Wind farm portfolio optimization under network capacity constraints.

Hélène Le Cadre Anthony Papavasiliou Yves Smeers

Published in: Eur. J. Oper. Res. (2015)

Keyphrases

capacity constraints
portfolio optimization
network flow
wind farm
minimum cost
problems involving
network model
network structure
stock market
lagrangian relaxation
data mining
portfolio selection
network design
stock price
bi objective
risk management
integer programming
decision making
neural network