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"Polyhedral Risk Measures and Lagrangian Relaxation in Electricity ..."

Andreas Eichhorn, Werner Römisch, Isabel Wegner (2005)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2018-08-23

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  - electronic edition @ dagstuhl.de (open access)
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  dblp key:
  - conf/dagstuhl/EichhornRW05
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  persistent URL:
  - https://dblp.org/rec/conf/dagstuhl/EichhornRW05
Andreas Eichhorn, Werner Römisch, Isabel Wegner:
Polyhedral Risk Measures and Lagrangian Relaxation in Electricity Portfolio Optimization. Algorithms for Optimization with Incomplete Information 2005

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