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Uncertainty-aware Flexibility Envelope Prediction in Buildings with Controller-agnostic Battery Models

Related publications (40)

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Optimal Numeraires for Risk Measures

Damir Filipovic

Can the usage of a risky numeraire with a greater than risk free expected return reduce the capital requirements in a solvency test? I will show that this is not the case. In fact, under a reasonable technical condition, there exists no optimal numeraire w ...

Wiley-Blackwell2008

A Note on the Swiss Solvency Test Risk Measure

Damir Filipovic

In this paper we examine whether the Swiss Solvency Test risk measure is a coherent measure of risk as introduced in Artzner et al. [Artzner, P., Delbaen, F., Eber, J.M., Heath, D., 1999. Coherent measures of risk. Math. Finance 9, 203–228; Artzner, P., De ...

Elsevier2008

Issues in characterizing heterogeneity and connectivity in non-multiGaussian media

Ivan Lunati

The performances of kriging, stochastic simulations and sequential self-calibration inversion are assessed when characterizing a non-multiGaussian synthetic 2D braided channel aquifer. The comparison is based on a series of criteria such as the reproductio ...

2008

Issues in characterizing heterogeneity and connectivity in non-multiGaussian media

Ivan Lunati

2008

Monotone and Cash-Invariant Convex Functions and Hulls

Damir Filipovic

This paper provides some useful results for convex risk measures. In fact, we consider convex functions on a locally convex vector space E which are monotone with respect to the preference relation implied by some convex cone and invariant with respect to ...

2007

Bayesian risk analysis of financial time series

Christophe Osinski

This thesis is a contribution to financial statistics. One of the principal concerns of investors is the evaluation of portfolio risk. The notion of risk is vague, but in finance it is always linked to possible losses. In this thesis, we present some measu ...

EPFL2006

A Light Formulation of the E* Interpolated Path Replanner

Roland Philippsen

The E* algorithm is a path planning method capable of dynamic replanning and user-configurable path cost interpolation, it results in more appropriate paths during gradient descent. The underlying formulation is based on interpreting navigation functions a ...

2006

Simulation de l'agglomération lausannoise, SIMLO

André-Gilles Dumont, Emmanuel Bert

L’agglomération lausannoise comprend un réseau routier et autoroutier complexe et fortement chargé. Déjà actuellement un besoin important se fait sentir en ingénierie du trafic et en gestion des flux de circulation. Pour évaluer, déjà à court terme, le fon ...

2006

Coordinating Agile Vehicles through the Model-based Execution of Temporal Plans

Thomas Léauté

Agile autonomous systems are emerging, such as unmanned aerial vehicles (UAVs), that must robustly perform tightly coordinated time-critical missions; for example, military surveillance or search-and-rescue scenarios. In the space domain, execution of temp ...

AAAI Press / The MIT Press2005

Investment decisions with flexibility under uncertainty in the competitive electricity supply industry

Jun Dong

The restructuring of the electricity supply industry (ESI) has introduced new actors and market mechanisms. Electricity prices are more market oriented and fluctuate greatly. These changes bring about more uncertainties and risks to the market participants ...

EPFL2004