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Two-stage stochastic mixed integer optimization models for power generation capacity expansion with risk measures
Authors:Maria Teresa Vespucci  Marida Bertocchi  Paolo Pisciella  Stefano Zigrino
Affiliation:Department of Management, Economics and Quantitative Methods, Bergamo University, Bergamo, Italy
Abstract:
Keywords:power generation capacity expansion  uncertainty  renewable energy source  two-stagestochastic mixed integer optimization  risk neutral  risk averse strategies
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