Michael Hassler

University of Augsburg

Universitätsstr. 2

Augsburg, 86159

Germany

SCHOLARLY PAPERS

6

DOWNLOADS

447

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

Sell or Store? – An ADP Approach to Marketing Renewable Energy

OR Spectrum 38 (2016), pp. 633-660, doi: 10.1007/s00291-016-0439-x
Number of pages: 34 Posted: 16 Aug 2014 Last Revised: 08 Feb 2017
Jochen Gönsch and Michael Hassler
University of Duisburg-Essen - Mercator School of Management and University of Augsburg
Downloads 169 (224,016)
Citation 1

Abstract:

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electricity, renewable energy, storage, dynamic programming

2.

Optimizing the Conditional Value-at-Risk in Revenue Management

Review of Managerial Science 8 (2014), pp. 495-521
Number of pages: 36 Posted: 06 Apr 2013 Last Revised: 21 Sep 2014
Jochen Gönsch and Michael Hassler
University of Duisburg-Essen - Mercator School of Management and University of Augsburg
Downloads 158 (237,223)
Citation 1

Abstract:

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Revenue Management, Capacity Control, Dynamic Decisions, Dynamic Programming, Risk-Aversion, Conditional Value-at-Risk

3.

Practical Decision Rules for Risk-Averse Revenue Management Using Simulation-Based Optimization

Journal of Revenue and Pricing Management, Volume 15, pp. 468-487, doi:10.1057/s41272-016-0065-x
Number of pages: 28 Posted: 08 Mar 2016 Last Revised: 08 Feb 2017
University of Augsburg, University of Duisburg-Essen - Mercator School of Management, University of Augsburg and University of Augsburg
Downloads 70 (412,155)

Abstract:

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Revenue Management, Capacity Control, Risk-Aversion, Conditional Value-at-Risk

4.

Optimizing Conditional Value-at-Risk in Dynamic Pricing

OR Spectrum 40 (2018), pp. 711-750, doi: 10.1007/s00291-018-0513-7
Number of pages: 45 Posted: 06 Mar 2018 Last Revised: 06 Aug 2018
Jochen Gönsch, Michael Hassler and Rouven Schur
University of Duisburg-Essen - Mercator School of Management, University of Augsburg and University of Augsburg - Department of Analytics & Optimization
Downloads 26 (607,283)

Abstract:

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Revenue Management, Dynamic Pricing, Dynamic Programming, Risk Management, Service Operations

5.

Time-Consistent, Risk-Averse Dynamic Pricing

European Journal of Operational Research, 277 (2019), pp. 587-603. doi:10.1016/j.ejor.2019.02.0
Number of pages: 45 Posted: 11 Mar 2019 Last Revised: 12 Jul 2019
Rouven Schur, Jochen Gönsch and Michael Hassler
University of Augsburg - Department of Analytics & Optimization, University of Duisburg-Essen - Mercator School of Management and University of Augsburg
Downloads 24 (620,765)
Citation 1

Abstract:

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Revenue Management, Dynamic Pricing, Risk Aversion, Conditional Value-at-Risk

6.

Managing Complexity – Effective Decision Rules for Trading Renewable Energy

Posted: 15 May 2016
Michael Hassler
University of Augsburg

Abstract:

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Electricity, Renewable Energy, Energy Storage, Markov Decision Process, Decision Rule