For decades, institutional portfolios have been built around asset class allocation. Capital is distributed across equities, fixed income, real estate and infrastructure, with the expectation that ...

Abstract: In order to deal with the operational uncertainty and volatility caused by the high proportion of renewable energy access, this paper proposes a flexible resource dynamic aggregation ...

Abstract: Direct collocation (DC) is a widely used method for solving dynamic optimization problems (DOPs), but its implementation simplicity and computational efficiency are limited for challenging ...