Polyhedral risk measures in electricity portfolio optimization (Q2954559): Difference between revisions

@@ Property / DOI @@
-.1002/pamm.200410002
@@ Property / DOI: 10.1002/pamm.200410002 / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1002/pamm.200410002
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@@ Property / OpenAlex ID @@
+W2002532738
@@ Property / OpenAlex ID: W2002532738 / rank @@
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@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent multiperiod risk adjusted values and Bellman's principle
+Normal rank
@@ Property / cites work @@
+Polyhedral Risk Measures in Stochastic Programming
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@@ Property / cites work @@
+Mean-risk optimization of electricity portfolios
@@ Property / cites work: Mean-risk optimization of electricity portfolios / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time
+Normal rank
@@ Property / DOI @@
+.1002/PAMM.200410002
@@ Property / DOI: 10.1002/PAMM.200410002 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2954559