scientific article

zbMath1154.90517MaRDI QIDQ3604340

Marida Bertocchi, Francesca Maggioni, Mario Innorta, Elisabetta Allevi, Maria Teresa Vespucci

Publication date: 24 February 2009

Full work available at URL: https://eudml.org/doc/33926

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic programmingmean reverting processgas sale company

Mathematics Subject Classification ID

Stochastic programming (90C15) Management decision making, including multiple objectives (90B50) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10)

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Robust management and pricing of liquefied natural gas contracts with cancelation options

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