Stochastic Optimization of Electricity Portfolios: Scenario Tree Modeling and Risk Management (Q2974430)

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Stochastic Optimization of Electricity Portfolios: Scenario Tree Modeling and Risk Management
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    Stochastic Optimization of Electricity Portfolios: Scenario Tree Modeling and Risk Management (English)
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    7 April 2017
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    electricity
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    energy trading
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    multiperiod risk
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    polyhedral risk functionals
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    power portfolio
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    risk management
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    scenario reduction
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    scenario tree approximation
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    stochastic programming
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