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Title: Stochastic average-cost control, with energy-related applications
Author: Chernysh, Ksenia
ISNI:       0000 0004 6347 6129
Awarding Body: Heriot-Watt University
Current Institution: Heriot-Watt University
Date of Award: 2016
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In this thesis we present a new stochastic optimisation model arising from supplyside management of power networks. We provide the exact optimal solution under assumption that the environment is Markovian. For the semi-Markovian environment we establish existence of an optimal policy in an important subclass of policies. Finally, we solve the problem for a number of particular examples of environment.
Supervisor: Foss, Sergey Georgievich ; Cruise, James R. Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available