Browsing Preprints aus dem Institut für Mathematik by Author "Dentcheva, Darinka"

Now showing items 1-11 of 11

2005-11-14Buch

Approximations, Expansions and Univalued Representations of Multifunctions

Dentcheva, Darinka

We consider multifunctions acting between two linear normed spaces and having closed convex images. Approximations are considered which serve as an expansion of it. Generalized delta theorems for random sets in infinite ...
2005-11-02Buch

Differentiable Selections of Set-Valued Mappings

With Application in Stochastic Programming

Dentcheva, Darinka

We consider set-valued mappings defined on a linear normed space with convex closed images in IRn. Our aim is to construct selections which are (Hadamard) directionally differentiable using some approximation of the ...
2005-11-16Buch

Differentiable Selections of Set-Valued Mappings and Asymptotic Behavior of Random Sets in Infinite Dimensions

Dentcheva, Darinka

We consider set-valued mappings acting between two linear normed spaces and having convex closed images. Our aim is to construct selections with directional differentiability properties up to the second order, using certain ...
2005-11-02Buch

Differential Stability of Two-Stage Stochastic Programs

Dentcheva, Darinka; Römisch, Werner

Two-stage stochastic programs with random right-hand side are considered. Optimal values and solution sets are regarded as mappings of the expected recourse functions and their perturbations, respectively. Conditions are ...
2005-11-04Buch

Duality gaps in nonconvex stochastic optimization

Dentcheva, Darinka; Römisch, Werner

We consider multistage stochastic optimization models. Logical or integrality constraints, frequently present in optimization models, limit the application of powerful convex analysis tools. Different Lagrangian relaxation ...
2005-11-14Buch

On Differentiability of Metric Projections onto Moving Convex Sets

Dentcheva, Darinka

We consider properties of the metric projections onto moving convex sets in normed linear spaces. Under certain conditions about the norm, directional differentiability (of higher order) of the metric projections at boundary ...
2005-11-15Buch

On Stochastic Integer Programming under Probabilistic Constraints

Dentcheva, Darinka; Prékopa, András; Ruszczynski, Andrzej

We consider stochastic programming problems with probabilistic constraints involving integer-valued random variables. The concept of p-efficient points of a probability distribution is used to derive various equivalent ...
2005-11-02Buch

Optimal Power Generation under Uncertainty via Stochastic Programming

Dentcheva, Darinka; Römisch, Werner

A power generation system comprising thermal and pumped-storage hydro plants is considered. Two kinds of models for the cost-optimal generation of electric power under uncertain load are introduced: (i) a dynamic model for ...
2005-10-21Buch

Optimale Blockauswahl bei der Kraftwerkseinsatzplanung

Dentcheva, Darinka; Möller, Andris; Reeh, P.; Römisch, Werner; Schultz, Rüdiger; Schwarzbach, G.; Thomas, J.

The paper addresses the unit commitment problem in power plant operation planning. For a real power system comprising coal and gas fired thermal as well as pumped storage hydro plants a largescale mixed integer optimization ...
1998-05-29Buch

Regular Castaing Representations of Multifunctions with Applications to Stochastic Programming

Dentcheva, Darinka

We consider set-valued mappings defined on a topological space with convex closed images in $\R^n$. The measurability of a multifunction is characterized by the existence of a Castaing representation for it: a countable ...
2005-10-26Buch

Solving the Unit Commitment Problem in Power Generation by Primal and Dual Methods

Dentcheva, Darinka; Gollmer, R.; Möller, Andris; Römisch, Werner; Schultz, Rüdiger

The unit commitment problem in power plant operation planning is addressed. For a real power system comprising coal- and gas-fired thermal and pumped-storage hydroplants a large-scale mixed integer optimization model for ...