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Regression Monte Carlo and Applications in Energy

Balata, Alessandro (2019) Regression Monte Carlo and Applications in Energy. PhD thesis, University of Leeds.

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Thesis_Alessandro_Balata.pdf - Final eThesis - complete (pdf)
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Abstract

This Thesis contains three separate parts. The first part is a monograph, where we present the history and novel developments to the family of Regression Monte Carlo algorithms applied to stochastic control problems. The second part explores different applications and experiments where we show the behaviour, and some interesting characteristics, of the methods presented in part I. The third, and last part of the thesis deals with the current energy systems and features a study of optimal design and management of a microgrid system inspired by the facility installed in Huatacondo, Atacama desert, Chile.

Item Type: Thesis (PhD)
Keywords: Regression Monte Carlo, Stochastic Control, Microgrid
Academic Units: The University of Leeds > Faculty of Maths and Physical Sciences (Leeds) > School of Mathematics (Leeds) > Applied Mathematics (Leeds)
Depositing User: Mr. Alessandro Balata
Date Deposited: 29 Oct 2019 14:40
Last Modified: 29 Oct 2019 14:40
URI: http://etheses.whiterose.ac.uk/id/eprint/24430

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