Risk Management with Stochastic Dominance Models in Energy Systems with Dispersed Generation

DOI10.1007/978-1-4419-9586-5_12zbMath1405.91482OpenAlexW96059502MaRDI QIDQ4613825

Uwe Gotzes, Frederike Neise, Dimitri Drapkin, Ralf Gollmer, Rüdiger Schultz

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_12

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stochastic programming (90C15) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Software, source code, etc. for problems pertaining to game theory, economics, and finance (91-04)

Related Items

Medium range optimization of copper extraction planning under uncertainty in future copper prices, On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs, Stochastic Dominance Constraints in Elastic Shape Optimization, Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse, Multivariate robust second-order stochastic dominance and resulting risk-averse optimization, Lipschitzian Properties and Stability of a Class of First-Order Stochastic Dominance Constraints

Uses Software

• CPLEX
• DDSIP

Cites Work

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