Robust Hedging of Electricity Retail Portfolios with CVaR Constraints

DOI10.1007/978-3-540-87477-5_29zbMath1160.90614OpenAlexW1543829159MaRDI QIDQ3627703

Marina Resta, Stefano Santini

Publication date: 13 May 2009

Published in: Communications in Computer and Information Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-87477-5_29

zbMATH Keywords

robust optimizationconditional value at riskenergy managementsupply side

Mathematics Subject Classification ID

Cites Work

• Unnamed Item
• Selected topics in robust convex optimization
• Robust solutions of linear programming problems contaminated with uncertain data
• Robust optimization-methodology and applications
• Theory and Applications of Robust Optimization
• Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming

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