Stochastic portfolio management of an electric vehicles aggregator under price uncertainty.
Frederik RuelensSam WeckxWillem LetermeStijn VandaelBert ClaessensRonnie BelmansPublished in: ISGT Europe (2013)
Keyphrases
- portfolio management
- electric vehicles
- portfolio selection
- portfolio optimization
- financial data
- robust optimization
- transaction costs
- intelligent control
- smart grid
- decision making
- factor analysis
- artificial intelligence
- process control
- decision theory
- particle swarm optimization
- evolutionary algorithm
- social networks