Concepedia

Equilibrium, uncertainty and risk in hydro-thermal electricity systems

Andy Philpott, Michael C. Ferris, Roger J.‐B. Wets

Mathematical Programming · 2016 · 92 citations · 15 references

DOI

Concepts

References

15

Coherent Measures of Risk

Philippe Artzner, Freddy Delbaen, Jean‐Marc Eber et al. · Mathematical Finance · 1999 · 9K citations · Full text

, , +14

Conditional value-at-risk for general loss distributions

R. T. Rockafellar, Stan Uryasev · Journal of Banking & Finance · 2002 · 3.7K citations

, , +14

GAMS, a user's guide

Anthony Brook, David A. Kendrick, Alexander Meeraus · ACM SIGNUM Newsletter · 1988 · 3K citations

, , +1

Measuring Market Inefficiencies in California's Restructured Wholesale Electricity Market

Severin Borenstein, James Bushnell, Frank A. Wolak · American Economic Review · 2002 · 956 citations · Full text

, , +17

The path solver: a nommonotone stabilization scheme for mixed complementarity problems

Steven P. Dirkse, Michael C. Ferris · Optimization methods & software · 1995 · 749 citations

, , +13