Operational Planning of Large-Scale Industrial Batch Plants under Demand Due Date and Amount Uncertainty: II. Conditional Value-at-Risk Framework

Peter M. Verderame; Christodoulos A. Floudas

doi:10.1021/ie900925k

Operational Planning of Large-Scale Industrial Batch Plants under Demand Due Date and Amount Uncertainty: II. Conditional Value-at-Risk Framework

Industrial & Engineering Chemistry Research ◽

10.1021/ie900925k ◽

2010 ◽

Vol 49 (1) ◽

pp. 260-275 ◽

Cited By ~ 34

Author(s):

Peter M. Verderame ◽

Christodoulos A. Floudas

Keyword(s):

At Risk ◽

Value At Risk ◽

Large Scale ◽

Operational Planning ◽

Conditional Value At Risk ◽

Due Date ◽

Batch Plants ◽

Industrial Batch ◽

Risk Framework

Download Full-text

Operational Planning of Large-Scale Industrial Batch Plants under Demand Due Date and Amount Uncertainty. I. Robust Optimization Framework

Industrial & Engineering Chemistry Research ◽

10.1021/ie9001124 ◽

2009 ◽

Vol 48 (15) ◽

pp. 7214-7231 ◽

Cited By ~ 38

Author(s):

Peter M. Verderame ◽

Christodoulos A. Floudas

Keyword(s):

Robust Optimization ◽

Large Scale ◽

Operational Planning ◽

Due Date ◽

Batch Plants ◽

Optimization Framework ◽

Industrial Batch

Download Full-text

The time-varying role of timberland in long-term, mixed-asset portfolios under the mean conditional value-at-risk framework

Forest Policy and Economics ◽

10.1016/j.forpol.2020.102136 ◽

2020 ◽

Vol 113 ◽

pp. 102136

Author(s):

Hector Restrepo ◽

Weiyi Zhang ◽

Bin Mei

Keyword(s):

At Risk ◽

Value At Risk ◽

Conditional Value At Risk ◽

Time Varying ◽

Risk Framework ◽

The Mean

Download Full-text

Assessing the role of U.S. timberland assets in a mixed portfolio under the mean-conditional value at risk framework

Forest Policy and Economics ◽

10.1016/j.forpol.2014.06.002 ◽

2015 ◽

Vol 50 ◽

pp. 118-126 ◽

Cited By ~ 18

Author(s):

Yang Wan ◽

Michael L. Clutter ◽

Bin Mei ◽

Jacek P. Siry

Keyword(s):

At Risk ◽

Value At Risk ◽

Conditional Value At Risk ◽

Risk Framework ◽

The Mean

Download Full-text

Stochastic risk-averse coordinated scheduling of grid integrated energy storage units in transmission constrained wind-thermal systems within a conditional value-at-risk framework

Energy ◽

10.1016/j.energy.2016.07.089 ◽

2016 ◽

Vol 113 ◽

pp. 762-775 ◽

Cited By ~ 34

Author(s):

Reza Hemmati ◽

Hedayat Saboori ◽

Saeid Saboori

Keyword(s):

At Risk ◽

Energy Storage ◽

Value At Risk ◽

Conditional Value At Risk ◽

Risk Averse ◽

Thermal Systems ◽

Coordinated Scheduling ◽

Risk Framework ◽

Storage Units ◽

Stochastic Risk

Download Full-text

Integrated Operational Planning and Medium-Term Scheduling for Large-Scale Industrial Batch Plants

Industrial & Engineering Chemistry Research ◽

10.1021/ie8001414 ◽

2008 ◽

Vol 47 (14) ◽

pp. 4845-4860 ◽

Cited By ~ 36

Author(s):

Peter M. Verderame ◽

Christodoulos A. Floudas

Keyword(s):

Large Scale ◽

Operational Planning ◽

Medium Term ◽

Batch Plants ◽

Industrial Batch

Download Full-text

Integration of Operational Planning and Medium-Term Scheduling for Large-Scale Industrial Batch Plants under Demand and Processing Time Uncertainty

Industrial & Engineering Chemistry Research ◽

10.1021/ie901973e ◽

2010 ◽

Vol 49 (10) ◽

pp. 4948-4965 ◽

Cited By ~ 15

Author(s):

Peter M. Verderame ◽

Christodoulos A. Floudas

Keyword(s):

Large Scale ◽

Processing Time ◽

Operational Planning ◽

Medium Term ◽

Batch Plants ◽

Time Uncertainty ◽

Industrial Batch

Download Full-text

Stress Testing in a Value at Risk Framework

CFA Digest ◽

10.2469/dig.v29.n2.483 ◽

1999 ◽

Vol 29 (2) ◽

pp. 76-78

Author(s):

Thomas J. Latta

Keyword(s):

At Risk ◽

Value At Risk ◽

Stress Testing ◽

A Value ◽

Risk Framework

Download Full-text

A Fourier approach to the computation of conditional value-at-risk and optimized certainty equivalents

The Journal of Risk ◽

10.21314/jor.2014.281 ◽

2014 ◽

Vol 16 (6) ◽

pp. 3-29 ◽

Cited By ~ 10

Author(s):

Samuel Drapeau ◽

Michael Kupper ◽

Antonis Papapantoleon

Keyword(s):

At Risk ◽

Value At Risk ◽

Conditional Value At Risk ◽

Certainty Equivalents

Download Full-text

Intraday Conditional Value at Risk: A Periodic Mixed-Frequency GAS Approach

SSRN Electronic Journal ◽

10.2139/ssrn.3713896 ◽

2019 ◽

Author(s):

Bastian Gribisch ◽

Tobias Eckernkemper

Keyword(s):

At Risk ◽

Value At Risk ◽

Conditional Value At Risk ◽

Mixed Frequency

Download Full-text

A conditional value-at-risk based planning model for integrated energy system with energy storage and renewables

Applied Energy ◽

10.1016/j.apenergy.2021.116971 ◽

2021 ◽

Vol 294 ◽

pp. 116971

Author(s):

Ang Xuan ◽

Xinwei Shen ◽

Qinglai Guo ◽

Hongbin Sun

Keyword(s):

At Risk ◽

Energy Storage ◽

Value At Risk ◽

Energy System ◽

Conditional Value At Risk ◽

Planning Model ◽

Integrated Energy System

Download Full-text