most citedA Value-At-Risk approach for robust management of electricity power generation

4 citations · 4 across the 1 of their papers we have counts for

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1 paper

math.OC2004★ 4 cited

A Value-At-Risk approach for robust management of electricity power generation

Vincent Guigues, Papa-Momar Ndiaye

In this paper, we apply Value-at-Risk (VaR) approaches on the problem of yearly electric generation management. In a classical approach, the future is modelled as a markov chain an…