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Documents Variance Reduction Techniques 1

Variance Reduction Techniques Antithetic Variables Control Variates 1 2 3 Conditioning Sampling Content 4 Stratified Sampling (optional) 5 Importance Sampling  Recall…

Documents Modelling inflows for SDDP

Modelling inflows for SDDP Dr. Geoffrey Pritchard University of Auckland / EPOC Inflows â where it all starts In hydro-dominated power systems, all modelling and evaluation…

Documents SEE-GRID-2 The SEE-GRID-2 initiative is co-funded by the European Commission under the FP6 Research....

Outline 1. Introduction 2. Monte Carlo Methods 4. Algorithms in SALUTE 5. SEE-GRID Infrastructure 6. Grid Implementation 7. Numerical results 8. Conclusion and future work…