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Latest revision as of 04:53, 5 July 2024

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Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules
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    Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules (English)
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    14 May 2012
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    OR in energy
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    electricity portfolio management
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    stochastic programming
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    risk management
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    linear decision rules
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