Polyhedral risk measures in electricity portfolio optimization (Q2954559): Difference between revisions
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Property / cites work: Coherent Measures of Risk / rank | |||
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Property / cites work: Coherent multiperiod risk adjusted values and Bellman's principle / rank | |||
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Property / cites work: Polyhedral Risk Measures in Stochastic Programming / rank | |||
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Property / cites work: Mean-risk optimization of electricity portfolios / rank | |||
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Property / cites work: Stochastic finance. An introduction in discrete time / rank | |||
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Latest revision as of 07:39, 13 July 2024
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English | Polyhedral risk measures in electricity portfolio optimization |
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Polyhedral risk measures in electricity portfolio optimization (English)
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24 January 2017
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