scientific article; zbMATH DE number 5689707

MaRDI QIDQ3550819zbMATH OpenFDO

Authors Babacar Seck

Publication date 6 April 2010

Full work available at URL http://pastel.paristech.org/4576/

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Stochastic programming (90C15) Utility theory (91B16)

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Cited in

(2)

• Effective approximation methods for constrained utility maximization with drift uncertainty
• Taking risk into account in electricity portfolio management

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