Network Risk Limiting Dispatch: Optimal Control and Price of Uncertainty
DOI10.1109/TAC.2014.2325640zbMath1360.90266arXiv1212.4898MaRDI QIDQ2983029
David N. C. Tse, Ram Rajagopal, Baosen Zhang
Publication date: 16 May 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1212.4898
Programming involving graphs or networks (90C35) Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic programming (90C15) Stochastic network models in operations research (90B15) Consumer behavior, demand theory (91B42) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)
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