Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty
Sergio Bruno, Shabbir Ahmed, Alexander Shapiro, Alexandre Street
| Year of publication: |
2016
|
|---|---|
| Authors: | Bruno, Sergio ; Ahmed, Shabbir ; Shapiro, Alexander ; Street, Alexandre |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 250.2016, 3 (1.5.), p. 979-989
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| Subject: | Stochastic programming | Renewable energy investment planning | Stochastic Dual Dynamic Programming | Integer programming | Risk averse | Stochastischer Prozess | Stochastic process | Erneuerbare Energie | Renewable energy | Mathematische Optimierung | Mathematical programming | Risikoaversion | Risk aversion | Theorie | Theory | Dynamische Optimierung | Dynamic programming | Risiko | Risk | Ganzzahlige Optimierung | Investition | Investment | Förderung erneuerbarer Energien | Renewable energy policy | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2015.10.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011445359