Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty
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References listed on IDEAS
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- Zheng, Wei & Li, Bo & Song, Dong-Ping, 2017. "Effects of risk-aversion on competing shipping lines’ pricing strategies with uncertain demands," Transportation Research Part B: Methodological, Elsevier, vol. 104(C), pages 337-356.
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More about this item
KeywordsStochastic programming; Renewable energy investment planning; Stochastic Dual Dynamic Programming; Integer programming; Risk averse;
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