Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules (Q421766): Difference between revisions
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Revision as of 00:13, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules |
scientific article |
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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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