Work

Data-driven distributionally robust optimization for long-term contract vs. spot allocation decisions: Application to electricity markets

Year: 2023

Type: article

Source: Computers & Chemical Engineering

DOI: 10.1016/j.compchemeng.2023.108436

Author: Dimitri J. Papageorgiou

Institution: ExxonMobil (United States)

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W4387008227

FWCI: 1.66

Cites: 46

Cited by: 9

Related to: 10