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Operations Research Proceedings 2014: Selected Papers of the by Marco Lübbecke, Arie M.C.A. Koster, Peter Letmathe, Reinhard

By Marco Lübbecke, Arie M.C.A. Koster, Peter Letmathe, Reinhard Madlener, Britta Peis, Grit Walther

This e-book features a choice of refereed papers offered on the "International convention on Operations learn (OR 2014)", which happened at RWTH Aachen collage, Germany, September 2-5, 2014. greater than 800 scientists and scholars from forty seven nations attended OR 2014 and awarded greater than 500 papers in parallel topical streams, in addition to targeted award periods. The topic of the convention and its lawsuits is "Business Analytics and Optimization".

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Additional info for Operations Research Proceedings 2014: Selected Papers of the Annual International Conference of the German Operations Research Society (GOR), RWTH Aachen University, Germany, September 2-5, 2014

Example text

Simulation of the System-Wide Impact of Power-to-Gas Energy Storages … N 27 T min Ctot = Cgas,n,t + Cpower,n,t (1) n=1 t=1 The costs Cgas,n,t include costs for gas transport and supply whereas the costs Cpower,n,t compose costs for power generation C˙ i,stat and transport. Thereby, the costs for the power output pt,i of a power plant i with the primary energy carrier source’s ˙ pt,i ) and the additional costs ci,add yield to: costs ci,prim , the heat consumption Q( ˙ pt,i ) + ci,add · pt,i C˙ i,stat = ci,prim · Q( (2) The heat consumption is either modeled by a linearization in pieces or by a second˙ pt,i ) subject to the degree polynomial.

Define a weight function w1 by w1 (e) := w(e∗ ) for all e ∈ N [e∗ ] and w1 (e) := 0 for all other e ∈ E(H ). Furthermore, set w2 (e) := w(e) − w1 (e) for all e ∈ E(H ). 36 I. Beckenbach and R. Borndörfer The weight function w2 has fewer hyperedges with positive weight then w. By induc√ tion there exists a matching M of H with (w2 )t x ≤ 2 d × w2 (M ). If M ∪ {e∗ } is a matching we set M := M ∪ {e∗ }, otherwise we set M := M . In both cases, we have w2 (M) = w2 (M ) and w1 (M) = w(e∗ ), because w2 (e∗ ) = 0 and N [e∗ ] ∩ M = ∅.

In the present paper we consider an investor who invests into k risky assets and one riskless asset with an investment strategy based on the exponential utility function U (Wt ) = −e−αWt . (1) Here Wt denotes the investor’s wealth at period t and α > 0 stands for the coefficient of absolute risk aversion (ARA), which is a constant over time for the exponential utility (CARA utility). The application of the exponential utility function is more plausible than the use of the quadratic utility since the last one possesses an increasing risk aversion coefficient.

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