Sensitivity and covariance in stochastic complementarity problems with an application to North American natural gas markets
Sriram Sankaranarayanan, Felipe Feijoo, Sauleh Siddiqui
| Year of publication: |
1 July 2018
|
|---|---|
| Authors: | Sankaranarayanan, Sriram ; Feijoo, Felipe ; Siddiqui, Sauleh |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 268.2018, 1 (1.7.), p. 25-36
|
| Subject: | Stochastic programming | Large scale optimization | Complementarity problems | Approximation methods | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Stochastischer Prozess | Stochastic process | Erdgasmarkt | Natural gas market | Dynamische Optimierung | Dynamic programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2017.11.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011813003