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

@@ Property / DOI @@
-.1002/pamm.200410002
@@ Property / DOI: 10.1002/pamm.200410002 / rank @@
-Normal rank
@@ 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
+Normal rank
@@ 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