Robust reward–risk ratio optimization with application in allocation of generation asset (Q2926487)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust reward–risk ratio optimization with application in allocation of generation asset |
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Robust reward–risk ratio optimization with application in allocation of generation asset (English)
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24 October 2014
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reward-risk measure
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performance ratio
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MIN-MAX optimization
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CVaR measure
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allocation of generation asset
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