Portfolio Management and Stochastic Optimization in Discrete Time: An Application to Intraday Electricity Trading and Water Values for Hydroassets
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Publication:4596258
DOI10.1007/978-3-319-42902-1_85zbMath1375.90186OpenAlexW1933859348MaRDI QIDQ4596258
Luisa Tibiletti, Simone Farinelli
Publication date: 1 December 2017
Published in: Operations Research Proceedings (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-42902-1_85
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