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

DOI10.1093/IMAMAN/DPP011zbMATH Open1184.90067OpenAlexW2160218417MaRDI QIDQ3557591FDOQ3557591

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

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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)

Cited In (5)

• Solving joint chance constrained problems using regularization and Benders' decomposition
• Operational decisions for multi-period industrial gas pipeline networks under uncertainty
• A rolling optimisation model of the UK natural gas market
• A two-stage stochastic optimization model for a gas sale retailer
• A mixed integer nonlinear optimization model for gas sale company

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