Risk-averse stochastic programming vs. adaptive robust optimization : a virtual power plant application
Ricardo M. Lima, Antonio J. Conejo, Loïc Giraldi, Olivier Le Maître, Ibrahim Hoteit, Omar M. Knio
| Year of publication: |
2022
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| Authors: | Lima, Ricardo M. ; Conejo, Antonio J. ; Giraldi, Loïc ; Le Maître, O. P. ; Hoteit, Ibrahim ; Knio, Omar M. |
| Published in: |
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences. - Linthicum, Md. : INFORMS, ISSN 1526-5528, ZDB-ID 2004082-9. - Vol. 34.2022, 3, p. 1795-1818
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| Subject: | risk management | robust optimization | stochastic programming | virtual power plant | Theorie | Theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Risikomanagement | Risk management | Robustes Verfahren | Robust statistics | Elektrizitätswirtschaft | Electric power industry | Kraftwerk | Power plant | Portfolio-Management | Portfolio selection |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/ijoc.2022.1157 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013361856