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Stochastic Processes: Theory and Applications

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ISBN: 9783039219629 9783039219636 Year: Pages: 216 DOI: 10.3390/books978-3-03921-963-6 Language: English
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
Subject: Science (General) --- Mathematics --- Statistics
Added to DOAB on : 2020-01-07 09:08:26
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Abstract

The aim of this special issue is to publish original research papers that cover recent advances in the theory and application of stochastic processes. There is especial focus on applications of stochastic processes as models of dynamic phenomena in various research areas, such as queuing theory, physics, biology, economics, medicine, reliability theory, and financial mathematics. Potential topics include, but are not limited to: Markov chains and processes; large deviations and limit theorems; random motions; stochastic biological model; reliability, availability, maintenance, inspection; queueing models; queueing network models; computational methods for stochastic models; applications to risk theory, insurance and mathematical finance.

Keywords

measure of information --- cumulative inaccuracy --- mutual information --- lower record values --- parabolic equation --- Cauchy problem --- Monte Carlo method --- unbiased estimator --- von-Neumann–Ulam scheme --- compound poisson insurance risk model --- expected discounted penalty function --- estimation --- Fourier transform --- Fourier-cosine series --- multidimensional birth-death process --- inhomogeneous continuous-time Markov chain --- rate of convergence --- one dimensional projection --- Wiener–Poisson risk model --- survival probability --- Nonparametric threshold estimation --- wet periods --- total precipitation volume --- asymptotic approximation --- extreme order statistics --- random sample size --- testing statistical hypotheses --- queueing systems --- rate of convergence --- non-stationary --- Markovian queueing models --- limiting characteristics --- queuing network --- retrials --- state-dependent marked Markovian arrival process --- wireless telecommunication networks --- time-dependent queue-length probability --- discrete-time Geo/D/1 queue --- closed-form solution --- Monte Carlo method --- quasi-Monte Carlo method --- Koksma-Hlawka inequality --- quasi-random sequences --- stochastic processes --- processor heating and cooling --- markovian arrival process --- phase-type service time distribution --- impatience --- Quasi-Birth-and-Death process --- matrix-geometric solution --- truncated distribution --- Markovian arrival process --- multi-class arrival processes --- product form --- equity-linked death benefits --- Fourier cosine series expansion --- guaranteed minimum death benefit --- option --- valuation --- Lévy process --- compound Poisson risk model --- generalized Gerber–Shiu discounted penalty function --- Laplace transform --- Dickson–Hipp operator --- recursive formula

Microgrids

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ISBN: 9783039218684 9783039218691 Year: Pages: 108 DOI: 10.3390/books978-3-03921-869-1 Language: English
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
Subject: General and Civil Engineering --- Technology (General)
Added to DOAB on : 2020-01-30 16:39:46
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Electrical power systems are evolving at the generation, transmission, and distribution levels. At distribution level, small generating and storage units—the so-called distributed energy sources (DERs)—are being installed close to consumption sites. The expansion of DERs is empowering renewable energy source integration and, as a consequence, new actors are appearing in electrical systems. Among them, the prosumer is a game-changer; the fruit of the behavior transformation of the consumer who has not only the ability to consume power but also to produce it. Microgrids can be understood as DER installations that have the capability of both grid-connected and grid-isolated operation. During the last decades, there has been a significant deployment of microgrids (e.g., in countries like the United States, Switzerland, and Denmark) and a consequent increase in renewable energy generation. This is contributing to the decarbonization of electrical power systems. However, the variability and intermittency of renewable sources introduce uncertainty, which implies a more complex operation and control. Taking into account that existing and future planned microgrids are being/going to be interconnected to the current electrical network, challenges in terms of design, operation, and control at power system level need to be addressed, considering existing regulations.

Keywords

demand-side management --- optimization --- deterministic optimization --- stochastic optimization --- residential users --- devices scheduling --- renewable sources --- storage systems --- electric energy market --- power quality --- chaos synchronization detection --- extension theory --- direct search method (DSM) --- microgrid (MG) --- distributed energy resources (DERs) --- distributed generation (DG) --- optimal dispatch --- microgrids --- multi-agent --- coordinated control --- IEC 61850 Standard --- generic object oriented substation event (GOOSE) communication --- power quality disturbances --- S-transform --- multiresolution --- particle swarm optimization --- decision tree --- reliability evaluation --- microgrid --- distributed generation --- battery storage --- vehicle-to-grid --- ruleless EV --- regular EV --- combined power generation system --- microgrid --- coordinative optimization of energy --- predictive control --- genetic algorithm --- distributed generation (DG) --- microgrid --- microgrid stability controller (MSC) --- total sliding-mode control --- hierarchical control scheme --- maximum electrical efficiency --- nonlinear programming --- solid oxide fuel cell --- electric vehicle (EV) --- vehicle-to-grid (V2G) --- isolated grid --- load frequency control (LFC) --- multivariable generalized predictive control (MGPC) --- current harmonic reduction --- active filter --- power quality --- buck-boost converter --- renewable energy source --- optimal capacity --- reliability --- renewable --- energy storage --- genetic algorithm --- DC microgrid --- communication delay --- droop control --- load power sharing --- mesh configuration --- radial configuration --- electric vehicle --- energy management system --- peak-shift --- peak-cut --- vehicle information system --- photovoltaic feasibility --- flexible generation --- distributed energy resources --- power quality --- DC distribution --- DC microgrid --- inrush current --- grounding --- DC architectures --- datacenter --- residential power systems --- telecommunication power management --- smart grids --- microgrid --- network planning --- power distribution --- grid independence --- distributed energy resources --- micro-grid --- IEC 61850 --- plug and play --- operation --- small-scale standalone microgrid --- HESS --- ESS effective rate --- coordinated control strategy --- cost and life --- technical and economic optimization --- microgrid --- flywheel energy storage (FES) --- doubly fed induction machine --- frequency control --- smoothing wind power --- distributed generation --- congestion problems --- medium-voltage networks --- curtailment --- flexibility --- microgrid test facility --- distributed generation --- integrated electrical and thermal grids --- flexible and configurable architecture --- energy efficiency --- distributed optimization --- optimal power flow --- microgrids --- embedded system --- smart grid --- smart inverter --- distributed energy resource --- power quality

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MDPI - Multidisciplinary Digital Publishing Institute (2)


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CC by-nc-nd (2)


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english (2)


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2020 (1)

2019 (1)