A data-driven approach for optimal operational and financial commodity hedging.

Moritz Rettinger Christian Mandl Stefan Minner

Published in: Eur. J. Oper. Res. (2024)

Keyphrases

decision making
risk management
dynamic programming
worst case
financial markets
optimal solution
data driven
optimal control
database
real world
expert systems
long term
closed form
optimal strategy
finding optimal