Titlebook: Decision Making Under Uncertainty; Energy and Power Claude Greengard,Andrzej Ruszczynski Conference proceedings 2002 Springer Science+Busin

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https://doi.org/10.1007/978-1-4684-9256-9Stochastic Optimization; Stochastic Programming; electricity; electricity markets; mathematical modeling

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https://doi.org/10.1007/978-3-658-36295-9nd contract markets. Taking the view of a single risk-averse producer, we propose a stochastic programming model for the coordination of physical generation resources with hedging through the forward and option market. Numerical results are presented for a five-stage, 256 scenario model that has a t

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