Laura Puglia, Daniele Bernardini, Alberto Bemporad. A multi-stage stochastic optimization approach to optimal bidding on energy markets. In Proceedings of the 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011, Orlando, FL, USA, December 12-15, 2011. pages 1509-1514, IEEE, 2011. [doi]
Abstract is missing.