Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
A modern two-stage stochastic programming portfolio model for an oil refinery with financial risk management - MaRDI portal

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

From MaRDI portal

Publication:2627807

Jump to:navigation, search

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

uncertainty stochastic programming optimisation profitability financial risk management mean variance raw materials refinery planning conditional drawdown-at-risk (CDaR)oil refineries probability fitting product inventory

Mathematics Subject Classification ID

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

This page was built for publication: A modern two-stage stochastic programming portfolio model for an oil refinery with financial risk management

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:2627807&oldid=15436510"