Sensitivity analysis of energy contracts by stochastic programming techniques
Year of publication: |
2012
|
---|---|
Authors: | Bonnans, J. Frédéric ; Cen, Zhihao ; Christel, Thibault |
Published in: |
Numerical methods in finance : Bordeaux, June 2010. - Berlin : Springer, ISBN 3-642-25745-3. - 2012, p. 447-471
|
Subject: | Stochastischer Prozess | Stochastic process | Theorie | Theory | Sensitivitätsanalyse | Sensitivity analysis | Mathematische Optimierung | Mathematical programming |
-
Vulnerability analysis of the financial network
Khabazian, Aein, (2019)
-
Envelope theorems for multistage linear stochastic optimization
Terça, Gonçalo, (2021)
-
Keyvanshokooh, Esmaeil, (2016)
- More ...
-
Energy contracts management by stochastic programming techniques
Bonnans, J. Frédéric, (2012)
-
Energy contracts management by stochastic programming techniques
Bonnans, J. Frédéric, (2012)
-
Application of convex lexicographical optimization to the balance of GRTgaz gas grid
Adam, Soizic, (2011)
- More ...