Auteur A. J. Conejo
Documents disponibles écrits par cet auteur (2)
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Article : texte imprimé
S. A. Gabriel, Auteur ; Y. Shim, Auteur ; A. J. Conejo, Auteur |We present a new methodology to solve discretely-constrained mathematical programs with equilibrium constraints (DC-MPECs). Typically these problems include an upper planning-level optimization with some discrete decision variables (eg, build/do[...]
Article : texte imprimé
A. J. Conejo, Auteur ; F. J. Nogales, Auteur ; M. Carrión, Auteur |Organized trading for electricity includes both the pool and the futures market. Pool prices are volatile while the prices of the futures-market products are comparatively more stable. Thus, futures-market products constitute hedging instruments[...]
