Integrating multi-stage stochastic programming and machine learning for the evaluation of policies in the electricity portfolio problem
Gianluca Murgia and Simone Sbrilli
| Year of publication: |
January 2017
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|---|---|
| Authors: | Murgia, Gianluca ; Sbrilli, Simone |
| Published in: |
IMA journal of management mathematics. - Oxford : Oxford Univ. Press, ISSN 1471-678X, ZDB-ID 2074812-7. - Vol. 28.2017, 1, p. 109-130
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| Subject: | multi-stage stochastic programming | machine learning | electricity portfolio | large consumer | Portfolio-Management | Portfolio selection | Künstliche Intelligenz | Artificial intelligence | Stochastischer Prozess | Stochastic process | Elektrizitätswirtschaft | Electric power industry | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/imaman/dpv006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011690485