Pages that link to "Item:Q2974429"
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The following pages link to A Multi-stage Stochastic Programming Model for Managing Risk-optimal Electricity Portfolios (Q2974429):
Displaying 9 items.
- Optimal electricity generation portfolios. The impact of price spread modelling (Q373214) (← links)
- Short-term electricity procurement: a rolling horizon stochastic programming approach (Q639168) (← links)
- Electric power infrastructure planning under uncertainty: stochastic dual dynamic integer programming (SDDiP) and parallelization scheme (Q2218888) (← links)
- Risk aversion for an electricity retailer with second-order stochastic dominance constraints (Q2271803) (← links)
- Electricity swing option pricing by stochastic bilevel optimization: a survey and new approaches (Q2514869) (← links)
- Stochastic programming models for replication of electricity forward contracts for industry (Q3423294) (← links)
- (Q3809581) (← 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)