جلد 9، شماره 3 - ( 6-1392 )                   جلد 9 شماره 3 صفحات 150-157 | برگشت به فهرست نسخه ها


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Haji Abadi M E, Rajabi Mashhadi H. Modeling of the Maximum Entropy Problem as an Optimal Control Problem and its Application to Pdf Estimation of Electricity Price. IJEEE. 2013; 9 (3) :150-157
URL: http://ijeee.iust.ac.ir/article-1-510-fa.html
Modeling of the Maximum Entropy Problem as an Optimal Control Problem and its Application to Pdf Estimation of Electricity Price. . 1392; 9 (3) :150-157

URL: http://ijeee.iust.ac.ir/article-1-510-fa.html


چکیده:   (2223 مشاهده)
In this paper, the continuous optimal control theory is used to model and solve the maximum entropy problem for a continuous random variable. The maximum entropy principle provides a method to obtain least-biased probability density function (Pdf) estimation. In this paper, to find a closed form solution for the maximum entropy problem with any number of moment constraints, the entropy is considered as a functional measure and the moment constraints are considered as the state equations. Therefore, the Pdf estimation problem can be reformulated as the optimal control problem. Finally, the proposed method is applied to estimate the Pdf of the hourly electricity prices of New England and Ontario electricity markets. Obtained results show the efficiency of the proposed method.
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نوع مطالعه: Research Paper | موضوع مقاله: 1-Market Deregulation
دریافت: ۱۳۹۱/۳/۳۱ | پذیرش: ۱۳۹۲/۴/۳۱ | انتشار: ۱۳۹۲/۴/۳۱

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