Sharif Digital Repository

Excessive energy consumption is one of the serious problems of large cities in Iran. In order to avoid unreasonable growth in energy use as well as conservation of natural resources, more attention should be paid to energy consumption patterns in metropolitan cities. Accordingly, the current study aims at analyzing energy demand and its related pollutants in the household sector in Tehran Metropolitan. The study includes a discussion of past trends and future scenarios to reduce greenhouse gas emissions in this sector. Using LEAP software and according to Iran's long-term development policies, energy demand and its greenhouse gas emissions were evaluated based on a baseline scenario within a... 

This paper designs a Scenario analysis approach to determine the joint production policy for two products under possible substitution. The Scenario analysis is designed to improve decision-making by considering possible outcomes and their implications. The traditional multi-product production models assume that there is no possible substitution between products. However, in real-world cases, there are many substitutable products where substitution may occur in the event of a product stock-out. The proposed model optimizes production quantities for two products under substitution with the aim of minimizing the total cost of the inventory system, including setup and holding costs, subject to a... 

As a problem, generally, energy security components do not interfere with the calculation of the optimal energy supply situation. Energy security indices so-called ‘passive indices’ cannot illustrate comprehensive optimal situation. In this paper, we are looking to find a solution to make a framework of the impact of energy security on energy supply in order to obtain comprehensive analysis of the economic optimal point. Method is based on the competition of energy costs to meet demand during the study period. Threats that have been addressed in the energy security are seen as risky and stochastic parameters in the model. The nature of these parameters is of uncertainty type, therefore,... 

In this paper, the joint problem of project selection and project scheduling under uncertain environment is formulated, analyzed, and solved by multistage stochastic programs. First of all, a general mathematical formulation which can address several versions of the problem is presented. A multi-period project selection and scheduling problem is introduced and modeled by multistage stochastic programs, which are effective for solving long-term planning problems under uncertainty. A set of scenarios and corresponding probabilities is applied to model the multivariate random data process (costs or revenues, available budget, chance of success). Then, due to computational complexity, a scenario... 

This paper proposes a new approach for corrective voltage control (CVC) of power systems in presence of uncertain wind power generation and demand values. The CVC framework deals with the condition that a power system encounters voltage instability as a result of severe contingencies. The uncertainty of wind power generation and demand values is handled using a scenario-based modeling approach. One of the features of the proposed methodology is to consider participation of demand-side resources as an effective control facility that reduces control costs. Active and reactive redispatch of generating units and involuntary load curtailment are employed along with the voluntary demand-side... 

Risk aversion is a prevalent phenomenon when sufficiently large amounts are at risk. In this paper, we introduce a new prescriptive approach for coping with risk in sequential decision problems with discrete scenario space. We use Conditional Value-at-Risk (CVaR) risk measure as optimization criterion and prove that there is an explicit linear representation of the proposed model for the problem  

The uncertainty and the complexity associated with the domino effect is a barrier to assessing the frequency of such accidents analytically. The use of simulation techniques, such as Monte Carlo, to examine the domino effect instead of analytical techniques has shown great promise. In this paper, a new method to assess the frequency of domino accidents is proposed-FREEDOM II-which is an improvement on the recent algorithm proposed by the authors (FREEDOM). The modifications on FREEDOM were carried out to overcome a limitation of the method and to extend its capabilities. A key shortcoming of the earlier method was its inability to handle multiple failure scenarios. This shortcoming has been... 

One of the main factors affecting membrane fouling in MBRs is operational conditions. In this study the influence of aeration rate, filtration mode, and SRT on hollow fiber membrane fouling was investigated using a triple fouling layers perspective. The sludge microbial population distribution was also determined by PCR method. Through various applied operational scenarios the optimal conditions were: aeration rate of 15 LPM; relaxation mode with 40s duration and 8 min. interval; and SRT of 30 days. The similarity between SMP variations in triple fouling layers with its corresponding hydraulic resistance confirmed the effect of SMP on membrane fouling. Among three fouling fractions, the... 

Based on International Energy Agency studies, achievement of 450 ppm CO2-equivalent emission target in global emission means that the CO2 emissions in 2050 must be reduced to %50 of 2005 level, and this implies that a portfolio of emission reduction policies and strategies need to be exploited through current century. At the present time, Carbon Capture and Storage (CCS) Technology is a dominant strategy among all the long-term carbon abatement strategies in many countries. Nevertheless, its potential as a climate mitigating option will be proved, only if it is implemented in the countries which are developing at a great pace and taking advantage of fossil fuels in order to afford their... 

In this paper transmission network planning will be presented in which the competition ability associated with minimum investment costs is considered. This type of transmission expansion can be addressed as an open access transmission expansion planning. Such open access transmission planning is modeled regarding extreme and feasible generating scenarios. A mathematical modeling of transmission expansion problem, considering generation scenarios is solved via a constructive heuristic algorithm using an iterative technique. In this paper a constructive heuristic algorithm solves several non-linear programming in order to identify the most important transmission line that should be... 

Supply chain management has gained much interest from researchers and practitioners in recent years. Proposing practical models that efficiently address different aspects of the supply chain is a difficult challenge. This research investigates an integrated production-distribution supply chain problem. The developed model incorporates parties with a specified number of processes to obtain raw materials from the suppliers in order to convert them to semi and final products. These products are then distributed through warehouses to end-distributors having uncertain demands. This uncertainty is captured as a dynamic stochastic data process during the planning horizon and is modeled into a... 

A comprehensive optimal bidding strategy model has been developed for renewable micro-grids to take part in day-ahead (energy and reserve) and real-time markets considering uncertainties. A two-stage stochastic programming method has been employed to integrate the uncertainties into the problem. Moreover, the Latin hypercube sampling method has been proposed to generate the wind speed, solar irradiance, and load realizations via Weibull, Beta, and normal probability density functions, respectively. In addition, a hybrid fast forward/backward scenario reduction technique has been applied to reduce the large number of scenarios. Furthermore, the risk of participation in the markets has been... 

Numerical calculation of Value-at-Risk (VaR) for large-scale portfolios poses great challenges to financial institutions. The problem is even more daunting for large fixed-income portfolios as their underlying instruments have exposure to higher dimensions of risk factors. This article provides an efficient algorithm for calculating VaR using a historical grid-based approach with volatility updating and shows its efficiency in computational cost and accuracy. Our VaR computation algorithm is flexible and simple, while one can easily extend it to cover other nonlinear portfolios such as derivative portfolios on equities and FX securities. © 2022  

Energy resources in Iran consist of the fourth largest oil reserves and the second largest natural gas reserves in the world. At present, due to political reasons, the investment trend does not go over well. Based on the Fifth Development Strategy, Iran needs $200 billion of investment in the country's first industry (i.e. oil), and given the objectives of the perspective document, the country needs more than $500 billion investment during the next 15 years. This paper examined Iran's energy status. Afterwards, oil future scenarios which developed by Research center of Iranian parliament, have been analyzed. Then four scenarios that express different modes of production and consumption are... 

Multistage stochastic programs are effective for solving long-term planning problems under uncertainty. Multi-period project portfolio selection problems can be modeled by multistage stochastic programs. These models utilize a set of scenarios and corresponding probabilities to model the multivariate random data process (costs or revenues, available budget, chance of success). For most practical problems, the optimization problem that contains all possible scenarios is too large. Due to computational complexity, this program is often approximated by a model involving a (much) smaller number of scenarios. The scenario reduction algorithms determine a subset of the initial scenario set and...