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

DOI10.1093/imaman/dpp011zbMath1184.90067OpenAlexW2160218417MaRDI QIDQ3557591

Marida Bertocchi, Francesca Maggioni, Elisabetta Allevi, Mario Innorta, Rosella Giacometti, Maria Teresa 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) Stochastic programming (90C15) Stochastic scheduling theory in operations research (90B36) Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (2)

Solving joint chance constrained problems using regularization and Benders' decomposition ⋮ Operational decisions for multi-period industrial gas pipeline networks under uncertainty

This page was built for publication: A stochastic optimization model for gas retail with temperature scenarios and oil price parameters