We give the reader a tour of good energy optimization models that explicitly deal with uncertainty. The uncertainty … usually stems from unpredictability of demand and/or prices of energy, or from resource availability and prices. Since most … energy investments or operations involve irreversible decisions, a stochastic programming approach is meaningful. Many of the …

We propose a decomposition method for the solution of a dynamic portfolio optimization problem which fits the … decomposed problems is coordinated through a fixed- point weighted iterative scheme. The introduction of an optimization step in …

We consider stochastic optimization problems involving stochastic dominance constraints of first order, also called … theory of stochastic dominance-constrained optimization to the first order case, in which the main challenge is the potential … Optimization: First Order Stochastic Dominance Constraints" in "Optimization" 53(2004) 583-- 601. …

Optimization algorithms must be among the most common numerical methods used by economists. Yet, there is surprisingly …

We consider optimization problems involving coherent risk measures. We derive necessary and sufficient conditions of … measures, and we formulate multistage optimization problems involving these measures. Conditions similar to dynamic programming …

. World energy prices are used to bypass issues of endogeneity regarding primary exports. A one percent increase in world … energy price is estimated to decrease a net energy exporter’s real manufacturing exports by almost half a percent. Similarly …, after instrumentation, a one percent increase in an energy exporting country’s net energy exports is estimated decrease the …

energy supply and the affect that they have had on prices, on the economy and on society. For each commodity we have analysed …

by 15% in 2010. The reasons for this situation stem from a combination of economic growth and an inefficient energy …