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Relevant states and memory in Markov chain bootstrapping and simulation

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Stable classes of technical trading rules

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Risk aversion in modeling of cap-and-trade mechanisms and optimal design of emission markets

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A computational approach to sequential decision optimization in energy storage and trading

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Due to recent technical progress, battery energy storages are becoming a viable option in the power sector. Their optimal operational management focuses on load shift and shaving of price spikes. However, this requires optimally responding to electricity demand, intermittent generation, and...

Persistent link: https://www.econbiz.de/10012587686

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Modeling the pre-auction stage : the truckload case

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Reoptimizing the rural postman problem

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Linear programming models based on omega ratio for the enhanced index tracking problem

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