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Electricity production planning and portfolio optimization with a CVaR objective

J. Cabero, Á. Baíllo, S. Cerisola, M. Ventosa

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INFORMS Annual Meeting 2004, Denver, Colorado (United States of America). 24-27 October 2004

Publication date: October 2004.



Citation:
J. Cabero, Á. Baíllo, S. Cerisola, M. Ventosa, Electricity production planning and portfolio optimization with a CVaR objective, INFORMS Annual Meeting 2004. Denver, United States of America, 24-27 October 2004


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