A two stage stochastic equilibrium model for electricity markets with two way contracts.
- Published in:
- Mathematical Methods of Operations Research, 2010, v. 71, n. 1, p. 1, doi. 10.1007/s00186-009-0283-8
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- Publication type:
- Article
Works matching IS 14322994 AND DT 2010 AND VI 71 AND IP 1
Results: 7
1
2
Global optimization of a rank-two nonconvex program.
- Published in:
- Mathematical Methods of Operations Research, 2010, v. 71, n. 1, p. 165, doi. 10.1007/s00186-009-0289-2
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- Publication type:
- Article
3
Optimality equations and inequalities in a class of risk-sensitive average cost Markov decision chains.
- Published in:
- Mathematical Methods of Operations Research, 2010, v. 71, n. 1, p. 47, doi. 10.1007/s00186-009-0285-6
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- Publication type:
- Article
4
An infeasible nonmonotone SSLE algorithm for nonlinear programming.
- Published in:
- Mathematical Methods of Operations Research, 2010, v. 71, n. 1, p. 103, doi. 10.1007/s00186-009-0287-4
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- Publication type:
- Article
5
An extended covering model for flexible discrete and equity location problems.
- Published in:
- Mathematical Methods of Operations Research, 2010, v. 71, n. 1, p. 125, doi. 10.1007/s00186-009-0288-3
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- Publication type:
- Article
6
The cutting power of preparation.
- Published in:
- Mathematical Methods of Operations Research, 2010, v. 71, n. 1, p. 85, doi. 10.1007/s00186-009-0286-5
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- Publication type:
- Article
7
Optimal investment with deferred capital gains taxes.
- Published in:
- Mathematical Methods of Operations Research, 2010, v. 71, n. 1, p. 181, doi. 10.1007/s00186-009-0291-8
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- Publication type:
- Article