A Multi-stage Stochastic Programming Model for Managing Risk-optimal Electricity Portfolios (Q2974429)

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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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