Gerald B. Sheblé

Publication Activity (10 Years)

Years Active: 1990-2008
Publications (10 Years): 0

Publications

Daniel Berleant, L. Andrieu, Jean-Philippe Argaud, F. Barjon, Mei-Peng Cheong, Mathieu Dancre, Gerald B. Sheblé, C.-C. Teoh
Portfolio management under epistemic uncertainty using stochastic dominance and information-gap theory. Int. J. Approx. Reason. 49 (1) (2008)
Feng Gao, Guillermo Gutiérrez-Alcaraz, Gerald B. Sheblé
Comparison of Artificial Life Techniques for Market Simulation. HICSS (2006)
Daniel Berleant, Mathieu Dancre, Jean-Philippe Argaud, Gerald B. Sheblé
Electric Company Portfolio Optimization Under Interval Stochastic Dominance Constraints. ISIPTA (2005)
Guillermo Gutiérrez-Alcaraz, Gerald B. Sheblé
Real Option Data Requirements of Power System Data for Competitive Bidding. HICSS (2004)
Derek Lane, Alexei Kroujiline, Valentin Petrov, Gerald B. Sheblé
Electricity market power: marginal cost and relative capacity effects. CEC (2000)
Kah-Hoe Ng, Gerald B. Sheblé
Exploring risk management tools. CIFEr (2000)
R. M. Nelms, Gerald B. Sheblé, Steven R. Newton, L. L. Grigsby
Simulation of transmission line transients with a distributed-parameter model using a personal computer. Simul. 55 (2) (1990)