Structuring bilateral energy contract portfolios in competitive markets (Q4613822)

!

This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:

Structuring bilateral energy contract portfolios in competitive markets

scientific article; zbMATH DE number 7006809

Language	Label	Description	Also known as
default for all languages	No label defined
English	Structuring bilateral energy contract portfolios in competitive markets	scientific article; zbMATH DE number 7006809

Statements

instance of

scholarly article

0 references

title

Structuring Bilateral Energy Contract Portfolios in Competitive Markets (English)

0 references

0 references

0 references

0 references

Laureano F. Escudero Bueno

0 references

published in

International Series in Operations Research & Management Science

0 references

publication date

25 January 2019

0 references

zbMATH Keywords

energy trading contracts portfolio

0 references

stochastic programming

0 references

mean risk

0 references

mixed 0-1 models

0 references

splitting variable

0 references

branch-and-fix coordination

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1007/978-1-4419-9586-5_10

0 references

cites work

BFC, A branch-and-fix coordination algorithmic framework for solving some types of stochastic pure and mixed 0--1 programs.

0 references

An approach for strategic supply chain planning under uncertainty based on stochastic 0-1 programming

0 references

On SIP algorithms for minimizing the mean-risk function in the multi-period single-source problem under uncertainty

0 references

Enhancing a branch-and-bound algorithm for two-stage stochastic integer network design-based models

0 references

Partitioning procedures for solving mixed-variables programming problems

0 references

Introduction to Stochastic Programming

0 references

Dual decomposition in stochastic integer programming

0 references

Optimization of a large-scale water reservoir network by stochastic dynamic programming with efficient state space discretization

0 references

Mathematical programming and electricity markets. (With comments and rejoinder)

0 references

Q3840402

0 references

Q4251871

0 references

On a mixture of the fix-and-relax coordination and Lagrangian substitution schemes for multistage stochastic mixed integer programming

0 references

A two-stage stochastic integer programming approach as a mixture of branch-and-fix coordination and Benders decomposition schemes

0 references

A general algorithm for solving two-stage stochastic mixed \(0-1\) first-stage problems

0 references

BFC-MSMIP: an exact branch-and-fix coordination approach for solving multistage stochastic mixed 0-1 problems

0 references

On \(BFC-MSMIP\) strategies for scenario cluster partitioning, and twin node family branching selection and bounding for multistage stochastic mixed integer programming

0 references

Stochastic programming for optimizing bidding strategies of a Nordic hydropower producer

0 references

Q4428688

0 references

A note on second-order stochastic dominance constraints induced by mixed-integer linear recourse

0 references

Q4428687

0 references

Q2762573

0 references

Stochastic integer programming: general models and algorithms

0 references

Optimizing electricity distribution using two-stage integer recourse models

0 references

The integer \(L\)-shaped method for stochastic integer programs with complete recourse

0 references

A Branch-and-Price Algorithm for Multistage Stochastic Integer Programming with Application to Stochastic Batch-Sizing Problems

0 references

A two-stage planning model for power scheduling in a hydro-thermal system under uncertainty

0 references

From stochastic dominance to mean-risk models: Semideviations as risk measures

0 references

Hydroelectric reservoir optimization in a pool market

0 references

Scenarios and Policy Aggregation in Optimization Under Uncertainty

0 references

Q2762572

0 references

Stochastic programming with integer variables

0 references

Risk Aversion via Excess Probabilities in Stochastic Programs with Mixed-Integer Recourse

0 references

Conditional value-at-risk in stochastic programs with mixed-integer recourse

0 references

A stochastic integer programming model for incorporating day-ahead trading of electricity into hydro-thermal unit commitment

0 references

A Stochastic Programming Approach to Power Portfolio Optimization

0 references

Lagrangian Solution Techniques and Bounds for Loosely Coupled Mixed-Integer Stochastic Programs

0 references

Optimal capacity allocation in multi-auction electricity markets under uncertainty

0 references

Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program

0 references

Identifiers

zbMATH Open document ID

1405.91481

0 references

DOI

10.1007/978-1-4419-9586-5_10

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Structuring bilateral energy contract portfolios in competitive markets