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Found 7 Documents (Results 1–7)

Stochastic optimization of electricity portfolios: scenario tree modeling and risk management. (English) Zbl 1359.90079

Rebennack, Steffen (ed.) et al., Handbook of power systems. II. Dordrecht: Springer (ISBN 978-3-642-12685-7/hbk; 978-3-642-26459-7/pbk; 978-3-642-12686-4/ebook). Energy Systems, 405-432 (2010).
MSC:  90C15 90B15
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Scenario tree approximation and risk aversion strategies for stochastic optimization of electricity production and trading. (English) Zbl 1160.90608

Kallrath, Josef (ed.) et al., Optimization in the energy industry. Berlin: Springer (ISBN 978-3-540-88964-9/hbk; 978-3-540-88965-6/ebook). Energy Systems, 321-346 (2009).
MSC:  90C15 91B38 91B74
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