@InProceedings{eichhorn_et_al:DagSemProc.05031.23,
  author =	{Eichhorn, Andreas and R\"{o}misch, Werner and Wegner, Isabel},
  title =	{{Polyhedral Risk Measures and Lagrangian Relaxation in Electricity Portfolio Optimization}},
  booktitle =	{Algorithms for Optimization with Incomplete Information},
  pages =	{1--3},
  series =	{Dagstuhl Seminar Proceedings (DagSemProc)},
  ISSN =	{1862-4405},
  year =	{2005},
  volume =	{5031},
  editor =	{Susanne Albers and Rolf H. M\"{o}hring and Georg Ch. Pflug and R\"{u}diger Schultz},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/DagSemProc.05031.23},
  URN =		{urn:nbn:de:0030-drops-574},
  doi =		{10.4230/DagSemProc.05031.23},
  annote =	{Keywords: Stochastic Programming , Mean-Risk Optimization , Risk Measure , Lagrangian Relaxation , Electricity;}
}