A two-stage stochastic optimization model for a gas sale retailer

MaRDI QIDQ3604340zbMATH OpenFDO

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

Publication date 24 February 2009

Full work available at URL https://eudml.org/doc/33926, http://www.kybernetika.cz/content/2008/2/277

zbMATH Keywords

stochastic programmingmean reverting processgas sale company

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Stochastic programming (90C15) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10)

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Cites work

• scientific article; zbMATH DE number 3701980 (Why is no real title available?)
• scientific article; zbMATH DE number 193918 (Why is no real title available?)
• A mixed integer nonlinear optimization model for gas sale company
• A stochastic optimization model for a gas sale company
• Lectures on Stochastic Programming
• Martingale estimation functions for discretely observed diffusion processes
• On modelling and pricing weather derivatives
• Time series: Theory and methods

Cited in

(3)

• Robust management and pricing of liquefied natural gas contracts with cancelation options
• A mixed integer nonlinear optimization model for gas sale company
• A stochastic optimization model for gas retail with temperature scenarios and oil price parameters

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