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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Polyhedral risk measures in electricity portfolio optimization
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