Pages that link to "Item:Q3391961"
From MaRDI portal
The following pages link to A Stochastic Programming Approach to Power Portfolio Optimization (Q3391961):
Displaying 35 items.
- Risk induced resource dependency in capacity investments (Q322587) (← links)
- Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules (Q421766) (← links)
- Stochastic programming approach for energy management in electric microgrids (Q478949) (← links)
- Medium-term planning for thermal electricity production (Q480763) (← links)
- Short-term electricity procurement: a rolling horizon stochastic programming approach (Q639168) (← links)
- Divide to conquer: decomposition methods for energy optimization (Q715247) (← links)
- Statistical estimation of operating reserve requirements using rolling horizon stochastic optimization (Q827124) (← links)
- Optimisation of physical and financial power purchase portfolios (Q1421058) (← links)
- Optimizing a portfolio of power-producing plants (Q1431535) (← links)
- The impact of lead time on capital investments (Q1655691) (← links)
- Optimal return and rebate mechanism in a closed-loop supply chain game (Q1750480) (← links)
- Risk-averse feasible policies for large-scale multistage stochastic linear programs (Q1949267) (← links)
- Portfolio optimization with irreversible long-term investments in renewable energy under policy risk: a mixed-integer multistage stochastic model and a moving-horizon approach (Q2029400) (← links)
- Electric power infrastructure planning under uncertainty: stochastic dual dynamic integer programming (SDDiP) and parallelization scheme (Q2218888) (← links)
- A stochastic multiscale model for electricity generation capacity expansion (Q2255952) (← links)
- Valuation and pricing of electricity delivery contracts: the producer's view (Q2327681) (← links)
- A comparison of four approaches from stochastic programming for large-scale unit-commitment (Q2397759) (← links)
- Stochastic dual dynamic integer programming (Q2414913) (← links)
- A decomposition approach to the two-stage stochastic unit commitment problem (Q2442096) (← links)
- A two-stage stochastic programming model for electric energy producers (Q2482384) (← links)
- Two-stage network constrained robust unit commitment problem (Q2514777) (← links)
- Recent Progress in Two-stage Mixed-integer Stochastic Programming with Applications to Power Production Planning (Q2974324) (← links)
- Investment Decisions Under Uncertainty Using Stochastic Dynamic Programming: A Case Study of Wind Power (Q2974333) (← 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)
- An Embarrassingly Parallel Method for Large-Scale Stochastic Programs (Q3296384) (← links)
- MULTIPERIOD OPTIMAL POWER PLANT MIX UNDER DEMAND UNCERTAINTY (Q3801330) (← links)
- Portfolio Management and Stochastic Optimization in Discrete Time: An Application to Intraday Electricity Trading and Water Values for Hydroassets (Q4596258) (← links)
- Hedging Electricity Portfolio for a Hydro-energy Producer via Stochastic Programming (Q4613819) (← links)
- Structuring Bilateral Energy Contract Portfolios in Competitive Markets (Q4613822) (← links)
- Multistage Stochastic Power Generation Scheduling Co-Optimizing Energy and Ancillary Services (Q4995076) (← links)
- Risk-Averse Stochastic Programming vs. Adaptive Robust Optimization: A Virtual Power Plant Application (Q5087740) (← links)
- A Nested Cross Decomposition Algorithm for Power System Capacity Expansion with Multiscale Uncertainties (Q5106390) (← links)
- Partially Adaptive Stochastic Optimization for Electric Power Generation Expansion Planning (Q5131732) (← links)
- Multi-stage distributionally robust convex stochastic optimization with Bayesian-type ambiguity sets (Q6629536) (← links)
