Pages that link to "Item:Q1931657"
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The following pages link to Energy contracts management by stochastic programming techniques (Q1931657):
Displaying 10 items.
- Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty (Q322602) (← links)
- Modeling time-dependent randomness in stochastic dual dynamic programming (Q1622820) (← links)
- Bounds on risk-averse mixed-integer multi-stage stochastic programming problems with mean-CVaR (Q1754123) (← links)
- Gas storage valuation in incomplete markets (Q2028869) (← links)
- Integrated day-ahead and intraday self-schedule bidding for energy storage systems using approximate dynamic programming (Q2140221) (← links)
- MIDAS: a mixed integer dynamic approximation scheme (Q2188240) (← links)
- Quantization meets Fourier: a new technology for pricing options (Q2288923) (← links)
- Sensitivity Analysis of Energy Contracts by Stochastic Programming Techniques (Q2917446) (← links)
- Sharp Rate for the Dual Quantization Problem (Q5126597) (← links)
- A review of the operations literature on real options in energy (Q6112582) (← links)