Applied Energy · 2023 · 56 citations · 34 references
ManagementIndustrial EngineeringOperations ManagementMarkov Decision ProcessesOptimizationSchedulingRisk AversionSchedule OptimizationStochastic ControlStochastic OptimizationStochastic ProgrammingStochastic SchedulingChance-constrained SchedulingIndustrial Power SystemsOptimal DispatchRisk-averse OptimizationRisk-averse SchedulingRisk-aware SchedulingVirtual Power Plant Integration
34
Optimization of conditional value-at-risk
R. T. Rockafellar, Stan Uryasev · The Journal of Risk · 2000 · 6.5K citations
Business, Finance, Risk Management +17
The Utility Analysis of Choices Involving Risk
Milton Friedman, Leonard J. Savage · Journal of Political Economy · 1948 · 3.1K citations