A Multi-stage Stochastic Programming Model for Managing Risk-optimal Electricity Portfolios (Q2974429)
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English | A Multi-stage Stochastic Programming Model for Managing Risk-optimal Electricity Portfolios |
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A Multi-stage Stochastic Programming Model for Managing Risk-optimal Electricity Portfolios (English)
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7 April 2017
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electricity portfolio management
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multi-stage decision optimization
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real option pricing
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risk management
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stochastic programming
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