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

DOI10.1016/J.APM.2011.03.032zbMATH Open1225.91027OpenAlexW2058033776MaRDI QIDQ646223FDOQ646223

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

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zbMATH Keywords

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

Mathematics Subject Classification ID

Stochastic network models in operations research (90B15)

Cites Work

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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

Uses Software

• Matlab

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