Risk shaping of optimal electricity portfolios in the stochastic LCOE theory.

Carlo Lucheroni Carlo Mari

Published in: Comput. Oper. Res. (2018)

Keyphrases

optimal portfolio
risk neutral
dynamic programming
conditional expectation
theoretical framework
markov decision
investment strategies
decision making
state dependent
demand forecasting
power grid
locally optimal
pareto optimal
risk factors
monte carlo
worst case
lower bound
optimal solution