Multi-Stage Stochastic Electricity Portfolio Optimization in Liberalized Energy Markets

Ronald Hochreiter, Georg Ch. Pflug, David Wozabal. Multi-Stage Stochastic Electricity Portfolio Optimization in Liberalized Energy Markets. In F. Ceragioli, Asen L. Dontchev, H. Futura, K. Marti, Luciano Pandolfi, editors, System Modeling and Optimization, Proceedings of the 22nd IFIP TC7 Conference held from July 18-22, 2005, in Turin, Italy. Volume 199 of IFIP International Federation for Information Processing, pages 219-226, Springer, 2005. [doi]

Abstract

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