scholarly journals Scheduling optimization model for integrated energy systems considering conditional value-at-risk

2020 ◽  
Vol 1585 ◽  
pp. 012043
Author(s):  
Q Peng ◽  
X L Wang ◽  
S X Qi ◽  
Z D Wang ◽  
S Yan ◽  
...  
Keyword(s):  
At Risk ◽  
Optimization Model ◽  
Value At Risk ◽  
Energy Systems ◽  
Conditional Value At Risk ◽  
Scheduling Optimization ◽  
Integrated Energy Systems

A Fourier approach to the computation of conditional value-at-risk and optimized certainty equivalents

2014 ◽  
Vol 16 (6) ◽  
pp. 3-29 ◽  
Author(s):  
Samuel Drapeau ◽  
Michael Kupper ◽  
Antonis Papapantoleon
Keyword(s):  
At Risk ◽  
Value At Risk ◽  
Conditional Value At Risk ◽  
Certainty Equivalents
Sign in / Sign up

Export Citation Format

Share Document