A stochastic programming approach to power portfolio optimization

Operations Research

Volumn 54, Issue 1, 2006, Pages 55-72

  Sen, Suvrajeet ^a   Yu, Lihua ^a   Genc, Talat ^a  

^a UNIVERSITY OF ARIZONA   (United States)

Author keywords

Electric; Finance; Industries; Portfolio; Programming; Stochastic

Indexed keywords

ELECTRIC; PORTFOLIO; STOCHASTIC;

DECISION MAKING; ELECTRIC POWER DISTRIBUTION; MATHEMATICAL MODELS; OPTIMIZATION;

STOCHASTIC PROGRAMMING;

EID: 33644553800     PISSN: 0030364X     EISSN: 15265463     Source Type: Journal    
DOI: 10.1287/opre.1050.0264     Document Type: Article

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