Decision Making Under Uncertainty in Electricity Markets, Antonio J. Conejo; Miguel Carri?n; Juan M. Morales
Автор: Consigli Название: Optimal Financial Decision Making under Uncertainty ISBN: 3319416111 ISBN-13(EAN): 9783319416113 Издательство: Springer Рейтинг: Цена: 19564.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The scope of this volume is primarily to analyze from different methodological perspectives similar valuation and optimization problems arising in financial applications, aimed at facilitating a theoretical and computational integration between methods largely regarded as alternatives. Increasingly in recent years, financial management problems such as strategic asset allocation, asset-liability management, as well as asset pricing problems, have been presented in the literature adopting formulation and solution approaches rooted in stochastic programming, robust optimization, stochastic dynamic programming (including approximate SDP) methods, as well as policy rule optimization, heuristic approaches and others. The aim of the volume is to facilitate the comprehension of the modeling and methodological potentials of those methods, thus their common assumptions and peculiarities, relying on similar financial problems. The volume will address different valuation problems common in finance related to: asset pricing, optimal portfolio management, risk measurement, risk control and asset-liability management.The volume features chapters of theoretical and practical relevance clarifying recent advances in the associated applied field from different standpoints, relying on similar valuation problems and, as mentioned, facilitating a mutual and beneficial methodological and theoretical knowledge transfer. The distinctive aspects of the volume can be summarized as follows:
Strong benchmarking philosophy, with contributors explicitly asked to underline current limits and desirable developments in their areas.Theoretical contributions, aimed at advancing the state-of-the-art in the given domain with a clear potential for applicationsThe inclusion of an algorithmic-computational discussion of issues arising on similar valuation problems across different methods.Variety of applications: rarely is it possible within a single volume to consider and analyze different, and possibly competing, alternative optimization techniques applied to well-identified financial valuation problems.Clear definition of the current state-of-the-art in each methodological and applied area to facilitate future research directions.
Автор: Jerzy A. Filar; Alain Haurie Название: Uncertainty and Environmental Decision Making ISBN: 1461425255 ISBN-13(EAN): 9781461425250 Издательство: Springer Рейтинг: Цена: 26120.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This important new work presents the state-of-the-art in applying operations research and management science (OR/MS) techniques to a broad range of environmental decision making (EDM) challenges. The subject matter is of critical importance.
Автор: Jeremy Lin Название: Electricity Markets: Theories and Applications ISBN: 1119179351 ISBN-13(EAN): 9781119179351 Издательство: Wiley Рейтинг: Цена: 16782.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
A comprehensive resource that provides the basic concepts of electric power systems, microeconomics, and optimization techniques
Electricity Markets: Theories and Applications offers students and practitioners a clear understanding of the fundamental concepts of the economic theories, particularly microeconomic theories, as well as information on some advanced optimization methods of electricity markets. The authors--noted experts in the field--cover the basic drivers for the transformation of the electricity industry in both the United States and around the world and discuss the fundamentals of power system operation, electricity market design and structures, and electricity market operations.
The text also explores advanced topics of power system operations and electricity market design and structure including zonal versus nodal pricing, market performance and market power issues, transmission pricing, and the emerging problems electricity markets face in smart grid and micro-grid environments. The authors also examine system planning under the context of electricity market regime. They explain the new ways to solve problems with the tremendous amount of economic data related to power systems that is now available. This important resource:
Introduces fundamental economic concepts necessary to understand the operations and functions of electricity markets
Presents basic characteristics of power systems and physical laws governing operation
Includes mathematical optimization methods related to electricity markets and their applications to practical market clearing issues
Electricity Markets: Theories and Applications is an authoritative text that explores the basic concepts of the economic theories and key information on advanced optimization methods of electricity markets.
Автор: Anke Weidlich Название: Engineering Interrelated Electricity Markets ISBN: 379082562X ISBN-13(EAN): 9783790825626 Издательство: Springer Рейтинг: Цена: 15672.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Presents an agent-based simulation model that facilitates electricity market research. This book addresses researchers, lecturers and students who are interested in applying agent-based simulation to power markets. It provides a discussion of the methodology and helpful details for model implementation.
Автор: Jerzy A. Filar; Alain Haurie Название: Uncertainty and Environmental Decision Making ISBN: 1441911286 ISBN-13(EAN): 9781441911285 Издательство: Springer Рейтинг: Цена: 26122.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This important new work presents the state-of-the-art in applying operations research and management science (OR/MS) techniques to a broad range of environmental decision making (EDM) challenges. The subject matter is of critical importance.
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