost includes both a fixed cost and a variable cost proportional to the amount ordered. The objective is to maximize expected discounted, or expected average profit over the infinite planning horizon. We show that a stationary (s,S,p) policy is optimal for both the discounted and average profit models with general demand functions. In such a policy, the period inventory is managed based on the classical (s,S) policy and price is determined based on the inventory position at the beginning of each period.

Static Pricing for a Network Service Provider

This article studies the static pricing problem of a network service provider who has a fixed capacity and faces different types of customers (classes). Each type of customers can have its own capacity constraint but it is assumed that all classes have the same resource requirement. The provider must decide a static price for each class. The customer types are characterized by their arrival process, with a price-dependant arrival rate, and the random time they remain in the system. Many real-life situations could fit in this framework, for example an Internet provider or a call center, but originally this problem was thought for a company that sells phone-cards and needs to set the price-per-minute for each destination. Our goal is to characterize the optimal static prices in order to maximize the provider's revenue. We note that the model here presented, with some slight modifications and additional assumptions can be used in those cases when the objective is to maximize social welfare.

Pharmaceutical innovation, reference pricing and therapeutic classes

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Visita Arió : les tecnologies de la informació i la comunicació al Regne Unit. 'Visita Arión : las tecnologías de la información y la comunicación en el Reino Unido'.

Documento en formato electrónico (PDF)

La ventilazione non-invasiva a pressione positiva nell’insufficienza respiratoria acuta ipercapnica: 10 anni di esperienza clinica di una Unità di Terapia Semi-Intensiva Respiratoria

PremessaSebbene numerosi studi prospettici, controllati e randomizzati abbiano dimostrato il successo della ventilazione non-invasiva a pressione positiva (NIV) in casi selezionati di insufficienza respiratoria acuta ipercapnica (IRA) in setting con intensità di cura differenti, i dati di pratica clinica relativi all’uso della NIV nel “mondo reale” sono limitati. Scopo Riportare i risultati della nostra esperienza clinica sulla NIV nell’IRA applicata nell’Unità di Terapia Semi-Intensiva Respiratoria (UTSIR) allocata all’interno dell’Unità Operativa di Pneumologia di Arezzo negli anni 1996-2006 in termini di: tollerabilità, effetti sui gas ematici, tasso di successo e fattori predittivi del fallimento.MetodiTrecentocinquanta dei 1484 pazienti (23.6%) consecutivamente ammessi per IRA nella nostra Unità Operativa di Pneumologia durante il periodo di studio hanno ricevuto la NIV in aggiunta alla terapia standard, in seguito al raggiungimento di criteri predefiniti impiegati di routine.RisultatiOtto pazienti (2.3%) non hanno tollerato la NIV per discomfort alla maschera, mentre i rimanenti 342 (M: 240, F: 102; età: mediana (interquartili) 74.0 (68.0-79.3) anni; BPCO: 69.3%) sono stati ventilati per >1 ora. I gas ematici sono significativamente migliorati dopo 2 ore di NIV (media (deviazione standard) pH: 7.33 (0.07) versus 7.28 (7.25-7.31), p<0.0001; PaCO2: 71.4 (15.3) mmHg versus 80.8 (16.6) mmHg, p<0.0001; PaO2/FiO2: 205 (61) versus 183 (150-222), p<0.0001). La NIV ha evitato l’intubazione in 285/342 pazienti (83.3%) con una mortalità ospedaliera del 14.0%. Il fallimento della NIV è risultato essere predetto in modo indipendente dall’Apache III (Acute Physiology and Chronic Health Evaluation III) score, dall’indice di massa corporea e dal fallimento tardivo della NIV (> 48 ore di ventilazione) dopo iniziale risposta positiva.ConclusioniSecondo la nostra esperienza clinica di dieci anni realizzata in una UTSIR, la NIV si conferma essere ben tollerata, efficace nel migliorare i gas ematici e utile nell’evitare l’intubazione in molti episodi di IRA non-responsivi alla terapia standard.

Psychological intervention in an only multifamily session at an Acute Care Unit of a psychiatric clinic

This article provides an overview of the psychological intervention in a Unit Care of Mental Health. The objectives and therapeutic actions to follow are defined through the participation of an interdisciplinary team and networking; it includes support groups and, especially, the families of patients that suffer a severe mental disorder. The materials and resources used were weekly sessions of one hour and forty minutes, for two years of monitoring (2005-2007). The study population consists of families of patients with different pathologies, which are in the Intensive Care Unit. In terms of design, it is made a qualitativeanalysis of 100 field day formats, and fills a matrix of content analysis. It is reviewed the objectives, the approach Multi-Focus, methodology, used techniques, the procedures developed and the feedback given at each session. The findings from this study show that mental disorders are related to the environment in which the patient is developed and complex social process. They also suggest a greater need for psychiatric patient care and its networks, timely and relevantly. By the other hand, it shows the importance of increasing efforts to make available in the field of mental health brief strategic interventions in interdisciplinary teams, it is appropriate a psycho educational and therapeutic approach in which the actions are coordinated at different levels.

Asymmetries in Business Cycles

Esta disertación busca estudiar los mecanismos de transmisión que vinculan el comportamiento de agentes y firmas con las asimetrías presentes en los ciclos económicos. Para lograr esto, se construyeron tres modelos DSGE. El en primer capítulo, el supuesto de función cuadrática simétrica de ajuste de la inversión fue removido, y el modelo canónico RBC fue reformulado suponiendo que des-invertir es más costoso que invertir una unidad de capital físico. En el segundo capítulo, la contribución más importante de esta disertación es presentada: la construcción de una función de utilidad general que anida aversión a la pérdida, aversión al riesgo y formación de hábitos, por medio de una función de transición suave. La razón para hacerlo así es el hecho de que los individuos son aversos a la pérdidad en recesiones, y son aversos al riesgo en auges. En el tercer capítulo, las asimetrías en los ciclos económicos son analizadas junto con ajuste asimétrico en precios y salarios en un contexto neokeynesiano, con el fin de encontrar una explicación teórica de la bien documentada asimetría presente en la Curva de Phillips.

Estado situacional de los modelos basados en agentes y su impacto en la investigación organizacional

En un mundo hiperconectado, dinámico y cargado de incertidumbre como el actual, los métodos y modelos analíticos convencionales están mostrando sus limitaciones. Las organizaciones requieren, por tanto, herramientas útiles que empleen tecnología de información y modelos de simulación computacional como mecanismos para la toma de decisiones y la resolución de problemas. Una de las más recientes, potentes y prometedoras es el modelamiento y la simulación basados en agentes (MSBA). Muchas organizaciones, incluidas empresas consultoras, emplean esta técnica para comprender fenómenos, hacer evaluación de estrategias y resolver problemas de diversa índole. Pese a ello, no existe (hasta donde conocemos) un estado situacional acerca del MSBA y su aplicación a la investigación organizacional. Cabe anotar, además, que por su novedad no es un tema suficientemente difundido y trabajado en Latinoamérica. En consecuencia, este proyecto pretende elaborar un estado situacional sobre el MSBA y su impacto sobre la investigación organizacional.

Option pricing in market models driven by telegraph processes with jumps

Esta tesis está dividida en dos partes: en la primera parte se presentan y estudian los procesos telegráficos, los procesos de Poisson con compensador telegráfico y los procesos telegráficos con saltos. El estudio presentado en esta primera parte incluye el cálculo de las distribuciones de cada proceso, las medias y varianzas, así como las funciones generadoras de momentos entre otras propiedades. Utilizando estas propiedades en la segunda parte se estudian los modelos de valoración de opciones basados en procesos telegráficos con saltos. En esta parte se da una descripción de cómo calcular las medidas neutrales al riesgo, se encuentra la condición de no arbitraje en este tipo de modelos y por último se calcula el precio de las opciones Europeas de compra y venta.

Subsidios cruzados en servicios públicos domiciliarios basados en el avalúo catastral

Este artículo presenta una primera propuesta de determinación de subsidios y contribuciones de tarifas de servicios públicos domiciliarios – SPD para la Capital colombiana, que no parta de una clasificación de grupos (estratos socioeconómicos). A partir de un ejercicio exploratorio, se diseña un esquema de pagos del servicio de acueducto a partir del avalúo catastral del inmueble en que habita cada hogar. El ejercicio establece el pago por unidad de consumo de agua, de manera que cada hogar en Bogotá destine una misma proporción de su gasto total al gasto en el servicio de acueducto y garantiza que el total de pagos cubran los costos de provisión del servicio.