Structuring Bilateral Energy Contract Portfolios in Competitive Markets
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Publication:4613822
DOI10.1007/978-1-4419-9586-5_10zbMath1405.91481OpenAlexW1536433436MaRDI QIDQ4613822
Nico Di Domenica, Antonio Alonso-Ayuso, Celeste Pizarro, Laureano Fernando Escudero Bueno
Publication date: 25 January 2019
Published in: International Series in Operations Research & Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-1-4419-9586-5_10
stochastic programmingbranch-and-fix coordinationmean riskenergy trading contracts portfoliomixed 0-1 modelssplitting variable
Stochastic programming (90C15) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)
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