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Outputs (8)

Improving and benchmarking of algorithms for Γ-maximin, Γ-maximax and interval dominance (2021)
Journal Article
Nakharutai, N., Troffaes, M. C., & Caiado, C. C. (2021). Improving and benchmarking of algorithms for Γ-maximin, Γ-maximax and interval dominance. International Journal of Approximate Reasoning: Uncertainty in Intelligent Systems, 133, 95-115. https://doi.org/10.1016/j.ijar.2021.03.005

Γ-maximin, Γ-maximax and interval dominance are familiar decision criteria for making decisions under severe uncertainty, when probability distributions can only be partially identified. One can apply these three criteria by solving sequences of line... Read More about Improving and benchmarking of algorithms for Γ-maximin, Γ-maximax and interval dominance.

Improving and benchmarking of algorithms for decision making with lower previsions (2019)
Journal Article
Nakharutai, N., Troffaes, M. C., & Caiado, C. (2019). Improving and benchmarking of algorithms for decision making with lower previsions. International Journal of Approximate Reasoning: Uncertainty in Intelligent Systems, 113, 91-105. https://doi.org/10.1016/j.ijar.2019.06.008

Maximality, interval dominance, and E-admissibility are three well-known criteria for decision making under severe uncertainty using lower previsions. We present a new fast algorithm for nding maximal gambles. We compare its performance to existing a... Read More about Improving and benchmarking of algorithms for decision making with lower previsions.

Evaluating betting odds and free coupons using desirability (2019)
Journal Article
Nakharutai, N., Caiado, C. C., & Troffaes, M. C. (2019). Evaluating betting odds and free coupons using desirability. International Journal of Approximate Reasoning: Uncertainty in Intelligent Systems, 106, 128-145. https://doi.org/10.1016/j.ijar.2019.01.002

In the UK betting market, bookmakers often offer a free coupon to new customers. These free coupons allow the customer to place extra bets, at lower risk, in combination with the usual betting odds. We are interested in whether a customer can exploit... Read More about Evaluating betting odds and free coupons using desirability.

Improved linear programming methods for checking avoiding sure loss (2018)
Journal Article
Nakharutai, N., Troffaes, M. C., & Caiado, C. C. (2018). Improved linear programming methods for checking avoiding sure loss. International Journal of Approximate Reasoning: Uncertainty in Intelligent Systems, 101, 293-310. https://doi.org/10.1016/j.ijar.2018.07.013

We review the simplex method and two interior-point methods (the affine scaling and the primal-dual) for solving linear programming problems for checking avoiding sure loss, and propose novel improvements. We exploit the structure of these problems t... Read More about Improved linear programming methods for checking avoiding sure loss.

Efficient algorithms for checking avoiding sure loss (2017)
Presentation / Conference Contribution
Nakharutai, N., Troffaes, M. C., & Caiado, C. C. (2017). Efficient algorithms for checking avoiding sure loss. In A. Antonucci, G. Corani, I. Couso, & S. Destercke (Eds.), Proceedings of the Tenth International Symposium on Imprecise Probability : Theories and Applications, 10-14 July 2017, Lugano (Switzerland) (241-252)

Sets of desirable gambles provide a general representation of uncertainty which can handle partial information in a more robust way than precise probabilities. Here we study the effectiveness of linear programming algorithms for determining whether o... Read More about Efficient algorithms for checking avoiding sure loss.

Impact of high wind penetration on variability of unserved energy in power system adequacy (2016)
Presentation / Conference Contribution
Sheehy, S., Edwards, G., Dent, C., Kazemtabrizi, B., Troffaes, M., & Tindemans, S. (2016). Impact of high wind penetration on variability of unserved energy in power system adequacy. In 2016 International Conference on Probabilistic Methods Applied to Power Systems (PMAPS) : Beijing, China, 16-20 October 2016 ; proceedings (1-6). https://doi.org/10.1109/pmaps.2016.7764199

This paper presents results on variability of out-turn shortfalls about the expected value indices which are usually presented in resource adequacy studies, for a range of Loss of Load Expectation (LOLE) levels and installed wind capacities in a test... Read More about Impact of high wind penetration on variability of unserved energy in power system adequacy.

Data Analysis and Robust Modelling of the Impact of Renewable Generation on Long Term Security of Supply and Demand (2015)
Presentation / Conference Contribution
Troffaes, M. C., Williams, E., & Dent, C. J. (2015). Data Analysis and Robust Modelling of the Impact of Renewable Generation on Long Term Security of Supply and Demand. In 2015 IEEE Power and Energy Society General Meeting (1-5). https://doi.org/10.1109/pesgm.2015.7286070

This paper studies rigorous statistical techniques for modelling long term reliability of demand and supply of electrical power given uncertain variability in the generation and availability of wind power and conventional generation. In doing so, we... Read More about Data Analysis and Robust Modelling of the Impact of Renewable Generation on Long Term Security of Supply and Demand.