Pages that link to "Item:Q421766"
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The following pages link to Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules (Q421766):
Displayed 12 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)
- 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)