Pricing electric power options by maximizing the utility of investment wealth with fuzzy measures.
Yundong GuYajing AnDegang ChenSujie ZhangPublished in: Int. J. Mach. Learn. Cybern. (2015)
Keyphrases
- electric power
- fuzzy measures
- option pricing
- real option
- power plant
- choquet integral
- black scholes model
- fuzzy sets
- adjacency graph
- rough sets
- utility function
- electricity markets
- market prices
- metric space
- decision making
- membership functions
- decision support system
- fuzzy numbers
- life cycle
- pattern recognition
- preference relations
- historical data
- density function
- fault diagnosis
- cooperative
- real time