The following pages link to David Wozabal (Q433650):
Displaying 20 items.
- A coupled Markov chain approach to credit risk modeling (Q433652) (← links)
- Value-at-risk optimization using the difference of convex algorithm (Q1929961) (← links)
- A framework for optimization under ambiguity (Q1931627) (← links)
- The effect of intermittent renewables on the electricity price variance (Q2011833) (← links)
- Gas storage valuation in incomplete markets (Q2028869) (← links)
- Renewable auctions: bidding for real options (Q2030679) (← links)
- A stability result for linear Markovian stochastic optimization problems (Q2118100) (← links)
- Optimal bidding of a virtual power plant on the Spanish day-ahead and intraday market for electricity (Q2273921) (← links)
- Robustifying Convex Risk Measures for Linear Portfolios: A Nonparametric Approach (Q2941425) (← links)
- A Multi-stage Stochastic Programming Model for Managing Risk-optimal Electricity Portfolios (Q2974429) (← links)
- Multi-Stage Stochastic Electricity Portfolio Optimization in Liberalized Energy Markets (Q3004461) (← links)
- Evolutionary Estimation of a Coupled Markov Chain Credit Risk Model (Q3055531) (← links)
- A difference of convex formulation of value-at-risk constrained optimization (Q3577837) (← links)
- Asymptotic consistency of risk functionals (Q3648630) (← links)
- Envelope Theorems for Multistage Linear Stochastic Optimization (Q5031649) (← links)
- Optimizing Trading Decisions for Hydro Storage Systems Using Approximate Dual Dynamic Programming (Q5166248) (← links)
- (Q5324637) (← links)
- Ambiguity in portfolio selection (Q5423195) (← links)
- Intraday power trading: toward an arms race in weather forecasting? (Q6103186) (← links)
- The Value of Coordination in Multimarket Bidding of Grid Energy Storage (Q6121346) (← links)
