3,364 research outputs found
Two-stage stochastic standard quadratic optimization
Get PDFTwo-stage stochastic decision problems are characterized by the property that in stage one part of the decision has to be made before relevant data are observed and the rest of the decision can be made in stage two after data are available. It is generally assumed that while the data missing in stage one are not known, their probability distribution is known. In this paper, we consider a special form of such problems where the objective function is quadratic in the first and second stage decisions and the goal is to minimize the expected quadratic cost function. We assume that the decisions must lie in a standard simplex, but do not require convexity of the uncertain objective. It is well known that such quadratic optimization programs are NP-complete and thus belong to the most complex optimization problems. A viable method to attack such problems is to find bounds for the original complicated problem by solving easier approximate problems. We describe such approximations and show that by exploiting their properties, good but not necessarily optimal solutions can be found. We also present possible applications, such as selecting invited speakers for conferences with the aim to generate a community with high coherence. Finally, systematic numerical results are provided
Pricing of energy contracts: From replication pricing to swing options
No full textThe principle of replication or superhedging is widely used for valuating financial contracts, in particular, derivatives. In the special situation of energy markets, this principle is not quite appropriate and might lead to unrealistic high prices, when complete hedging is not possible, or to unrealistic low prices, when own production is involved. Therefore we compare it to further valuation strategies: acceptability pricing weakens the requirement of almost sure replication and indifference pricing accounts for the opportunity costs of producing for a considered contract. Finally, we describe a game-theoretic approach for valuating flexible contracts (swing options), which is based on bi-level optimization
Georg Hermann.
No full textThe internationally renowned author of numerous novels, essays, and articles, Georg Hermann, was born as Georg Borchardt in Berlin-Friedenau on October 7, 1871, the youngest of six children in a well-established Jewish family. Later in life he used his father’s first name Hermann as his surname when writing. Contrary to the expectations for a young man from a reputable family, Hermann did not pursue the Abitur exam in a Gymnasium (secondary school), but instead received a one-year certificate in 1890, leaving school to become an apprentice salesman at a tie company. From 1896 until 1899 he worked in the Statistical Office of Berlin, at the same time attending literature and art history lectures at the University of Berlin. Afterwards he worked as a freelance writer and art critic.His first book, 'Spielkinder', was published in 1896, but he did not become well-known until 1906, with the publication of 'Jettchen Gebert', followed by its sequel, 'Henriette Jacoby'. These novels told the story of the life of a young woman living in Jewish Berlin during the Biedermeier period of the 1820s and 1830s. Politically active, Georg Hermann was also a member of the Central-Verein deutscher Staatsbürger jüdischen Glaubens.Having become known for his pacifist tendencies through his writing, and because of his Jewish heritage, Georg Hermann and his family fled to Holland shortly after the burning of the Reichstag in 1933. Although the rest of his family was saved from the Nazis after their occupation of Holland in 1943, Georg Hermann was sent to the Dutch concentration camp of Westerbork. On November 16, 1943 he was transported to Auschwitz and either died during transport or shortly after his arrival.Digital ImageRecord added to DigiTool. Aleph record suppressed. J. Palmisano 09/15/2010
Sammlung von Merckwürdigkeiten der Natur und Alterthümern des Erdbodens, welche petrificirte Cörper enthält
No full textaufgewiesen und beschrieben von Georg Wolffgang KnorrVorlageform des Erscheinungsvermerks: Nürnberg, zu finden bey dem Author. Gedruckt bey Andreas Bieling
Energy markets
No full textMost of the risks in energy production and trading are related to market prices. As a consequence, this first chapter provides a short introduction to energy markets. Products (or more precisely contracts) which are traded in energy markets can concern either the physical delivery of energy (physical settlement) or only the payment of the financial value of such a delivery (financial settlement). In the case of a physical settlement, the traded quantities directly influence the whole system; if the settlement is financial, trades are basically bets on prices. Motivated by this distinction, we separate this chapter into two major parts: The first part considers the physical side of markets, focusing on the physical spot markets for natural gas and electric power. The second part serves as an introduction to the financial aspects of the markets, describing derivatives on physical spot contracts. In both sections our geographical focus will be on European markets. Due to the inhomogeneities of market designs, we will focus on stylized market characteristics rather than details. We mainly consider natural gas and electricity due to their distinctively different behavior to financial markets
Collegii Criminalis Publici Dissertatio Secunda De Crimine Laesae Maiestatis Divinae Et Humanae
No full textQuam ... In Academia Wittenbergensi Praeside ... Dn. Wernero Theodoro Martini ... Publico examini sistit Johannes Georgius Pflug/ Equ. Misn. In Auditorio ICtorum ad. d. Ian.Nicht identisch mit VD17 14:636774V (dort mit Widmungsempfängern)Textteil auch in: Martini, Werner Theodor: Iurisprudentia Criminalis, 166
[Stammbuch Georg Heinrich Oldekop]
Get PDF[STAMMBUCH GEORG HEINRICH OLDEKOP]
[Stammbuch Georg Heinrich Oldekop] ( - )
Cover ( - )
Exlibris: Hans Stula ( - )
Gölnitz, Kraft Philipp von; Blatt 97 (97)
E., A. E.; Blatt 102 (102)
Unbekannt (Illustration); Blatt 103 (103)
Rivinus, Johann August; Blatt 112 (112)
Milhauser, D. Z.; Blatt 113 (113)
Ayn, Georg Heinrich; Blatt 114 (114)
Stüve, Heinrich Jacob; Blatt 117 (117)
Dacheröden, Carl Friedrich von; Blatt 118 (118)
Hammerstein, Ludwig von; Blatt 119 (119)
Corvinus, Gottlieb Siegmund; Blatt 122 (122)
Owdorff, Ludolf Andreas; Blatt 127 (127)
Lembke, Gabriel Joachim; Blatt 134 (134)
Clinge, Franz Michael; Blatt 145 (145)
Ramdohr, Albrecht Daniel von; Blatt 174 (174)
Pfeiffer, Johann Gottlob; Blatt 183 (183)
Mueller, Polycarpus; Blatt 193 (193)
Brömbsen, Andreas Albrecht von; Blatt 196 (196)
Mackprang, Michael; Blatt 198 (198)
Frauen, Ludwig Christian; Blatt 199 (199)
Schultze, Johann Otto; Blatt 200 (200)
Pauli, Otto Georg; Blatt 202 (202)
Stockhausen, J. G.; Blatt 205 (205)
Hein, Martin Reinhold; Blatt 209 (209)
Pflug, Johann Christoph von; Blatt 211 (211)
Sellschop, Georg Christoph; Blatt 216 (216)
Döring, D. von; Blatt 220 ( - )
Meier, Johann Eberhard; Blatt 221 (221)
Mejer, Johann Friedrich; Blatt 225 (225)
Meier, Christian Carl; Blatt 226 (226)
Musaeus, Johann Gottlieb; Blatt 228 (228)
Bode, Daniel Christoph; Blatt 229 (229)
Hempel, Johann Daniel; Blatt 232 (232)
Rudolph, Johann Peter; Blatt 233 (233)
Petersen, Wilhelm; Blatt 234 (234)
Michaelis, Johann Gabriel; Blatt 236 (236)
Hansen, Ludwig; Blatt 240 (240)
Danckwerts, Johann Nicolaus; Blatt 244 (244)
Werkamp, Heinrich Wilhelm; Blatt 246 (246)
Lüderus, G. H.; Blatt 250 (250)
Döring, Leonhard von; Blatt 252 (252)
Pfeiffer, Johann Christoph; Blatt 254 (254)
Kühne, Samuel Bernhard; Blatt 255 (255)
Kampmann, Philipp Georg; Blatt 256 (256)
Töbing, Georg von; Blatt 257 (257)
Rehse, Leonhard Friedrich; Blatt 258 (258)
Berkentin, Johann Heinrich; Blatt 259 (259)
Gensel, Johann Christian; Blatt 261 (261)
Schnakenburg, Valentin; Blatt 266 (266)
Unbekannt; Blatt 271 (271)
Winkelmann, Paul Gottfried; Blatt 274 (274)
Paraskeuas, Damian; Blatt 275 (275)
Voigt, Joachim Ernst; Blatt 276 (276)
Küster, Aschen Jürgen; Blatt 285 (285)
Peters, Benedikt; Blatt 286 (286)
Engau, Johann Georg; Blatt 287 (287)
Rhodius, Johann Adolph; Blatt 296 (296)
J. F. M; Blatt 312 (312)
Lederer, Johann Adam; Blatt 314 (314)
Fischer, Ludwig Eberhard; Blatt 315 (315)
Biberstein, Paul; Blatt 316 (316)
Griesinger, Georg Christoph; Blatt 317 (317)
Varenbüler, M.; Blatt 318 (318)
Osiander, Johann Adam; Blatt 319 (319)
Laitenberger, Johann Jacob; Blatt 320 ( - )
Megerlin, David Friedrich; Blatt 321 (321)
Biber, Friedrich Jacob; Blatt 323 ( - )
Binder, Christoph Peter; Blatt 327 (327)
Engau, Johann Georg; Blatt 327,2 (327a)
Reisig, W. Gottlieb; Blatt 329 (329)
Haselmaier, Wilhelm Friedrich; Blatt 334 (334)
Leonhard, Martin Friedrich; Blatt 335 (335)
Buttex, Sebastian; Blatt 336 (336)
Janus, Samuel; Blatt 339 (339)
Keil, Johann Friedrich; Blatt 340 (340)
Flügge, Andreas Joachim; Blatt 341 (341)
Culemann, Johann Dietrich; Blatt 342 (342)
Ficke, Dieterich Christoph; Blatt 344 (344)
Moter, Johann Christian; Blatt 345 (345)
Krüger, Martin Joachim; Blatt 346 (346)
Einlage: Brief, Klappkarte im hinteren Spiegel ( -
05031 Summary – Algorithms for Optimization with Incomplete Information
Get PDFThis paper summarizes the objectives and structure of a seminar with the same title, held from January 16th to 21th 2005 at Schloss Dagstuhl, German
05031 Abstracts Collection – Algorithms for Optimization with Incomplete Information
Get PDFFrom 16.01.05 to 21.01.05, the Dagstuhl Seminar 05031 ``Algorithms for Optimization with Incomplete Information'' was held
in the International Conference and Research Center (IBFI),
Schloss Dagstuhl.
During the seminar, several participants presented their current
research, and ongoing work and open problems were discussed. Abstracts of
the presentations given during the seminar as well as abstracts of
seminar results and ideas are put together in this paper. The first section
describes the seminar topics and goals in general.
Links to extended abstracts or full papers are provided, if available
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