Browsing SINTEF Open by Author "Kaut, Michal"
Now showing items 1-14 of 14
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The combined impact of stochastic and correlated activity durations and design uncertainty on project plans
Kaut, Michal; Vaagen, Hajnalka; Wallace, Stein William (Peer reviewed; Journal article, 2020)Most model based studies on project uncertainty investigate a single source of uncertainty, with a dominant focus on stochastic activity durations. However, another major uncertainty facing engineering projects is that of ... -
Hydropower Bidding in a Multi-Market Setting
Fleten, Stein-Erik; Kaut, Michal; Midthun, Kjetil Trovik; Pérez-Valdés, Gerardo A (Peer reviewed; Journal article, 2018)We present a literature survey and research gap analysis of mathematical and statistical methods used in the context of optimizing bids in electricity markets. Particularly, we are interested in methods for hydropower ... -
InfraPlan A tool for socio-economically optimal railway infrastructure investments under uncertainty
Flatberg, Truls; Fodstad, Marte; Kaut, Michal; Lium, Arnt-Gunnar; Werner, Adrian (SINTEF Rapport;2017-00898, Research report, 2017) -
InfraPlan A tool for socio-economically optimal railway infrastructure investments under uncertainty
Flatberg, Truls; Fodstad, Marte; Kaut, Michal; Lium, Arnt-Gunnar; Werner, Adrian (SINTEF Rapport;2017:00898, Research report, 2017) -
Modellering av usikkerhet i numeriske likevektsmodeller med stokastisk scenariometode :
Brekke, Kjell Arne; Golombek, Rolf; Kaut, Michal; Kittelsen, Sverre A.C.; Wallace, Stein (Journal article; Peer reviewed, 2013) -
Multi-horizon stochastic programming
Kaut, Michal; Midthun, Kjetil Trovik; Werner, Adrian; Tomasgard, Asgeir; Hellemo, Lars; Fodstad, Marte (Journal article; Peer reviewed, 2014)Infrastructure-planning models are challenging because of their combination of different time scales: while planning and building the infrastructure involves strategic decisions with time horizons of many years, one needs ... -
Patient-tailored levothyroxine dosage with pharmacokinetic/pharmacodynamic modeling: A novel approach after total thyroidectomy
Brun, Vegard Heimly; Eriksen, Amund H.; Selseth, Ruth; Johansson, Kenth; Vik, Renate; Davidsen, Benedicte; Kaut, Michal; Hellemo, Lars (Peer reviewed; Journal article, 2021) -
Scenario generation by selection from historical data
Kaut, Michal (Peer reviewed; Journal article, 2021)In this paper, we present and compare several methods for generating scenarios for stochastic-programming models by direct selection from historical data. The methods rangefromstandardsamplingandk-means,throughiteratives ... -
Simulation of multi-market trading : a case study
Fodstad, Marte; Kaut, Michal (SINTEF Rapport;2019:01000, Research report, 2019)This report describes a study of day-ahead (DA) and intraday (ID) trade for a hydropower producer with a single reservoir and power plant. The study simulates the trade decisions and plant operation in a rolling-horizon ... -
Socio-Economic Optimal Pricing of Railroad Infrastructure (SOPJI). Mathematical Model Formulation and Implementation
Kaut, Michal; Werner, Adrian; Lium, Arnt-Gunnar; Flatberg, Truls; Vaagen, Hajnalka; Crainic, Teodor Gabriel (SINTEF Rapport;A25843, Research report, 2014) -
Stochastic energy market equilibrium modeling with multiple agents
Brekke, Kjell Arne; Golombek, Rolf; Kaut, Michal; Kittelsen, Sverre A.C.; Wallace, Stein W. (Journal article; Peer reviewed, 2017)The energy markets are characterized by many agents simultaneously solving decision problems under uncertainty. It is argued that Monte Carlo simulations are not an adequate way to assess behavioral uncertainty; one should ... -
The HyOpt model Input data and mathematical formulation
Kaut, Michal; Flatberg, Truls; Ortiz, Miguel Munoz (SINTEF Rapport;2019:01439, Research report, 2019)This report gives a description of the mathematical model underlying the HyOpt model and the associated input data. HyOpt is an optimization model for the design and evaluation of energy systems with a focus on hydrogen-based ... -
The impact of design uncertainty in engineer-to-order project planning
Vaagen, Hajnalka; Kaut, Michal; Wallace, Stein W. (Journal article; Peer reviewed, 2017)A major driver of planning complexity in engineer-to-order (ETO) projects is design uncertainty far into the engineering and production processes. This leads to uncertainty in technical information and will typically lead ... -
Vehicle Routing with Space- and Time-Correlated Stochastic Travel Times: Evaluating the Objective Function
Guo, Zhaoxia; Wallace, Stein William; Kaut, Michal (Peer reviewed; Journal article, 2019)We study how to model and handle correlated travel times in two-stage stochastic vehicle-routing problems. We allow these travel times to be correlated in time and space; that is, the travel time on one link in one period ...