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Risk aversion for an electricity retailer with second-order stochastic dominance constraints.

Miguel CarriónUwe GotzesRüdiger Schultz
Published in: Comput. Manag. Sci. (2009)
Keyphrases
  • stochastic dominance
  • risk aversion
  • risk neutral
  • risk averse
  • utility function
  • supply chain
  • random variables
  • expected utility
  • evolutionary algorithm
  • cost function
  • monte carlo