A modern two-stage stochastic programming portfolio model for an oil refinery with financial risk management

DOI10.1504/IJOR.2017.10000675zbMath1362.90394OpenAlexW2529976520MaRDI QIDQ2627807

Patrick Johnson O'Driscoll

Publication date: 31 May 2017

Published in: International Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1504/ijor.2017.10000675

zbMATH Keywords

uncertaintystochastic programmingoptimisationprofitabilityfinancial risk managementmean varianceraw materialsrefinery planningconditional drawdown-at-risk (CDaR)oil refineriesprobability fittingproduct inventory

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Applications of mathematical programming (90C90) Stochastic programming (90C15)

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