Stochastic Optimization of Electricity Portfolios: Scenario Tree Modeling and Risk Management
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Publication:2974430
DOI10.1007/978-3-642-12686-4_15zbMath1359.90079MaRDI QIDQ2974430
Andreas Eichhorn, Holger Heitsch, Werner Römisch
Publication date: 7 April 2017
Published in: Handbook of Power Systems II (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-12686-4_15
stochastic programming; risk management; electricity; scenario reduction; energy trading; multiperiod risk; polyhedral risk functionals; power portfolio; scenario tree approximation
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