Abstract EN:

The work presented in this Ph. D dissertation is motivated by the problem of management of a team of cargos transporting liquid natural gas (LNG) initially proposed by Total. The holder of the portfolio has to meet its commitments towards its counterparts, while trying to generate ports through arbitrating different commodities market. Hence, the management of portfolio can be modeled as a stochastic, dynamic and integer optimization problem. The work consists mainly 3 parts: dual stochastic programming, sensitivity analysis, and heuristic exploration of integer stochastic programming.