| 1 |
Asymptotic Optimality of a First-Order Approximate Strategy for an Exponential Utility Maximization Problem with a Small Coefficient of Wealth-Dependent Risk Aversion
Delong L
Applied Mathematics and Optimization, 84(1), 649, 2021 |
| 2 |
CONSTRAINED UTILITY DEVIATION-RISK OPTIMIZATION AND TIME-CONSISTENT HJB EQUATION
Gu JW, Si SJ, Zheng H
SIAM Journal on Control and Optimization, 58(2), 866, 2020 |
| 3 |
A dynamic risk aversion model for virtual energy plant considering uncertainties and demand response
Ju LW, Li P, Tan ZF, Wang W
International Journal of Energy Research, 43(3), 1272, 2019 |
| 4 |
A two-stage robust investment model for a risk-averse price-maker power producer
Aryani M, Ahmadian M, Sheikh-El-Eslami MK
Energy, 143, 980, 2018 |
| 5 |
Comparison of alternative decision-making criteria in a two-stage stochastic program for the design of distributed energy systems under uncertainty
Mavromatidis G, Orehounig K, Carmeliet J
Energy, 156, 709, 2018 |
| 6 |
The impact of investors' risk aversion on the performances of capacity remuneration mechanisms
Abani AO, Hary N, Rious V, Saguan M
Energy Policy, 112, 84, 2018 |
| 7 |
Citizen preferences for possible energy policies at the national and state levels
Peterson M, Feldman D
Energy Policy, 121, 80, 2018 |
| 8 |
STOCHASTIC DOMINANCE CONSTRAINTS IN ELASTIC SHAPE OPTIMIZATION
Conti S, Rumpf M, Schultz R, Tolkes S
SIAM Journal on Control and Optimization, 56(4), 3021, 2018 |
| 9 |
Competition, risk and learning in electricity markets: An agent-based simulation study
Aliabadi DE, Kaya M, Sahin G
Applied Energy, 195, 1000, 2017 |
| 10 |
Application of CVaR risk aversion approach in the dynamical scheduling optimization model for virtual power plant connected with wind-photovoltaic-energy storage system with uncertainties and demand response
Tan ZF, Wang G, Ju LW, Tan QK, Yang WH
Energy, 124, 198, 2017 |
