Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules (Q421766): Difference between revisions
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Property / Mathematics Subject Classification ID: 91B24 / rank | |||
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Property / Mathematics Subject Classification ID: 91G10 / rank | |||
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Property / Mathematics Subject Classification ID: 90C15 / rank | |||
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Property / zbMATH DE Number: 6035153 / rank | |||
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OR in energy | |||
Property / zbMATH Keywords: OR in energy / rank | |||
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electricity portfolio management | |||
Property / zbMATH Keywords: electricity portfolio management / rank | |||
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stochastic programming | |||
Property / zbMATH Keywords: stochastic programming / rank | |||
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risk management | |||
Property / zbMATH Keywords: risk management / rank | |||
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linear decision rules | |||
Property / zbMATH Keywords: linear decision rules / rank | |||
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Revision as of 21:50, 29 June 2023
scientific article
Language | Label | Description | Also known as |
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English | 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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