Measurement of Dynamic Efficiency in Production : An Application of Data Envelopment Analysis to Japanese Electric Utilities

Measurement of Dynamic Efficiency in Production : An Application of Data Envelopment Analysis to Japanese Electric Utilities

Bibliographic Details
Main Authors:	Nemoto, Jiro, Goto, Mika
Language:	en
Published:	Springer 2003
Subjects:	data envelopment analysis dynamic optimization dynamic efficiency Hamilton-Jacobi-Bellman equation
Online Access:	http://hdl.handle.net/2237/7775 http://dx.doi.org/10.1023/A:1022805500570

Similar Items

Intraday renewable electricity trading: advanced modeling and numerical optimal control
by: Silke Glas, et al.
Published: (2020-02-01)

Study on optimal train movement for minimum energy consumption
by: Gkortzas, Panagiotis
Published: (2013)

Provincial Oil Budget Allocation based on a Stochastic Optimal Control Model
by: Hadi Rahmani Fazli, et al.
Published: (2016-04-01)

Higher-Order Methods for Determining Optimal Controls and Their Sensitivities
by: McCrate, Christopher M.
Published: (2010)

ON CONNECTIONS BETWEEN GENERALIZED SOLUTIONS OF PDE'S OF THE FIRST ORDER
by: Ekaterina A. Kolpakova
Published: (2015-11-01)

Examination of Interest-Growth Differentials and the Risk of Sovereign Insolvency
by: Jussi Lindgren
Published: (2021-04-01)

Novel Methods for Multidimensional Image Segmentation
by: Pichon, Eric
Published: (2006)

Stochastic Optimal Control for Online Seller under Reputational Mechanisms
by: Milan Bradonjić, et al.
Published: (2015-12-01)

Analytic solutions for Hamilton-Jacobi-Bellman equations
by: Arsen Palestini
Published: (2017-01-01)

Deep Learning for Efficient and Optimal Motion Planning for AUVs with Disturbances
by: Juan Parras, et al.
Published: (2021-07-01)

A Class of Itô Diffusions with Known Terminal Value and Specified Optimal Barrier
by: Bernardo D’Auria, et al.
Published: (2020-01-01)

A general optimization framework for the annuity contracts with multiscale stochastic volatility
by: Yan Zhang
Published: (2017-01-01)

Dynamic Optimal Mean-Variance Investment with Mispricing in the Family of 4/2 Stochastic Volatility Models
by: Yumo Zhang
Published: (2021-09-01)

Multigrid Methods for Hamilton-Jacobi-Bellman and Hamilton-Jacobi-Bellman-Isaacs Equations
by: Han, Dong
Published: (2011)

Multigrid Methods for Hamilton-Jacobi-Bellman and Hamilton-Jacobi-Bellman-Isaacs Equations
by: Han, Dong
Published: (2011)

Sensitivity Relations and Regularity of Solutions of HJB Equations arising in Optimal Control
by: Scarinci, Teresa
Published: (2015)

Viscosity solutions of two classes of coupled Hamilton-Jacobi-Bellman equations
by: Başar Tamer, et al.
Published: (2001-01-01)

A study of dynamic joint promotion strategies in the distribution channel
by: Hui Yu, et al.
Published: (2018-01-01)

Numerical methods for optimal control problems with biological applications
by: Fabrini, Giulia
Published: (2017)

A simplified stochastic optimization model for logistic dynamics with control-dependent carrying capacity
by: Hidekazu Yoshioka
Published: (2019-01-01)

Aplicação de modelos de tempo-contínuo para escolha de portfólio ótimo
by: Meira, Anna Carolina Granja
Published: (2012)

Aplicação de modelos de tempo-contínuo para escolha de portfólio ótimo
by: Meira, Anna Carolina Granja
Published: (2012)

Aplicação de modelos de tempo-contínuo para escolha de portfólio ótimo
by: Meira, Anna Carolina Granja
Published: (2012)

Stochastic Optimal Control Models for Management of Plecoglossus altivelis under Predation Pressure from Phalacrocorax carbo
by: Yaegashi, Yuta
Published: (2020)

Stochastic control of single-species population dynamics model subject to jump ambiguity
by: Hidekazu Yoshioka, et al.
Published: (2020-01-01)

Stochastic optimal switching model for migrating population dynamics
by: Hidekazu Yoshioka, et al.
Published: (2019-01-01)

Pricing Basket Weather Derivatives on Rainfall and Temperature Processes
by: Nelson Christopher Dzupire, et al.
Published: (2019-06-01)

Modelling of asset allocation in banking using the mean-variance approach
by: Kaibe, Bosiu C.
Published: (2015)

Utility indifference pricing of ESO with reload terms
by: Fu Yi, et al.
Published: (2018-02-01)

Optimal Excess-of-Loss Reinsurance for Stochastic Factor Risk Models
by: Matteo Brachetta, et al.
Published: (2019-05-01)

Two Approaches for a Dividend Maximization Problem under an Ornstein-Uhlenbeck Interest Rate
by: Julia Eisenberg, et al.
Published: (2021-09-01)

The Lie Algebraic Approach for Determining Pricing for Trade Account Options
by: Shih-Hsien Tseng, et al.
Published: (2021-01-01)

Βέλτιστη ανάδραση καταστάσεων με χρήση της μερικής διαφορικής εξίσωσης Hamilton-Jacobi-Bellman
by: Παππάς, Αντώνιος
Published: (2007)

Singular stochastic control model for algae growth management in dam downstream
by: Hidekazu Yoshioka, et al.
Published: (2018-01-01)

APPLICATIONS OF CLEBSCH POTENTIALS TO VARIATIONAL PRINCIPLES IN THE THEORY OF PHYSICAL FIELDS
by: Baumeister, Richard, 1951-
Published: (1977)

Stochastic Diffusion Analysis for Sustainable Green Innovation
by: Yenming J. Chen, et al.
Published: (2013-11-01)

Dynamique des populations : contrôle stochastique et modélisation hybride du cancer
by: Claisse, Julien
Published: (2014)

Optimal Bounded Control and Relevant Response Analysis for Random Vibrations
by: Iourtchenko, Daniil V
Published: (2001)

Utility Indifference Option Pricing Model with a Non-Constant Risk-Aversion under Transaction Costs and Its Numerical Approximation
by: Pedro Pólvora, et al.
Published: (2021-08-01)

Feedback control problem of an SIR epidemic model based on the Hamilton-Jacobi-Bellman equation
by: Yoon-gu Hwang, et al.
Published: (2020-01-01)