Electricity swing option pricing by stochastic bilevel optimization: a survey and new approaches (Q2514869): Difference between revisions

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Latest revision as of 16:15, 9 July 2024

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Electricity swing option pricing by stochastic bilevel optimization: a survey and new approaches
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    Electricity swing option pricing by stochastic bilevel optimization: a survey and new approaches (English)
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    4 February 2015
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    pricing
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    swing option
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    bilevel optimization
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    stochastic optimization
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    Stackelberg game
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