369 search results - page 2 / 74 » A Stochastic Programming Approach to Power Portfolio Optimiz... |
CONSTRAINTS
2006
13 years 6 months ago
2006
To model combinatorial decision problems involving uncertainty and probability, we introduce scenario based stochastic constraint programming. Stochastic constraint programs conta...
ISIPTA
2005
IEEE
13 years 12 months ago
2005
IEEE
This paper addresses the problem of market risk management for a company in the electricity industry. When dealing with corporate volumetric exposure, there is a need for a method...
ORL
2008
13 years 6 months ago
2008
We propose a sample average approximation (SAA) method for stochastic programming problems involving an expected value constraint. Such problems arise, for example, in portfolio s...
IJKESDP
2010
13 years 4 months ago
2010
— In this paper, several portfolio selection problems with normal mixture distributions including fuzziness are proposed. Until now, many researchers have proposed portfolio mode...
ANOR
2006
13 years 6 months ago
2006
To solve a decision problem under uncertainty via stochastic programming means to choose or to build a suitable stochastic programming model taking into account the nature of the r...