A matrix-based VaR model for risk identification in power supply networks

DOI10.1016/J.APM.2011.03.032MaRDI QIDQ646223zbMATH OpenOpenAlexFDO

Authors Chen-Sung Chang

Publication date 11 November 2011

Published in Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apm.2011.03.032

zbMATH Keywords

singular value decompositionrisk managementvalue-at-risk\texttt{MATLAB}sparsity matrix

Mathematics Subject Classification ID

Stochastic network models in operations research (90B15)

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Cited in

(2)

• Toward a margin-based VaR for the unit maintenance scheduling of power provider enterprises
• A risk management model for improving operation and maintenance activities in electricity transmission networks

Describes a project that uses

Uses Software

• Matlab

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