Structuring Bilateral Energy Contract Portfolios in Competitive Markets (Q4613822)

scientific article; zbMATH DE number 7006809

Language	Label	Description	Also known as
English	Structuring Bilateral Energy Contract Portfolios in Competitive Markets	scientific article; zbMATH DE number 7006809

Statements

instance of

scholarly article

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title

Structuring Bilateral Energy Contract Portfolios in Competitive Markets (English)

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Laureano Fernando Escudero Bueno

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published in

International Series in Operations Research & Management Science

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publication date

25 January 2019

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zbMATH Keywords

energy trading contracts portfolio

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stochastic programming

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mean risk

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mixed 0-1 models

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splitting variable

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branch-and-fix coordination

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/978-1-4419-9586-5_10

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cites work

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Scenarios and Policy Aggregation in Optimization Under Uncertainty

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Risk Aversion via Excess Probabilities in Stochastic Programs with Mixed-Integer Recourse

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Optimal capacity allocation in multi-auction electricity markets under uncertainty

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Identifiers

zbMATH Open document ID

1405.91481

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DOI

10.1007/978-1-4419-9586-5_10

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4613822