Robust, extended goal programming with uncertainty sets: an application to a multi-objective portfolio selection problem leveraging DEA
Sign Up to like & getrecommendations! Published in 2024 at "Annals of Operations Research"
DOI: 10.1007/s10479-023-05811-7
Abstract: This study presents a two-phase approach of Data Envelopment Analysis (DEA) and Goal Programming (GP) for portfolio selection, representing a pioneering attempt at combining these techniques within the context of portfolio selection. The approach expands… read more here.
Keywords: dea; uncertainty sets; portfolio; portfolio selection ... See more keywords
Multistage Robust Unit Commitment With Dynamic Uncertainty Sets and Energy Storage
Sign Up to like & getrecommendations! Published in 2017 at "IEEE Transactions on Power Systems"
DOI: 10.1109/tpwrs.2016.2593422
Abstract: The deep penetration of wind and solar power is a critical component of the future power grid. However, the intermittency and stochasticity of these renewable resources bring significant challenges to the reliable and economic operation… read more here.
Keywords: uncertainty; unit commitment; power; uncertainty sets ... See more keywords