Stochastic Optimization of Electricity Portfolios: Scenario Tree Modeling and Risk Management (Q2974430)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Stochastic Optimization of Electricity Portfolios: Scenario Tree Modeling and Risk Management |
scientific article |
Statements
Stochastic Optimization of Electricity Portfolios: Scenario Tree Modeling and Risk Management (English)
0 references
7 April 2017
0 references
electricity
0 references
energy trading
0 references
multiperiod risk
0 references
polyhedral risk functionals
0 references
power portfolio
0 references
risk management
0 references
scenario reduction
0 references
scenario tree approximation
0 references
stochastic programming
0 references