Delta-Hedging a Hydropower Plant Using Stochastic Programming

DOI10.1007/978-3-540-88965-6_22zbMath1160.90610OpenAlexW16118060MaRDI QIDQ3628675

Stein W. Wallace, Stein-Erik Fleten

Publication date: 20 May 2009

Published in: Optimization in the Energy Industry (Search for Journal in Brave)

Full work available at URL: http://edoc.hu-berlin.de/18452/9042

Mathematics Subject Classification ID

Stochastic programming (90C15) Deterministic scheduling theory in operations research (90B35)

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