报告题目：Mathematical Models in Energy Systems in the Presence of Uncertainty: Renewables and Market

报 告 人：Professor Sergey Foss from Heriot-Watt University, Edinburgh, UK and Sobolev Institute of Mathematics, Novosibirsk, Russia 

报告时间：2014年3月19日15:00

报告地点：苏州大学本部览秀楼 105学术报告厅

报告摘要：

I plan to present and discuss a number of models in energy systems that are currently analysed by applied probability group at Heriot-Watt (including Stan Zachary, James Cruise, Seva Shneer and myself). All these models come as outcomes of our discussions with colleagues from National Grid and Ofgem, the UK regulators of energy. I also talk about multivariate VaR.

Sergey Foss教授个人网页：http://www.math.nsc.ru/LBRT/v1/foss/