Dynamic Portfolio Optimization for Power Generation Assets

DOI10.1007/978-3-319-00795-3_26zbMath1305.91219OpenAlexW2095590506MaRDI QIDQ5171796

Barbara Glensk, Reinhard Madlener

Publication date: 12 February 2015

Published in: Operations Research Proceedings (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-00795-3_26

Mathematics Subject Classification ID

Dynamic programming (90C39) Portfolio theory (91G10)

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