Optimizing financial and physical assets with chance-constrained programming in the electrical industry

DOI10.1007/s11081-010-9113-3zbMath1218.90229MaRDI QIDQ535690

Wim van Ackooij, Riadh Zorgati

Publication date: 13 May 2011

Published in: Optimization and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11081-010-9113-3

zbMATH Keywords

hedging; chance-constrained programming; unit commitment

Mathematics Subject Classification ID

90C90: Applications of mathematical programming

90B30: Production models

90C27: Combinatorial optimization

91G10: Portfolio theory

91C15: One- and multidimensional scaling in the social and behavioral sciences

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