Scenario tree approximation and risk a version strategies for stochastic optimization of electricity production and trading

Andreas Eichhorn, Holger Heitsch, and Werner Römisch

Year of publication:	2009
Authors:	Eichhorn, Andreas ; Heitsch, Holger ; Römisch, Werner
Published in:	Optimization in the energy industry : [symposium with the title "Stochastic Optimization in the Energy Industry"]. - Berlin : Springer, ISBN 3-540-88964-7. - 2009, p. 321-346
Subject:	Theorie \| Theory \| Stochastischer Prozess \| Stochastic process \| Elektrizitätswirtschaft \| Electric power industry \| Mathematische Optimierung \| Mathematical programming \| Portfolio-Management \| Portfolio selection

Extent:	graph. Darst.
Type of publication:	Article
Type of publication (narrower categories):	Aufsatz im Buch ; Book section
Language:	English
Source:	ECONIS - Online Catalogue of the ZBW

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