A Stochastic Programming Approach to Power Portfolio Optimization.

Suvrajeet Sen Lihua Yu Talat Genc

Published in: Oper. Res. (2006)

Keyphrases

stochastic programming
portfolio optimization
robust optimization
multistage
mathematical programming
portfolio management
portfolio selection
linear program
risk averse
problems involving
lot sizing
decision theory
data mining
linear programming
risk management
bi objective