Stochastic Optimization of Electricity Portfolios: Scenario Tree Modeling and Risk Management

DOI10.1007/978-3-642-12686-4_15zbMath1359.90079OpenAlexW1511008377MaRDI QIDQ2974430

Andreas Eichhorn, Holger Heitsch, Werner Römisch

Publication date: 7 April 2017

Published in: Handbook of Power Systems II (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-12686-4_15

zbMATH Keywords

stochastic programmingrisk managementelectricityscenario reductionenergy tradingmultiperiod riskpolyhedral risk functionalspower portfolioscenario tree approximation

Mathematics Subject Classification ID

Stochastic programming (90C15) Stochastic network models in operations research (90B15)

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