Theses and Dissertations from UMD

Permanent URI for this communityhttp://hdl.handle.net/1903/2

New submissions to the thesis/dissertation collections are added automatically as they are received from the Graduate School. Currently, the Graduate School deposits all theses and dissertations from a given semester after the official graduation date. This means that there may be up to a 4 month delay in the appearance of a give thesis/dissertation in DRUM

More information is available at Theses and Dissertations at University of Maryland Libraries.

Browse

Filters

2010 - 20192

Settings

Subject: search.filters.subject.mixed complementarity problems

Search Results

Now showing 1 - 2 of 2
  • Thumbnail Image
    Item
    MULTI-AGENT UNMANNED UNDERWATER VEHICLE VALIDATION VIA ROLLING-HORIZON ROBUST GAMES
    (2019) Quigley, Kevin J; Gabriel, Steven A.; Applied Mathematics and Scientific Computation; Digital Repository at the University of Maryland; University of Maryland (College Park, Md.)
    Autonomy in unmanned underwater vehicle (UUV) navigation is critical for most applications due to inability of human operators to control, monitor or intervene in underwater environments. To ensure safe autonomous navigation, verification and validation (V&V) procedures are needed for various applications. This thesis proposes a game theory-based benchmark validation technique for trajectory optimization for non-cooperative UUVs. A quadratically constrained nonlinear program formulation is presented, and a "perfect-information reality" validation framework is derived by finding a Nash equilibrium to various two-player pursuit-evasion games (PEG). A Karush-Kuhn-Tucker (KKT) point to such a game represents a best-case local optimum, given perfect information available to non-cooperative agents. Rolling-horizon foresight with robust obstacles are incorporated to demonstrate incomplete information and stochastic environmental conditions. A MATLAB-GAMS interface is developed to model the rolling-horizon game, and is solved via a mixed complementarity problem (MCP), and illustrative examples show how equilibrium trajectories can serve as benchmarks for more practical real-time path planners.
  • Thumbnail Image
    Item
    Multi-Period Natural Gas Market Modeling - Applications, Stochastic Extensions and Solution Approaches
    (2010) Egging, Rudolf Gerardus; Gabriel, Steven A; Civil Engineering; Digital Repository at the University of Maryland; University of Maryland (College Park, Md.)
    This dissertation develops deterministic and stochastic multi-period mixed complementarity problems (MCP) for the global natural gas market, as well as solution approaches for large-scale stochastic MCP. The deterministic model is unique in the combination of the level of detail of the actors in the natural gas markets and the transport options, the detailed regional and global coverage, the multi-period approach with endogenous capacity expansions for transportation and storage infrastructure, the seasonal variation in demand and the representation of market power according to Nash-Cournot theory. The model is applied to several scenarios for the natural gas market that cover the formation of a cartel by the members of the Gas Exporting Countries Forum, a low availability of unconventional gas in the United States, and cost reductions in long-distance gas transportation. The results provide insights in how different regions are affected by various developments, in terms of production, consumption, traded volumes, prices and profits of market participants. The stochastic MCP is developed and applied to a global natural gas market problem with four scenarios for a time horizon until 2050 with nineteen regions and containing 78,768 variables. The scenarios vary in the possibility of a gas market cartel formation and varying depletion rates of gas reserves in the major gas importing regions. Outcomes for hedging decisions of market participants show some significant shifts in the timing and location of infrastructure investments, thereby affecting local market situations. A first application of Benders decomposition (BD) is presented to solve a large-scale stochastic MCP for the global gas market with many hundreds of first-stage capacity expansion variables and market players exerting various levels of market power. The largest problem solved successfully using BD contained 47,373 variables of which 763 first-stage variables, however using BD did not result in shorter solution times relative to solving the extensive-forms. Larger problems, up to 117,481 variables, were solved in extensive-form, but not when applying BD due to numerical issues. It is discussed how BD could significantly reduce the solution time of large-scale stochastic models, but various challenges remain and more research is needed to assess the potential of Benders decomposition for solving large-scale stochastic MCP.