Multi-stage stochastic electricity portfolio optimization in liberalized energy markets

IFIP International Federation for Information Processing

Volumn 199, Issue , 2006, Pages 219-226

  Hochreiter, Ronald ^a   Pflug, George Ch ^a   Wozabal, David ^a  

^a UNIVERSITY OF VIENNA   (Austria)

Author keywords

Average value at risk; Energy markets; Optimal electricity portfolios; Scenario generation; Stochastic optimization

Indexed keywords

EID: 33845533980     PISSN: 15715736     EISSN: None     Source Type: Book Series    
DOI: 10.1007/0-387-33006-2_20     Document Type: Article

References (10)

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