Stochastic mathematical models


Abstract in English

The purpose of this research is to study and create a stochastic mathematical model based on a renewable energy source (wind). The question of finding optimal values for the variables of the mathematical model subject to stochastic conditions is one of the random mathematical problems, which require special stochastic methods to solve in the general case.

References used

Yu.M. Ermoliev, Methods of Stochastic Programming, 2012
Yu.M. Ermoliev, V.I. Norkinmethodsofsolvingnon-concurrent -problem stochastic optimization problems, issn 0023-1274.cybernetics and systems analysis, 2003
M.B. Gitman, introduction to stochastic optimization, ponpu, 2014

Download