WSC
2001
14 years 25 days ago
2001
Various stochastic programmingproblemscan be formulated as problems of optimization of an expected value function. Quite often the corresponding expectation function cannot be com...
IFIP
2005
Springer
14 years 5 months ago
2005
Springer
In this paper we analyze the electricity portfolio problem of a big consumer in a multi-stage stochastic programming framework. Stochasticity enters the model via the uncertain spo...