A stochastic optimization model for gas retail with temperature scenarios and oil price parameters

DOI10.1093/IMAMAN/DPP011MaRDI QIDQ3557591zbMATH OpenOpenAlexFDO

Authors Francesca Maggioni, Marida Bertocchi, Rosella Giacometti, Mario Innorta, E. Allevi, M. T. Vespucci

Publication date 23 April 2010

Published in IMA Journal of Management Mathematics (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/b20fc8db420bc5fec5cf9af041b17062601e9789

zbMATH Keywords

stochastic programmingmean reverting processgas sale companyenergy-related indices

Mathematics Subject Classification ID

Economic time series analysis (91B84) Auctions, bargaining, bidding and selling, and other market models (91B26) Stochastic programming (90C15) Stochastic scheduling theory in operations research (90B36)

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