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

zbMATH Open1154.90517MaRDI QIDQ3604340FDOQ3604340

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

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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)

Cites Work

• Time series: Theory and methods
• Martingale estimation functions for discretely observed diffusion processes
• Lectures on Stochastic Programming
• Title not available (Why is that?)
• On modelling and pricing weather derivatives
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• A mixed integer nonlinear optimization model for gas sale company
• A stochastic optimization model for a gas sale company

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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