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Hedging electricity portfolios via stochastic programming

Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

Published

Standard

Hedging electricity portfolios via stochastic programming. / Fleten, Stein-Erik; Wallace, Stein W; Ziemba, William.
Decision making under uncertainty : energy and power. ed. / Claude Greengard; Andrzej Ruszczyński. New York: Springer, 2002. p. 71-93 (The IMA Volumes in Mathematics and its Applications; Vol. 28).

Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

Harvard

Fleten, S-E, Wallace, SW & Ziemba, W 2002, Hedging electricity portfolios via stochastic programming. in C Greengard & A Ruszczyński (eds), Decision making under uncertainty : energy and power. The IMA Volumes in Mathematics and its Applications, vol. 28, Springer, New York, pp. 71-93.

APA

Fleten, S-E., Wallace, S. W., & Ziemba, W. (2002). Hedging electricity portfolios via stochastic programming. In C. Greengard, & A. Ruszczyński (Eds.), Decision making under uncertainty : energy and power (pp. 71-93). (The IMA Volumes in Mathematics and its Applications; Vol. 28). Springer.

Vancouver

Fleten S-E, Wallace SW, Ziemba W. Hedging electricity portfolios via stochastic programming. In Greengard C, Ruszczyński A, editors, Decision making under uncertainty : energy and power. New York: Springer. 2002. p. 71-93. (The IMA Volumes in Mathematics and its Applications).

Author

Fleten, Stein-Erik ; Wallace, Stein W ; Ziemba, William. / Hedging electricity portfolios via stochastic programming. Decision making under uncertainty : energy and power. editor / Claude Greengard ; Andrzej Ruszczyński. New York : Springer, 2002. pp. 71-93 (The IMA Volumes in Mathematics and its Applications).

Bibtex

@inbook{f085c833b38f4c3e979cb9da1393bdf3,
title = "Hedging electricity portfolios via stochastic programming",
author = "Stein-Erik Fleten and Wallace, {Stein W} and William Ziemba",
year = "2002",
language = "English",
isbn = "0387954651",
series = "The IMA Volumes in Mathematics and its Applications",
publisher = "Springer",
pages = "71--93",
editor = "Claude Greengard and Ruszczy{\'n}ski, {Andrzej }",
booktitle = "Decision making under uncertainty",

}

RIS

TY - CHAP

T1 - Hedging electricity portfolios via stochastic programming

AU - Fleten, Stein-Erik

AU - Wallace, Stein W

AU - Ziemba, William

PY - 2002

Y1 - 2002

M3 - Chapter

SN - 0387954651

T3 - The IMA Volumes in Mathematics and its Applications

SP - 71

EP - 93

BT - Decision making under uncertainty

A2 - Greengard, Claude

A2 - Ruszczyński, Andrzej

PB - Springer

CY - New York

ER -