A Stochastic Programming Approach to Power Portfolio Optimization

Suvrajeet Sen
Suvrajeet Sen
[email protected]
SIE Department, MORE Institute, University of Arizona, Tucson, Arizona 85721
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,
Lihua Yu
Lihua Yu
[email protected]
SIE Department, MORE Institute, University of Arizona, Tucson, Arizona 85721
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,
Talat Genc
Talat Genc
[email protected]
SIE Department, MORE Institute, University of Arizona, Tucson, Arizona 85721
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Suvrajeet Sen

[email protected]

SIE Department, MORE Institute, University of Arizona, Tucson, Arizona 85721

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Lihua Yu

[email protected]

SIE Department, MORE Institute, University of Arizona, Tucson, Arizona 85721

Search for more papers by this author

Talat Genc

[email protected]

SIE Department, MORE Institute, University of Arizona, Tucson, Arizona 85721

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Published Online:1 Feb 2006https://doi.org/10.1287/opre.1050.0264

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opre.54.1.55-sm.pdf (28 KB)

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Volume 54, Issue 1

January-February 2006

Pages ii-200

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Received:December 01, 2002
Accepted:November 01, 2004
Published Online:February 01, 2006

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Suvrajeet Sen, Lihua Yu, Talat Genc, (2006) A Stochastic Programming Approach to Power Portfolio Optimization. Operations Research 54(1):55-72.

https://doi.org/10.1287/opre.1050.0264

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