Portfolio Management and Stochastic Optimization in Discrete Time: An Application to Intraday Electricity Trading and Water Values for Hydroassets

DOI10.1007/978-3-319-42902-1_85zbMath1375.90186MaRDI QIDQ4596258

Luisa Tibiletti, Simone Farinelli

Publication date: 1 December 2017

Published in: Operations Research Proceedings (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-42902-1_85

Mathematics Subject Classification ID

90C15: Stochastic programming

90B90: Case-oriented studies in operations research

Uses Software

• Mathematica