Pages that link to "Item:Q3621931"
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The following pages link to Natural gas storage valuation and optimization: A real options application (Q3621931):
Displayed 18 items.
- A simulation-and-regression approach for stochastic dynamic programs with endogenous state variables (Q336622) (← links)
- Gas storage valuation applying numerically constructed recombining trees (Q421730) (← links)
- Stochastic second-order-cone complementarity problems: expected residual minimization formulation and its applications (Q1680966) (← links)
- Relationship between least squares Monte Carlo and approximate linear programming (Q1728294) (← links)
- A general storage model with applications to energy systems (Q1733090) (← links)
- Infeasible interior-point algorithms based on sampling average approximations for a class of stochastic complementarity problems and their applications (Q1736388) (← links)
- Utility indifference pricing and hedging for structured contracts in energy markets (Q2014372) (← links)
- Gas storage valuation in incomplete markets (Q2028869) (← links)
- A deep learning model for gas storage optimization (Q2064630) (← links)
- Optimal trading of imbalance options for power systems using an energy storage device (Q2183301) (← links)
- Monte Carlo methods via a dual approach for some discrete time stochastic control problems (Q2264108) (← links)
- Merchant Commodity Storage Practice Revisited (Q2795873) (← links)
- A multi-period stochastic portfolio optimization model applied for an airline company in the EU ETS (Q2926492) (← links)
- NATURAL GAS-FIRED POWER PLANTS VALUATION AND OPTIMIZATION UNDER LÉVY COPULAS AND REGIME SWITCHING (Q2970319) (← links)
- Natural gas storage valuation and optimization under time-inhomogeneous exponential Lévy processes (Q3174918) (← links)
- Optimal Hour-Ahead Bidding in the Real-Time Electricity Market with Battery Storage Using Approximate Dynamic Programming (Q3458751) (← links)
- Partial differential equation methods for stochastic dynamic optimization: an application to wind power generation with energy storage (Q4561724) (← links)
- A methodology to assess the economic impact of power storage technologies (Q4561727) (← links)