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Info-gap approach to manage GenCo's trading portfolio with uncertain market returns
P. Mathuria, R. Bhakar
Nov 01, 2014

An independent generation company (GenCo) secures its future trading position by managing its portfolio among multiple trading options. Future returns of these trading options are not known during decision making and are...

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Info-gap approach to manage GenCo's trading portfolio with uncertain market returns
P. Mathuria, R. Bhakar
Nov 01, 2014

An independent generation company (GenCo) secures its future trading position by managing its portfolio among multiple trading options. Future returns of these trading options are not known during decision making and are...

Published by: