Mean-risk optimization of electricity portfolios using multiperiod polyhedral risk measures

2005 IEEE Russia Power Tech, PowerTech

Volumn , Issue , 2005, Pages

  Eichhorn, Andreas ^a   Römisch, Werner ^a   Wegner, Isabel ^a  

^a HUMBOLDT UNIVERSITY   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

ADMINISTRATIVE DATA PROCESSING; ARTIFICIAL INTELLIGENCE; COMPETITION; COMPUTER NETWORKS; DECISION MAKING; DECISION SUPPORT SYSTEMS; DECISION THEORY; ELECTRICITY; MANAGEMENT INFORMATION SYSTEMS; MATHEMATICAL MODELS; OPTIMIZATION; STOCHASTIC MODELS; STOCHASTIC PROGRAMMING;

RISK MEASURES;

RISK ASSESSMENT;

EID: 51549097551     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/PTC.2005.4524674     Document Type: Conference Paper

References (19)

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