Electric Company Portfolio Optimization Under Interval Stochastic Dominance Constraints

Daniel Berleant, Mathieu Dancre, Jean-Philippe Argaud, Gerald B. Sheblé. Electric Company Portfolio Optimization Under Interval Stochastic Dominance Constraints. In Fabio Gagliardi Cozman, Robert Nau, Teddy Seidenfeld, editors, ISIPTA 05, Proceedings of the Fourth International Symposium on Imprecise Probabilities and Their Applications, Carnegie Mellon University, Pittsburgh, PA, USA, July 20-23 2005. pages 51-57, SIPTA, 2005.

Abstract

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