949 resultados para Stochastic covariate
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We present stochastic dynamics on the production costs of Cournot competitions, based on perfect Nash equilibria of nonlinear R&D investment strategies to reduce the production costs of the firms at every period of the game. We analyse the effects that the R&D investment strategies can have in the profits of the firms along the time. We observe that, in certain cases, the uncertainty can improve the effects of the R&D strategies in the profits of the firms due to the non-linearity of the profit functions and also of the R&D parameters.
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We present a new deterministic dynamical model on the market size of Cournot competitions, based on Nash equilibria of R&D investment strategies to increase the size of the market of the firms at every period of the game. We compute the unique Nash equilibrium for the second subgame and the profit functions for both firms. Adding uncertainty to the R&D investment strategies, we get a new stochastic dynamical model and we analyse the importance of the uncertainty to reverse the initial advantage of one firm with respect to the other.
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The integration of wind power in eletricity generation brings new challenges to unit commitment due to the random nature of wind speed. For this particular optimisation problem, wind uncertainty has been handled in practice by means of conservative stochastic scenario-based optimisation models, or through additional operating reserve settings. However, generation companies may have different attitudes towards operating costs, load curtailment, or waste of wind energy, when considering the risk caused by wind power variability. Therefore, alternative and possibly more adequate approaches should be explored. This work is divided in two main parts. Firstly we survey the main formulations presented in the literature for the integration of wind power in the unit commitment problem (UCP) and present an alternative model for the wind-thermal unit commitment. We make use of the utility theory concepts to develop a multi-criteria stochastic model. The objectives considered are the minimisation of costs, load curtailment and waste of wind energy. Those are represented by individual utility functions and aggregated in a single additive utility function. This last function is adequately linearised leading to a mixed-integer linear program (MILP) model that can be tackled by general-purpose solvers in order to find the most preferred solution. In the second part we discuss the integration of pumped-storage hydro (PSH) units in the UCP with large wind penetration. Those units can provide extra flexibility by using wind energy to pump and store water in the form of potential energy that can be generated after during peak load periods. PSH units are added to the first model, yielding a MILP model with wind-hydro-thermal coordination. Results showed that the proposed methodology is able to reflect the risk profiles of decision makers for both models. By including PSH units, the results are significantly improved.
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Dissertation submitted in partial fulfillment of the requirements for the Degree of Master of Science in Geospatial Technologies.
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Dissertation submitted in partial fulfillment of the requirements for the Degree of Master of Science in Geospatial Technologies.
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Dissertation submitted in partial fulfillment of the requirements for the Degree of Master of Science in Geospatial Technologies.
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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Economics from the NOVA – School of Business and Economics
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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Economics from the NOVA – School of Business and Economics
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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics
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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Economics from the NOVA – School of Business and Economics
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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Economics from the NOVA – School of Business and Economics
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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Economics from the NOVA – School of Business and Economics
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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics
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Abstract: Selection among broilers for performance traits is resulting in locomotion problems and bone disorders, once skeletal structure is not strong enough to support body weight in broilers with high growth rates. In this study, genetic parameters were estimated for body weight at 42 days of age (BW42), and tibia traits (length, width, and weight) in a population of broiler chickens. Quantitative trait loci (QTL) were identified for tibia traits to expand our knowledge of the genetic architecture of the broiler population. Genetic correlations ranged from 0.56 +/- 0.18 (between tibia length and BW42) to 0.89 +/- 0.06 (between tibia width and weight), suggesting that these traits are either controlled by pleiotropic genes or by genes that are in linkage disequilibrium. For QTL mapping, the genome was scanned with 127 microsatellites, representing a coverage of 2630 cM. Eight QTL were mapped on Gallus gallus chromosomes (GGA): GGA1, GGA4, GGA6, GGA13, and GGA24. The QTL regions for tibia length and weight were mapped on GGA1, between LEI0079 and MCW145 markers. The gene DACH1 is located in this region; this gene acts to form the apical ectodermal ridge, responsible for limb development. Body weight at 42 days of age was included in the model as a covariate for selection effect of bone traits. Two QTL were found for tibia weight on GGA2 and GGA4, and one for tibia width on GGA3. Information originating from these QTL will assist in the search for candidate genes for these bone traits in future studies.
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A Masters Thesis, presented as part of the requirements for the award of a Research Masters Degree in Economics from NOVA – School of Business and Economics