This paper presents the first experiments undertaken with a stochastic programming model of gas contract portfolio management. This model is intended to be ...

This paper deals with a stochastic programming model which complements long range market simulation models such as those currently developed by several gas ...

This paper presents a stochastic dynamic cooperative game model of power exchange between interconnected utilities. The model is used for the qualitative a...

The development of truck dispatching systems has during recent years taken two directions. One has been systems using mathematical optimization and powerfu...

This paper addresses the question of determining an optimal mix of gas contracts for a producer supplying the North American gas market. We first propose a ...

We consider an oligopolistic industry extracting a non-renewable resource sold in a competitive market. We show, first, that if all players, but one, have i...

Nous analysons dans cette thèse le marché européen du gaz naturel et les échanges d'électricité entre réseaux interconnectés dans le cadre de la théorie des ...

This note deals with the concept of stochastic equilibrium-programming <i>SEP</i> which has recently been proposed for the modeling of imperfect competition ...

A model is presented for looking at the main characteristics of long term gas contracts. The problem is formulated as a dynamic stochastic multimarket model...

A qualitative model is proposed by the economic analysis of the power exchange between two utilities. The model combines an infinite horizon optimal control...