Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules.
Paula RochaDaniel KuhnPublished in: Eur. J. Oper. Res. (2012)
Keyphrases
- decision rules
- electricity markets
- multistage stochastic
- portfolio selection
- electric power
- market clearing
- rough sets
- linear program
- software agents
- unit commitment
- decision trees
- market participants
- multistage
- integer program
- capacity expansion
- financial markets
- bidding strategies
- cutting plane
- business models
- stochastic programming
- genetic algorithm
- multiple objectives
- neural network
- power system
- pattern recognition
- decision making
- machine learning