Multi-Stage Stochastic Electricity Portfolio Optimization in Liberalized Energy Markets - researchr publication related

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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]

The following publications are possibly variants of this publication:

Evolutionary Stochastic Portfolio OptimizationRonald Hochreiter. In Anthony Brabazon, Michael O Neill, editors, Natural Computing in Computational Finance. Volume 100 of Studies in Computational Intelligence, pages 67-87, Springer, 2008. [doi]

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