Pages that link to "Item:Q2954559"
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The following pages link to Polyhedral risk measures in electricity portfolio optimization (Q2954559):
Displaying 17 items.
- Robust production management (Q374640) (← links)
- The value of rolling-horizon policies for risk-averse hydro-thermal planning (Q439342) (← links)
- Medium-term planning for thermal electricity production (Q480763) (← links)
- Scenario tree modeling for multistage stochastic programs (Q1016127) (← links)
- Risk-averse feasible policies for large-scale multistage stochastic linear programs (Q1949267) (← links)
- Polyhedral coherent risk measures and optimal portfolios on the reward-risk ratio (Q2263343) (← links)
- Valuation and pricing of electricity delivery contracts: the producer's view (Q2327681) (← links)
- Quasi-Monte Carlo methods for linear two-stage stochastic programming problems (Q2349126) (← links)
- Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs? (Q2374362) (← links)
- Mean-risk optimization of electricity portfolios (Q2954558) (← links)
- Recent Progress in Two-stage Mixed-integer Stochastic Programming with Applications to Power Production Planning (Q2974324) (← links)
- A Multi-stage Stochastic Programming Model for Managing Risk-optimal Electricity Portfolios (Q2974429) (← links)
- Stochastic Optimization of Electricity Portfolios: Scenario Tree Modeling and Risk Management (Q2974430) (← links)
- Stability of multistage stochastic programs incorporating polyhedral risk measures (Q3498594) (← links)
- Robust mid-term power generation management (Q3625233) (← links)
- Scenario Tree Generation for Multi-stage Stochastic Programs (Q4613827) (← links)
- Randomized QMC Methods for Mixed-Integer Two-Stage Stochastic Programs with Application to Electricity Optimization (Q5117938) (← links)
