Pages that link to "Item:Q421766"

The following pages link to Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules (Q421766):

Displaying 17 items.

• Electricity retail contracting under risk-aversion (Q322785) (← links)
• Generalized decision rule approximations for stochastic programming via liftings (Q494331) (← links)
• A stochastic program with time series and affine decision rules for the reservoir management problem (Q723959) (← links)
• The natural hedge of a gas-fired power plant (Q1789569) (← links)
• Robust optimization of uncertain multistage inventory systems with inexact data in decision rules (Q1789612) (← links)
• International portfolio management with affine policies (Q1927003) (← links)
• Constant depth decision rules for multistage optimization under uncertainty (Q2239862) (← links)
• Climate-aware generation and transmission expansion planning: a three-stage robust optimization approach (Q2242403) (← links)
• Dispatch planning using newsvendor dual problems and occupation times: application to hydropower (Q2355074) (← links)
• Stochastic Nash equilibrium problems: sample average approximation and applications (Q2393651) (← links)
• Dynamic portfolio choice: a simulation-and-regression approach (Q2402578) (← links)
• A multistage stochastic programming framework for cardinality constrained portfolio optimization (Q2402875) (← links)
• Electricity swing option pricing by stochastic bilevel optimization: a survey and new approaches (Q2514869) (← links)
• A multi-period fuzzy portfolio optimization model with minimum transaction lots (Q2630242) (← links)
• Disjoint Bilinear Optimization: A Two-Stage Robust Optimization Perspective (Q5057987) (← links)
• ROC++: Robust Optimization in C++ (Q5060773) (← links)
• Energy storage operation and electricity market design: on the market power of monopolistic storage operators (Q6109840) (← links)