Multi-Stage Stochastic Electricity Portfolio Optimization in Liberalized Energy Markets (Q3004461)

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Multi-Stage Stochastic Electricity Portfolio Optimization in Liberalized Energy Markets
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    Multi-Stage Stochastic Electricity Portfolio Optimization in Liberalized Energy Markets (English)
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    1 June 2011
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    stochastic optimization
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    scenario generation
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    energy markets
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    optimal electricity portfolios
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    average value-at-risk
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