Forschungsgruppe "Stochastische Algorithmen und Nichtparametrische Statistik"
Seminar "Modern Methods in Applied Stochastics and Nonparametric Statistics" Summer Semester 2024
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| 16.04.2024 | Ganet Some Maalvladedon (African Institute for Mathematical Sciences-Ghana) |
| Stochastic optimal control of a prosumer in a district heating system We consider networks of residential heating systems in which several prosumers satisfy their heating and hot water demand using solar thermal collectors and services of a central producer. Overproduction of heat can either be stored in a local thermal storage or sold to the network. Our focus is the minimization of the prosumers expected total cost from purchasing and selling thermal energy and running the system. This decision making problem under uncertainty about the future production and consumption of thermal energy is formulated as a stochastic optimal control problem and solved with dynamic programming techniques. We present numerical results for the value function and the optimal control. | |
| 23.04.2024 | Priv.-Doz. Dr. John Schoenmakers (WIAS Berlin) |
| Optimal stopping with randomly arriving opportunities to stop |
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| 30.04.2024 | |
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| 07.05.2024 | |
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| 14.05.2024 | Dr. Thomas Möllenhoff (RIKEN, Japan) |
| Variational inference with natural gradient descent | |
| 21.05.2024 | |
| Different Room: ESH | |
| 28.05.2024 | |
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| 04.06.2024 | |
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| 11.06.2024 | |
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| 18.06.2024 | |
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| 25.06.2024 | |
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| 02.07.2024 | |
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| 09.07.2024 | |
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| 16.07.2024 | |
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| 23.07.2024 | |
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| 30.07.2024 | |
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last reviewed: April 9, 2024 by Christine Schneider